Hi,
I am manually day trading altcoins on Binance. I am also trying to automate my strategy using the ccxt library and TA-Lib indicators.
Now I cannot seem to make the indicators in my application match what Binance gives me.
In Binance, there are four input variables for StochRSI:
https://i.imgur.com/lVYyo8b.pngThe first one I assume is time period (which is what it is in the web app). The second is stddevs from mean. CCXT takes four input arguments:
upperband, middleband, lowerband = BBANDS(close, timeperiod=21, nbdevup=2, nbdevdn=2, matype=0)
Close is the list of closing prices over the timeperiod, nbdev* are the stddevs from mean and matype determines the moving average calculation (0 is Simple Moving Average). This seems to work, however when I query lowerband it gives me the number Binance says is the middle band. So far so wierd.
With StochRSI Binance gives four inputs:
https://i.imgur.com/lVYyo8b.pngRSI I assume is the time period
Stoch I assume is the slow time period
and the two others appear to be a smoothing factor (from what Google translate can tell me).
CCXT takes four arguments:
fastk, fastd = STOCHRSI(close, timeperiod=14, fastk_period=9, fastd_period=9, fastd_matype=0)
Close is the list of closing prices over the timeperiod, timeperiod is the main time period. fastk_period=9, fastd_period=9 are less clear as I am expecting a % deviation setting. My other theory is that the fast_[dk] timeperiods should also be 14.
Anybody have any clues? Does Binance publish it's indicator calculations anywhere?
Thanks,
Rubinho
