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strategy dema inconsistent noise_level_pct? #1247

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Haehnchen opened this issue Jan 30, 2018 · 0 comments
Open

strategy dema inconsistent noise_level_pct? #1247

Haehnchen opened this issue Jan 30, 2018 · 0 comments

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@Haehnchen
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noise_level_pct calculation in dema looks inconsistent to me. in sim we have values like 98-102 %. So a valid value would be 100.012. also a negative noise level does not make sense to me.

Any suggestion what would be a valid here? eg noise_level_pct=0.012 looks better to me. also i dropped negative values simple patch. PR wanted?

extensions/strategies/dema/strategy.js
Math.abs(100 - s.period.ema_short / s.lookback[0].ema_short * 100) < s.options.noise_level_pct
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