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ADX gives different results when more than necessary data #672

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firebird631 opened this issue Aug 11, 2024 · 0 comments

firebird631 commented Aug 11, 2024 •

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I explain,

I made many tests :

compute ADX 7 with just the lookback minimal size (2 x period - 1, it seems)
compute ADX 7 but with more input data (tried with different inputs size +5, +10 , +20 more samples...)
compute ADX 7 using stream_ADX version

Results are never the same, the more the input array is, different the results is (sensibly different but that means no signal or deferred signal).

When using stream_ADX after case 1) it is similar as using only case 1).

Is it something related to the computation of true range ? What could we do to normalize the behavior ?

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