Data required to avoid recursive loop issue

Below are required data multiplier to avoid recursive loop issue. For example, EMA need 3x data, which means to calculate EMA with length of 200, it needs at least 600 rows of data.

Note: the list below will be updated when needed

Unavoidable lookahead bias

  • qtpylib.cci
  • qtpylib.vwap

Unavoidable recursive loop issue

  • ta.AD
  • ta.OBV
  • qtpylib.pvt

3x multiplier

  • ta.EMA
  • ta.DEMA
  • ta.BBANDS using matype = 1 (EMA)
  • ta.BBANDS using matype = 3 (DEMA)
  • smi_momentum (nilux)

4x multiplier

  • qtpylib.rolling_weighted_mean
  • qtpylib.hull_moving_average
  • qtpylib.hma

5x multiplier

  • ta.KAMA
  • ta.TEMA
  • ta.BBANDS using matype = 4 (TEMA)
  • ta.BBANDS using matype = 6 (KAMA)
  • ta.ADOSC
  • ta.MACDEXT based of slowperiod, when slowmatype = 2 (WMA)
  • ta.MACDEXT based of slowperiod, when slowmatype = 5 (TRIMA)

6x multiplier

  • ta.MACDFIX
  • ta.TRIX
  • Elliot Wave Oscillator using EMA

7x multiplier

  • ta.T3
  • ta.APO using matype = 1 (EMA)
  • ta.PPO based of slowperiod, when matype = 1 (EMA)
  • ta.PPO based of slowperiod, when matype = 6 (KAMA)

8x multiplier

  • ta.MINUS_DI
  • ta.MINUS_DM
  • ta.PLUS_DI
  • ta.PLUS_DM
  • ta.RSI
  • ta.ATR
  • ta.NATR
  • ta.APO using matype = 3 (DEMA)
  • ta.APO using matype = 4 (TEMA)
  • ta.MACD based of slowperiod, when fastperiod < slowperiod
  • ta.MACDEXT based of slowperiod, when slowmatype = 1 (EMA)
  • ta.MACDEXT based of slowperiod, when slowmatype = 3 (DEMA)
  • ta.PPO based of slowperiod, when matype = 3 (DEMA)

9x multiplier

  • ta.STOCHRSI
  • pta.cmo
  • ta.MACDEXT based of slowperiod, when slowmatype = 4 (TEMA)
  • ta.PPO based of slowperiod, when matype = 4 (TEMA)

10x multiplier

  • ta.APO using matype = 6 (KAMA)
  • ta.MACDEXT based of fastperiod, when fastmatype = 1 (EMA) while slowmatype = 0 and signalmatype = 0

11x multiplier

  • ta.MACDEXT based of slowperiod, when slowmatype = 6 (KAMA)

12x multiplier

  • ta.DX

13x multiplier

  • ta.ADX
  • ta.ADXR
  • ta.CMO

16x multiplier

  • ta.MACD[‘macd’] based of fastperiod

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