Investigate MACD and other indicators with signalperiod = 1

[mrjbq7]

See these threads:

https://sourceforge.net/p/ta-lib/bugs/84/

trufanov-nok/ta-lib-rt#12 (comment)

TA-Lib/ta-lib-python#335

[mario4tier]

@trufanov-nok Did assign to you since you have already investigated and coded a solution for this 😄 No rush, do it at your convenience and if too busy I can work on it later this year.

You should now have write access to TA-Lib Core repos. You can freely modify directly the dev branch (no PR needed) and, for now, I still take care of merging to main and triggering the official release.

Consider joining Discord for more direct conversation (either public or private). My username is Mhax: https://discord.com/invite/Erb6SwsVbH

Very glad that you are now part of the org!

[mario4tier]

(Update: Will start to work on this on January 14)

@trufanov-nok As a first step, I will implement in the coming days a new "COPY" function and a new TA_MAType_DISABLED

Algo:

• TA_COPY_Lookback always zero. No parameters.
• TA_COPY is a simple input->output copy.
• TA_S_COPY can become an optimized float to double array conversion.

Reasons:

• End-user can now explicitly specify "TA_MAType_DISABLED", which internally just do a copy.
• Keeps in one place various optimizations (e.g. memcpy).
• Test the water about how we will handle in the future new TA_MAType that ignores optInPeriod (e.g. VIDYA)

After this, your proposed solution remains to be done (allow optInPeriod=1). The only implementation difference would be to call TA_COPY from within the various MA (whenever optInPeriod=1).