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DI+ and DI- do not appear to be calculating correctly

Hello,

I have been working with Lean on Visual Studio for the past month or so, but this is my first post to the forum.

I am attempting to use the ADX, DI+ and DI- indicator.  The ADX appears to be within about .01 to .015 of what I would expect. ADX(14) for calculates to 32.41782 in Lean on Visual Studio.  I am getting 32.4293 on another platform using historical data for AIG 10/7/2013 @12:40am.  This is close enough.  

DI+ and DI- are off a lot.  On Lean DI+ = 4.354618, on other platform DI+ = 14.0000.  On Lean DI- = 9.865231, on other platform DI- = 34.0000.

Any ideas?

thank you,

Scott

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In our experience, when there is a mismatch between our indicators and those from other platforms it can be explained by differences in the bars. A bar can be different because the data is different or the openning/closing time of the bar is slightly different.
Our indicators are validated against third party software/platform (checkout the Tests project), we use their data and our calculations and compare againt their indicators.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Thanks for the response.  I have seen this noted in other threads.  

What I am seeing is the ADX is very close to what I would expect, but DI+ and DI- are not even close.  I was hoping there was a known issue or I was doing something wrong.  I quess I will need to investigate some more when I have time.

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We understand your point: it is strange that ADX is close and DI+ and DI- are not. However this is not a known issue since this indicator has been validaded against another platform with the same data.
Pehaps the platform you use has a different formula. Unfortunatelly, unlike Lean/QuantConnect, other platforms are not transparent and we cannot access their indicators formulae.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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