[BUG]ConvergenceDivergenceIndicator always returns false on 500 data sets with 500 bars each

[csidi90]

I was trying to get bullish and bearish RSI divergence using ConvergenceDivergenceIndicator. For an unclear reason, the positive- and negativDivergent types always return false no matter the barcount, slope and strength I put in. I only get "true" results if I use Type of positiveConvergent or negativConvergent but never using positiv- or negativDivergent.

Its pretty unlikely that I dont get a single true delivered on 500 Datasets with each holding 500 bars even when using the min slope and strength of 0.1 or even leaving it out just using the "strong" constructor.

Am I doing something wrong?

this.bullDiv = new ConvergenceDivergenceIndicator(rsiIndicator, closePriceIndicator, 10, ConvergenceDivergenceIndicator.ConvergenceDivergenceType.positiveDivergent, 0.1, 0.1); this.bearDiv = new ConvergenceDivergenceIndicator(rsiIndicator, closePriceIndicator, 10, ConvergenceDivergenceIndicator.ConvergenceDivergenceType.negativeDivergent, 0.1, 0.1);

I want values to be true for bullDiv if RSI makes higher highs while the closePrices make lower lows and vice versa.

[TheCookieLab]

Try incrementally reducing the barCount from 10 and tracing through to get a better understanding of the mechanics. ConvergenceDivergenceIndicator uses the IsRising and IsFalling rules which may not perform how you intuitively think they would. Examine the IsRisingRuleTest and IsFallingRuleTest to see how the barCount impacts the calculation. I suspect you'll want a lower value, however that correspondingly reduces the usefulness of such a signal. An alternative to simply IsRising is to look for higher highs paired with higher lows. Likewise I've found replacing IsFalling with lower highs + lower lows works better.

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On Wed, Oct 18, 2023 at 3:41 AM csidi90 ***@***.***> wrote: I was trying to get bullish and bearish RSI divergence using ConvergenceDivergenceIndicator. For an unclear reason, the positive- and negativDivergent types always return false no matter the barcount, slope and strength I put in. I only get "true" results if I use Type of positiveConvergent or negativConvergent but never using positiv- or negativDivergent. Its pretty unlikely that I dont get a single true delivered on 500 Datasets with each holding 500 bars even when using the min slope and strength of 0.1 or even leaving it out just using the "strong" constructor. Am I doing something wrong? this.bullDiv = new ConvergenceDivergenceIndicator(rsiIndicator, closePriceIndicator, 10, ConvergenceDivergenceIndicator.ConvergenceDivergenceType.positiveDivergent, 0.1, 0.1); this.bearDiv = new ConvergenceDivergenceIndicator(rsiIndicator, closePriceIndicator, 10, ConvergenceDivergenceIndicator.ConvergenceDivergenceType.negativeDivergent, 0.1, 0.1); I want values to be true for bullDiv if RSI makes higher highs while the closePrices make lower lows and vice versa. — Reply to this email directly, view it on GitHub <#1119>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ABQJ6FKLPO2PE4HD7WFKQ5DX76BZPAVCNFSM6AAAAAA6FBKFMWVHI2DSMVQWIX3LMV43ASLTON2WKOZRHE2DSMBXGA4TMOI> . You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>