Comments (2)
In this scenario, there are cumulative incalculable warmup periods for EMA, so the first preSmoothLength + postSmoothLength - 2
periods returned in postEmaClose
will be null
. For just preEmaClose
you should see preSmoothLength - 1
initial values that are null
.
- Example: https://dotnetfiddle.net/3tkEzb
mathematically incalculable periods:
0
for Heiken-AshiN-1
for each Exponential Moving Average (EMA)
Is that what you're seeing?
If you post your raw price quotes and lookbackPeriods
values, I'll take a look and see if I can replicate.
side note: you'll also see a longer period where precision accuracy converges, approximately preSmoothLength + postSmoothLength + 100
periods in this case.
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@MSLight have you overcome your problems here? If so, please close this issue or let us know how we can help.
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