trend_return doesn't accumulate either of return types

Which version are you running? The lastest version is on Github. Pip is for major releases.

pandas_ta 0.2.23b0

Describe the bug I tried log=False, cumulative = True and in another case log=True, cumulative = True, but there are no cumulative returns in returns column for log returns or percent returns

To Reproduce I can’t attach my CSV here because couldn’t find any option in this bug report, but I think this will work the same way for any SP500 daily data you have

import pandas as pd
import pandas_ta as ta
df = pd.read_csv("E:\Dropbox\Trading\Quotes\^spx_d.csv", sep=",")
df.set_index(pd.DatetimeIndex(df["Date"]), inplace=True)
MAstr = ta.trend_return(df['Close'], trend= df['Close'] > ta.sma(df['Close'], 50), log=False, cumulative = True)
print('\n MAstr \n',MAstr)
print('\n MAstr > 0 \n',MAstr[MAstr.CPTR_Trades>0])
print('\n MAstr <0 \n', MAstr[MAstr.CPTR_Trades<0])

OUTPUT:

 MAstr 
             CPTR  TR_PCTRET  CPTR_Trends  CPTR_Trades
Date                                                 
1920-01-02   0.0        NaN            0            0
1920-01-03   0.0        0.0            0            0
1920-01-05   0.0        0.0            0            0
1920-01-06   0.0        0.0            0            0
1920-01-07   0.0        0.0            0            0
         ...        ...          ...          ...
2020-10-26   0.0        0.0            0            0
2020-10-27   0.0        0.0            0            0
2020-10-28   0.0        0.0            0            0
2020-10-29   0.0        0.0            0            0
2020-10-30   0.0        0.0            0            0

[26803 rows x 4 columns]

 MAstr > 0 
             CPTR  TR_PCTRET  CPTR_Trends  CPTR_Trades
Date                                                 
1920-03-06   0.0        0.0            0            1
1920-07-01   0.0        0.0            0            1
1920-07-16   0.0        0.0            0            1
1920-08-20   0.0        0.0            0            1
1920-08-23   0.0        0.0            0            1
         ...        ...          ...          ...
2020-04-16   0.0        0.0            0            1
2020-04-23   0.0        0.0            0            1
2020-09-29   0.0        0.0            0            1
2020-10-02   0.0        0.0            0            1
2020-10-06   0.0        0.0            0            1

[814 rows x 4 columns]

 MAstr <0 
                 CPTR  TR_PCTRET  CPTR_Trends  CPTR_Trades
Date                                                     
1920-04-19  0.045541  -0.018319            1           -1
1920-07-15  0.007444  -0.009390            1           -1
1920-07-22  0.009505   0.004739            1           -1
1920-08-21  0.004813   0.004813            1           -1
1920-10-27  0.040070  -0.006881            1           -1
             ...        ...          ...          ...
2020-04-17  0.026794   0.026794            1           -1
2020-09-17  0.191401  -0.008412            1           -1
2020-10-01  0.013547   0.005293            1           -1
2020-10-05  0.017976   0.017976            1           -1
2020-10-23  0.031166   0.003446            1           -1

[814 rows x 4 columns]

Expected behavior As MAstr shows, no cumulative data, because 0 in the end, although there are trades

[AlexStox]

Thank you. To be honest I’ve not checked that yet, because I stacked with other part of the code not related to yours 😃 But if it worked on your side, it should work on my side 😃

Thank you.

[twopirllc]

Hello @AlexStox,

I assume by no response that the solution provided was sufficient. Thus I will be closing this issue in a few days.

Kind Regards, KJ