Help to implement RVGI indicator , NaN values

Hello all , i have a question , i create the next code :

values = {
        'open': np.array([]),
        'high': np.array([]),
        'low': np.array([]),
        'close': np.array([]),
        'volume': np.array([]),
    }
    for x in candles:
        if 'active_id' in candles[x].keys():
            actualPrice = candles[x]['close']
        values['open'] = np.append(values['open'], candles[x]['open'])
        values['high'] = np.append(values['high'], candles[x]['max'])
        values['low'] = np.append(values['low'], candles[x]['min'])
        values['close'] = np.append(values['close'], candles[x]['close'])
        values['volume'] = np.append(values['volume'], candles[x]['volume'])

    serieOpen = pd.Series(values['open'])
    serieHigh = pd.Series(values['high'])
    serieLow = pd.Series(values['low'])
    serieClose = pd.Series(values['close'])

    resultRVI = ta.rvgi(serieOpen, serieHigh, serieLow, serieClose)

But when i print “resultRVI” i got this :

    RVGI_14_4  RVGIs_14_4
0         NaN         NaN
1         NaN         NaN
2         NaN         NaN
3         NaN         NaN
4         NaN         NaN
5         NaN         NaN
6         NaN         NaN
7         NaN         NaN
8         NaN         NaN
9         NaN         NaN
10        NaN         NaN
11        NaN         NaN
12        NaN         NaN
13        NaN         NaN
14        NaN         NaN

The question is why i recibe NaN values , i cant understand , some one can help me please 😭

[twopirllc]

@kypanz,

I can not create an IQ Option account from the US and will not be able to test their output that you get. You will have to manage the data from that unofficial iqoption api yourself.

yes but the problem here is the rvgvi returns 2 values , value A = rvgi , value B = signal of rvgi , that is the reason when you print the result of rvgi you see “RVGI_12_4” and “RVGIs_12_4” , when rvgi has “s” is the signal

I know how rvgi works. The signal B is a lagged version of A and will not start calculating till A has started.

… , and that value is not the same with the graphics values, and the next index 16 have 2 values , the rvgi and the signal values , but that values are not correct value, this not happend with the RSI , RSI works fine , but with this indicator is not the values what i see, and i dont know if i doing wrong or the operations from the functions and returns are wrong

I can not access to how IQOptions calculates rvgi nor view it’s source. So if there are differences in computation between their closed system (and graphics values) and this open source version, then that is beyond my control without insight into their source. It is not uncommon for different platforms to have slight variations in calculations. Even the de facto TA Lib in C they sometimes have different calculations by platform.

Unfortunately, I can not devote much time on a one off difference in computation without further evidence. There is clearly a lack of data to reasonably test this information both for one off differences and a test of correlation between IQOptions calculation and Pandas TA versions of rvgi. Somehow you need to be able to export both their candles and their rvgi data so that it can be more easily compared. Now it is possible that swma could be throwing the values off, but yet again you do not have data for comparison, just a “graphics value”.

When you are able to give me more actionable data to work with, I can look into it.

Kind Regards, KJ

[twopirllc]

Hi @kypanz,

from iqoption api , this returns to me a dictionary with the candles information

IQOption returns exactly what you shared below, including the defaultdict(<class 'dict'>, ...? Or are you creating your candles variable as a defaultdict? What is the actual data you get? Where is link to IQOption API data? I want to see the actual source they return.

Also, rvgi requires by default a minimum of 14 candles, but 15 candles to write it’s first value. This goes for most indicators that have rolling windows. So with only 14 candles, the first 14 candles of rvgi will be NaN. In short, trying using more data or shortening the lengths of your indicators.

