Different results from panda_talib.MACD and talib.MACD about pandas_talib HOT 3 OPEN

Thanks @Gabrielvon

You should provide a reusable minimum working example (with data as text and using StringIO and read_csv)

I think you should compare with https://www.ta-lib.org/hdr_dw.html source which is reference implementation.

Pinging @mrjbq7 author of https://github.com/mrjbq7/ta-lib which is Python wrapper for TA-Lib

from pandas_talib.

@femtotrader Thanks for your reminder. Attached is my sample data file.
sample.txt

Honestly, I don't really know which talib I used refer to the link (https://www.ta-lib.org/hdr_dw.html). I simply installed talib using "pip install TA-Lib" following instructions in the main page( https://github.com/mrjbq7/ta-lib) from mrjbq7. The following are my talib version and pands version.
(https://github.com/femtotrader/pandas_talib/files/1585183/sample.txt)

talib.__version__
'0.4.10'
pd.__version__
'0.21.1'

Hi, @mrjbq7. Any suggestions? Thanks.

My apologies. I just recalled that I instaledl TA-Lib using a third-party wrapper (TA_Lib‑0.4.10‑cp36‑cp36m‑win_amd64.whl) from here (https://www.lfd.uci.edu/~gohlke/pythonlibs/).

pip show TA-lib
Name: TA-Lib
Version: 0.4.10
Summary: Python wrapper for TA-Lib
Home-page: http://github.com/mrjbq7/ta-lib
Author: John Benediktsson
Author-email: [email protected]
License: UNKNOWN
Location: c:\users\trader\anaconda3\envs\py36\lib\site-packages
Requires:

from pandas_talib.

Wait, so you're comparing talib.MACD (the cython wrapper calling the TA-Lib C library) to pandas_talib.MACD (the python implementation using pandas.ewma?). That's probably the problem. I bet the moving average is slightly different implemented between the two.

from pandas_talib.