The PPO values don't look correct to me which means I'm likely doing something wrong - I'm new here.
The code attached runs a standard 12, 26, 9 PPO against SPY through yesterday, April 16. QC is returning a PPO of 1.46 and a PPO signal value of 4.09. My calculations in the attched code returns PPO of -0.4565 and a PPO signal of -0.7408. StockCharts generally agrees with PPO = -0.449 and signal = -0.734.
Any input would be appreciated. The relevant output in the attached backtest is in the log file.
As a secondary question, what would be the best way to handle the conversions necessary for my math. After an hour or so of trying I converted everything over to floats, but suspect there is a better way.
Thanks,