Ta-lib evaluation order for building series

Question

I'm building indicator series based on market prices using ta-lib. I made a couple of implementations of the same concept but I found the same issue in any implementation. To obtain a correct series of values I must revert the input series and finally revert the resulting series. The python code that does the call to ta-lib library through a convenient wrapper is:

rsi1 = np.asarray(run_example(  function_name, 
                                arguments, 
                                30, 
                                weeklyNoFlatOpen[0],
                                weeklyNoFlatHigh[0],
                                weeklyNoFlatLow[0],
                                weeklyNoFlatClose[0],
                                weeklyNoFlatVolume[0][::-1]))

rsi2 = np.asarray(run_example(  function_name, 
                                arguments, 
                                30, 
                                weeklyNoFlatOpen[0][::-1],
                                weeklyNoFlatHigh[0][::-1],
                                weeklyNoFlatLow[0][::-1],
                                weeklyNoFlatClose[0][::-1],
                                weeklyNoFlatVolume[0][::-1]))[::-1]

The graphs of both series can be observed here (the indicator is really SMA):

The green line is clearly computed in reverse order (from n sample to 0) and the red one in the expected order. To achieve the red line I must reverse input series and output series.

The code of this test is available on: python code

Anybody observed the same behavior?

Answer 1

I found what's wrong with my approach to the problem. The simple answer is that the MA indicator puts the first valid value on the results array in the position zero, so the result series starts from zero and has N less samples than the input series (where N is the period value in this case). The reverted computation idea was completely wrong.

Here's the proof:

enter image description here

Adding 30 zeros at the beginning and removing the last ones the indicator fits over the input series nicely.

enter image description here