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Calculate indicator value ignoring filters(weekends, holidays)
 Post subject: Calculate indicator value ignoring filters(weekends, holidays) Post rating: 0   New post Posted: Wed 12 Oct, 2016, 11:14 
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Joined: Sun 09 Mar, 2014, 23:09
Posts: 4
Location: Latvia, Riga
Hello.

How to calculate MACD indicator values ignoring filtered data?
That command returns MACD values correctly when filters are disabled, but when filters are on, return values are not correct according to chart data.
mcd1=indicators.macd(gSymbol, Period.ONE_HOUR, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, 12, 26, 9, 1);

Thank you


 
 Post subject: Re: Calculate indicator value ignoring filters(weekends, holidays) Post rating: 0   New post Posted: Thu 13 Oct, 2016, 10:51 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Here is a universal strategy to compare chart vs API calculation.
1) open the required chart
2) add required indicator
3) run the strategy (set corresponding instrument in the parameters)


Attachments:
IndChartVsApi.java [16.31 KiB]
Downloaded 131 times
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