There are mainly 2 problems

1) when I loop through the rolling window of Heikin Ashi and tried to print the Close, I get 0 in the log

Related code :

for i in self.haWin: self.Debug("haWin : {}<br>".format(i.Close))

2) when I compare the sma5 based on heikin ashi from the indicator and the number calculated by myself, they seem to be different.

self.Debug("the sma 5 based on Heikin ashi : {}<br>".format(self.sma5.Current.Value)) self.Debug("ha close : {}<br>".format(self.ha.Close))

I took the last 5 close price in the log, close prices are 33.9025,  33.8675,  33.805,  33.80875,  33.82, and the mean at  2020-05-15 15:58:00 is 33.84075(calculated by myself) instead of 33.877(in the log)

Thx

Author

Tai Man Chan

May 2020