Issue using getXMinuteMA as custom indicator

[rabinage]

When using a custom indicator with getXMinuteMA() I get some weird results.

// Config
{
    "data": [
        {
            "exchanges": [
                "Poloniex"
            ],
            "tradeTotalBtc": 1,
            "warmUpMin": 0,
            "strategies": {
                "SMATest": {
                    "interval": 5,
                    "pair": "USDC_USDT",
                    "candleSize": 5
                }
            }
        }
    ]
}

// Indicator
import { TechnicalStrategy, TechnicalStrategyAction } from "./TechnicalStrategy";

export default class SMATest extends TechnicalStrategy {
    constructor(options) {
        super(options)
        this.addIndicator("sma40", "SMA", { short: 40, long: 41 } as TechnicalStrategyAction)
    }

    protected checkIndicators() {
        this.computeCustomIndicator("custom-sma40", this.getXMinuteMA(5, 40, 0)).then((data) => {
            const sma = this.indicators.get("sma40").getShortLineValue()

            if (data !== -1) {
                const custom_sma = this.customIndicators.get("custom-sma40")
                this.plotData.plotMark({
                    "custom_sma": custom_sma
                })
            }
            this.plotData.plotMark({
                "sma": sma,
            })
        })
    }
}

[Ekliptor]

How did you import your backtesting candles? From Poloniex trades manually? Do they have correct timestamps in MongoDB? In most cases it's a timestamp issue. If not a bug in getXMinuteMA() for me to fix

Also did you enable serverConfig:backtest:cacheCandleswhich can distort the results?

edit for reference: try to log valuesInand valueinside the function for a few candles and see if passed in candles are correct https://github.com/Ekliptor/WolfBot/blob/master/src/Strategies/Mixins/TechnicalAnalysis.ts#L243

[rabinage]

How did you import your backtesting candles? From Poloniex trades manually? Do they have correct timestamps in MongoDB? In most cases it's a timestamp issue. If not a bug in getXMinuteMA() for me to fix

I'm using the Backtesting UI so the candle data is imported automatically. I guess the candle data should be the same then?

Also did you enable serverConfig:backtest:cacheCandleswhich can distort the results?

No it's not enabled. I disable it just in case.

edit for reference: try to log valuesInand valueinside the function for a few candles and see if passed in candles are correct https://github.com/Ekliptor/WolfBot/blob/master/src/Strategies/Mixins/TechnicalAnalysis.ts#L243

SMA and getXMinuteMA is getting it's candle data in two different ways. The latter is using the CandleBatcher which returns a slightly different set of candles on each addCandle iteration vs AbstractIndicator.addCandle. Check the comparison below. NOTE, I had to revert the candles coming from the CandleBatcher.

Thank you for the taking the time!

EDIT: Left side is the SMA (the working one)

[Ekliptor]

its definitely a bug. I won't have time to look into it until at least next week though