How to calculate SMA values that are shown in chart IQ ? .

sumeshcj
here are my steps.for calculating 20SMA in 10 minute time frame.
1. Last few days kite historical data for 10 minute interval at the current time
2. get last 20 OHLC VALUES
3. 20SMA = (close20 + close19 ...... + close3 +close2 + close1)/20
**close 1 will be the close price of the unformed candle at the current time.
Is this steps correct. i am getting different values from kite chart IQ . should i drop the last candle or not ? . i am finding SMA values for deploying a cross over strategy.
  • dinezh
    it's very simple to calculate sma
    how much variation do you get from chart IQ?
    paste your code so others can help too
    try numpy mean()
    list = [ fetch historical data ]
    20SMA = np.mean(list[-20:])
    50SMA = np.mean(list[-50:])
    that's it.
  • sumeshcj
    sumeshcj edited November 2020
    import talib as ta
    records =kite.historical_data(1208432, from_date=frm_date, to_date=to_date,interval='10minute')
    df = pd.DataFrame(records)
    close = df['close'].values
    sma = ta.SMA(close,20)
  • sumeshcj
    i get variation of upto 10 rs from chart iq for bank nifty .
  • dinezh
    dinezh edited November 2020
    10rs is too much variation
    I just now calculated it using talib and numpy and the calculations matches the IQ chart

    Make sure that you have selected Moving average type as "SIMPLE" and not as "EXPONENTIAL" on your IQ charts
    and right timeframe

    try this


    token = 1208432
    fromDate = date
    toDate = date
    interval = '10minute'
    df = pd.DataFrame(kite.historical_data(token, from_date=fromDate , to_date=toDate , interval=interval)
    df['SMA20'] = talib.SMA(df['close'], timeperiod=20)
    print(df)
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