I have the following candles
+----------------+-------+----------+---------+----------+
|date |curency|high_price|low_price|last_price|
+----------------+-------+----------+---------+----------+
|2014-01-16 16:07|2 |24.98 |23.9 |24.2 |
+----------------+-------+----------+---------+----------+
|2014-01-16 16:06|2 |24.98 |23.9 |24.12202 |
+----------------+-------+----------+---------+----------+
|2014-01-16 16:05|2 |24.98 |23.9 |24.12202 |
+----------------+-------+----------+---------+----------+
|2014-01-16 16:04|2 |24.98 |23.9 |24.21626 |
+----------------+-------+----------+---------+----------+
|2014-01-16 16:03|2 |24.98 |23.9 |24.11102 |
+----------------+-------+----------+---------+----------+
|2014-01-16 16:02|2 |24.98 |23.9 |24.21628 |
+----------------+-------+----------+---------+----------+
|2014-01-16 16:01|2 |24.98 |23.9 |24.2 |
+----------------+-------+----------+---------+----------+
|2014-01-16 16:00|2 |24.98 |23.9 |24.2 |
+----------------+-------+----------+---------+----------+
I use TA-lib to calculate Ema's as follows
public MovingAverage CalculateEMA(List<OHLC> candles, int periodsAverage)
{
double[] closePrice = candles.Select(x => (double)x.last_price).ToArray();
double[] output = new double[closePrice.Length];
int begin;
int length;
TicTacTec.TA.Library.Core.RetCode retCode = Core.Ema(0, closePrice.Length - 1, closePrice, periodsAverage, out begin, out length, output);
if (retCode == TicTacTec.TA.Library.Core.RetCode.Success)
return new MovingAverage() { Begin = begin, Length = length, Output = output, Period = periodsAverage };
return null;
}
Question is whats the correct candle order with the most recent entry as top or bottom? How does the library make the calculation ? should i reverse candles list before Calculating Ema? Also i have the same question for macd calculation
Thank you,
Earliest date/time is the FIRST element in the array - element[0]. Chronological order = array order. Your most recent time (the last time) should be the LAST element in the array.
This logic works for all TA-Lib functions.
If you love us? You can donate to us via Paypal or buy me a coffee so we can maintain and grow! Thank you!
Donate Us With