Can't get DirectionalMovement working -- different from TradingView/TOS
I'm new to backtrader and am excited but I'm having some issues replicating the Directional Movement Indicator in TradingView inside of the built-in indicators.
For example, you can see here the DI+ and DI- values from Trading view for /ES futures with 5 minute bars on 4/19/2020 at 11:30 PM EDT of DI+: 27.05 and DI-: 14.34.
This is how I've initialized:
self.dm = bt.indicators.DirectionalMovement(period=14)
nextcommand I'm getting values via this syntax
No matter what bar I try, I'm getting values like these:
self.dm.DIminus Out: 98.09214728939715 self.dm.DIplus Out: 0.49034550756342365
I have checked ThinkOrSwim to make sure there isn't an issue with DMI and saw very, very close values for DI+ and DI-, both are using 14 periods and I could confirm at least that ThinkOrSwim was using Wilder's SmoothedMovingAverage.
I've been banging my head against the wall on this, would appreciate any insight.
show please the script you run and piece of the data. i'll try to run it by myself.