MACDHisto wrongly calculated, exact same value as MACD

dirkie

Hello,

I am new to backtrader. I have experienced with some indicators like RSI, EMA9, MACD and MACDHisto. All indicators produce correct output EXPECT MACDHisto. MACDHisto output has exact same value as MACD. This looks like a bug to me. Strange enough nobody else has yet stumbled upon this.

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close

        # To keep track of pending orders and buy price/commission
        self.order = None
        self.buyprice = None
        self.buycomm = None

        # Add a MovingAverageSimple indicator
        self.sma = bt.indicators.SimpleMovingAverage(
            self.datas[0], period=self.params.maperiod)
        self.rsi = bt.indicators.RSI(self.datas[0])
        self.ema9 = bt.indicators.EMA(self.datas[0], period=9)
        self.macdhisto = bt.indicators.MACDHisto(
            self.datas[0], period_me1=12, period_me2=26, period_signal=9 )
        self.macd = bt.indicators.MACD(
            self.datas[0], period_me1=12, period_me2=26, period_signal=9 )

<output omitted>

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f, MACD %2.f, MACDhisto %2.f, RSI %2.f, EMA9 %2.f' %(self.dataclose[0], self.macd[0], self.macdhisto[0],self.rsi[0],self.ema9[0]))

This produces the following output, note that MACDHisto has same value as MACD
2020-05-28, Close, 3030.76, MACD 17, MACDhisto 17, RSI 54, EMA9 3040
2020-05-28, Close, 3036.62, MACD 16, MACDhisto 16, RSI 56, EMA9 3039
2020-05-29, Close, 3029.62, MACD 14, MACDhisto 14, RSI 53, EMA9 3037
2020-05-29, Close, 3035.12, MACD 13, MACDhisto 13, RSI 55, EMA9 3037
2020-05-29, Close, 3022.24, MACD 11, MACDhisto 11, RSI 50, EMA9 3034
2020-05-29, Close, 3034.62, MACD 10, MACDhisto 10, RSI 54, EMA9 3034
2020-05-29, Close, 3022.52, MACD 9, MACDhisto 9, RSI 50, EMA9 3032
2020-05-29, Close, 3016.95, MACD 7, MACDhisto 7, RSI 48, EMA9 3029
2020-05-29, Close, 3039.87, MACD 7, MACDhisto 7, RSI 56, EMA9 3031
2020-05-29, Close, 3061.44, MACD 9, MACDhisto 9, RSI 61, EMA9 3037

vladisld

try to print:

def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f, MACD %2.f, MACDhisto %2.f, RSI %2.f, EMA9 %2.f' %(self.dataclose[0], self.macd[0], self.macdhisto.histo[0],self.rsi[0],self.ema9[0]))

It seems the MACDHisto indicator has 3 lines: macd (default), 'signal` and 'histo'.

dirkie

That indeed solved it. Thank you very very much for the quick response!