TEMA200 to long?

[myNextCoder]

Describe your environment

• Operating system: Windows Server 2022
• Python Version: Current Miniconda (python -V)
• CCXT version: _____ (pip freeze | grep ccxt)
• Freqtrade Version: 2024.3 (freqtrade -V or docker compose run --rm freqtrade -V for Freqtrade running in docker)

Your question

While EMA 200 or TEMA 3 for example works correctly, it seems, that TEMA 200 is something like "out of bounds". Do you know the issue, is there a workaround, (different notation?)

This notation works fine for timeperiod 3, for example, but not for 200:
dataframe['tema200'] = ta.TEMA(dataframe, timeperiod=200)

I get no error, but for .iloc[-1] there is nan as the value, even after multiple hours (1m timeframe).
For EMA200 I get the correct float value.

Background: I prefer TEMA200 instead of EMA200, due to its fast behavior.

Ask the question you have not been able to find an answer in the Documentation

[stash86]

What is your startup_candle_count?

[Axel-CH]

You are using too much candle history for your indicator.
I would suggest you to use an informative pair with a higher timeframe as input of your TEMA order to get the history perspective that you want.
200 candles of one minute is near 13 candles of 15 minutes.

You can add informative pairs by Following instructions from the informative pair documentation

[stash86]

it's not "too much". I'm using that length as well. As long as they use the proper startup_candle_count, then there would be no issue

[Axel-CH]

Glad to hear that @stash86 , you are right the live default ohlcv_candle_limit is 500.
So It should work

[stash86]

actually it's 1000 for binance, which is the necessary length for TEMA200. If they are on different exchange, then yes they may have issues

[myNextCoder]

I thank you for your inputs. I was told, that informative pairs need to "warm up" after Bot start first. To access the value instantly, I may use the formula, to calculate TEMA from EMA:
TEMA = 3EMA – 3EMA(EMA) + EMA(EMA(EMA))

[stash86]

there is no such thing as warm up. All data and indicators are ready immediately

[myNextCoder]

Ok, in that case, I have a look at it, I thank you :)

[xmatthias]

well TEMA takes about 3x the number you pass in (it's an EMA20 of an EMA20 of an EMA20, after all.

For simplicity's sake (it makes below numbers AND screenshots shorter), assume an EMA10.
What the calculation will do is an EMA10 - on top of an EMA10 - on top of an EMA10

To calculate the first EMA10 - you need 9 startup candles - so the very first row that will have data is row number 10.
To calculate DEMA (EMA10 on top of EMA10) - you need already 18 rows that will remain NaN.
For the third "round" - you then need 27 startup candles.

What this will come down to is the following picture:

(code to generate the below)

dataframe['EMA-10'] = ta.EMA(dataframe, timeperiod=10)
dataframe['DEMA-10'] = ta.EMA(dataframe['EMA-10'], timeperiod=10)
dataframe['TEMA-10_1'] = ta.EMA(dataframe['DEMA-10'], timeperiod=10)
dataframe['TEMA-10_2'] = dataframe['EMA-10']*3 - 3*dataframe['DEMA-10'] + dataframe['TEMA-10_1']

dataframe['TEMA-10'] = ta.TEMA(dataframe, timeperiod=10)

Notice that the last 2 columns have identical values - though one was calculated with talib, and one "manually".

So in any case - TEMA has a startup value of 3 * (x-1) (with x being the timerange) - so something around 597 (use 600 to be safe) - and not 200 - which is what the mind would have you believe.

Specifying that as startup candle count should work on all supported exchanges.

[myNextCoder]

Sorry for my late reply, I thank you for your detailed answer. Absolutely great your table :) Here it is easy to see, what time the bot is consuming. I see, that after about 600 minutes, I would have had the desired result. Now I used the workaround of TEMA40 on informative timeframe 5m. Here I have no issue anymore. EMA200 would be far more easy, but after my analysis on Tradingview, if I want to enter only, when the line is below the price-action, I have less opportunities, during the bullish period, when the trend grows. TEMA200 lets me buy lower. (This is only one of multiple conditions).