fix: BMSB native weekly SMA/EMA - #74
Merged
Merged
Conversation
The Bull Market Support Band indicator is designed for weekly candles. The old weekly_sma/weekly_ema functions multiplied length by 5 to fake weekly on daily data, producing different crossover signals (33 vs 22) and SMA values diverging up to 5% from true weekly values. Fix: replace with plain sma()/ema(), run on --interval 1wk. Result: 2,039% on weekly BTC-USD (vs 289% with old daily hack). Adds ema() indicator function, removes weekly_sma/weekly_ema. Fixes #73
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Fixes #73
Problem: BMSB used
weekly_sma/weekly_emawhich multiplied length × 5 to approximate weekly indicators on daily data. This produced wrong crossover signals (33 instead of 22) and SMA values diverging up to 5%.Fix: Replace with plain
sma(20)/ema(21). BMSB is a weekly-native strategy — run with--interval 1wk.Results:
All 128 tests pass.