When I strip the defaultdict(<class 'dict'>, ...) that you have provided, convert it to a Pandas DataFrame and adjust the rvgi length to 12, I get data. Here is the code:

import pandas as pd
import pandas_ta as ta

candles = {1613131740: {'id': 2451059, 'from': 1613131740, 'at': 1613131770002146510, 'to': 1613131770, 'open': 105.027, 'close': 105.027, 'min': 105.026, 'max': 105.027, 'volume': 16}, 1613131770: {'id': 2451060, 'from': 1613131770, 'at': 1613131800018129113, 'to': 1613131800, 'open': 105.027, 'close': 105.027, 'min': 105.027, 'max': 105.028, 'volume': 11}, 1613131800: {'id': 2451061, 'from': 1613131800, 'at': 1613131830026267932, 'to': 1613131830, 'open': 105.027, 'close': 105.033, 'min': 105.027, 'max': 105.033, 'volume': 32}, 1613131830: {'id': 2451062, 'from': 1613131830, 'at': 1613131860014628690, 'to': 1613131860, 'open': 105.032, 'close': 105.033, 'min': 105.032, 'max': 105.033, 'volume': 2}, 1613131860: {'id': 2451063, 'from': 1613131860, 'at': 1613131890015790369, 'to': 1613131890, 'open': 105.033, 'close': 105.033, 'min': 105.033, 'max': 105.033, 'volume': 7}, 1613131890: {'id': 2451064, 'from': 1613131890, 'at': 1613131920026275303, 'to': 1613131920, 'open': 105.033, 'close': 105.029, 'min': 105.029, 'max': 105.033, 'volume': 19}, 1613131920: {'id': 2451065, 'from': 1613131920, 'at': 1613131950026262648, 'to': 1613131950, 'open': 105.029, 'close': 105.031, 'min': 105.028, 'max': 105.031, 'volume': 20}, 1613131950: {'id': 2451066, 'from': 1613131950, 'at': 1613131980016177934, 'to': 1613131980, 'open': 105.031, 'close': 105.03, 'min': 105.029, 'max': 105.031, 'volume': 7}, 1613131980: {'id': 2451067, 'from': 1613131980, 'at': 1613132010002298635, 'to': 1613132010, 'open': 105.03, 'close': 105.038, 'min': 105.03, 'max': 105.038, 'volume': 13}, 1613132010: {'id': 2451068, 'from': 1613132010, 'at': 1613132040000991819, 'to': 1613132040, 'open': 105.038, 'close': 105.037, 'min': 105.037, 'max': 105.038, 'volume': 2}, 1613132040: {'id': 2451069, 'from': 1613132040, 'at': 1613132070018338099, 'to': 1613132070, 'open': 105.037, 'close': 105.039, 'min': 105.037, 'max': 105.039, 'volume': 6}, 1613132070: {'id': 2451070, 'from': 1613132070, 'at': 1613132100007899342, 'to': 1613132100, 'open': 105.039, 'close': 105.033, 'min': 105.031, 'max': 105.039, 'volume': 12}, 1613132100: {'id': 2451071, 'from': 1613132100, 'at': 1613132130005581330, 'to': 1613132130, 'open': 105.033, 'close': 105.028, 'min': 105.028, 'max': 105.033, 'volume': 12}, 1613132130: {'id': 2451072, 'from': 1613132130, 'at': 1613132160002531932, 'to': 1613132160, 'open': 105.028, 'close': 105.039, 'min': 105.028, 'max': 105.039, 'volume': 27}, 1613132160: {'active_id': 6, 'size': 30, 'at': 1613132184419742234, 'from': 1613132160, 'to': 1613132190, 'id': 2451073, 'open': 105.038, 'close': 105.036, 'min': 105.036, 'max': 105.038, 'ask': 105.04, 'bid': 105.032, 'volume': 4, 'phase': 'T'}}

candlesdf = pd.DataFrame(candles).T
candlesdf.rename(columns={"max": "high", "min": "low"}, inplace=True)
candlesdf.ta.rvgi(length=12, append=True)

print(candlesdf.shape)
print(candlesdf)

Output

Also note, you will also need to convert your index into a DatetimeIndex if you want to use other indicators like vwap.

Let me know how it goes. Hope this helps!

Thanks, KJ