CODEWITHSUNDEEP
pythonc++pandascsvalgorithmic-trading
fcnealvillangca
fcnealvillangca

Reputation: 1

Why my C++ talib and python talib have different results?

I was trying to migrate from python to C++ but it seems that the results are so different. I was using the same library which is talib

in c++

    int size = closePrices.size();
    std::vector<double> macd(size), signal(size), hist(size);
    int outBegIdx, outNbElement;

    const int fastPeriod = 12;
    const int slowPeriod = 26;
    const int signalPeriod = 9;
    
    TA_RetCode retCode = TA_MACD(0, size - 1, closePrices.data(), fastPeriod, slowPeriod, signalPeriod, &outBegIdx, &outNbElement, macd.data(), signal.data(), hist.data());

and in python

import pandas as pd
import talib
import numpy as np

# Load your price data
df = pd.read_csv("EURJPY.csv")
# Calculate MACD
macd, signal, hist = talib.MACD(
    df["close"], fastperiod=12, slowperiod=26, signalperiod=9
)
# Save to CSV
pd.DataFrame({"MACD": macd, "Signal": signal, "Histogram": hist}).to_csv(
    "macd_results_python.csv"
)

I'm pretty sure they are followed in https://ta-lib.org/ in the docs

Upvotes: -9

Views: 100

Answers (0)

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