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ZLMA bug
See original GitHub issued = pd.DataFrame(np.array([1,2,3,4,5,6,7,8,9,10]))
d.ta.zlma(close=d[0], length= 5, append=True)
print(d)
output:
0 ZL_EMA_5
0 1 NaN
1 2 NaN
2 3 NaN
3 4 NaN
4 5 **_6.00_**
5 6 6.67
6 7 7.44
7 8 8.30
8 9 9.20
9 10 10.13
- the input series has the first 5 values clearly below 6.0
- ZLMA somehow calculates that the first visible value (for the input of 5.0) is 6.0
- the calculation of the corrected input (using an offset) is not returning correct values for early data.
- ZLMA uses EMA by default, making this bug (nearly) invisible after 20+ bars are calculated.
Issue Analytics
- State:
- Created a year ago
- Comments:7 (7 by maintainers)
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doing manual calculation on paper. this is actually correct calculation - ZLEMA overshoots on purpose in the early part of the calc…
No worries.