Incorrect MACD WarmUpPeriod & ComputeNextValue

[DerekMelchin]

Expected Behavior

Regarding the MovingAverageConvergenceDivergence indicator:
(1) The WarmUpPeriod is set to
max(fastPeriod, slowPeriod) + signalPeriod

(2) The Signal is only updated when Fast and Slow are ready.

(3) The Histogram is only updated when Signal.IsReady

Actual Behavior

The three conditions above are not true. See this related thread.

Potential Solution

(1) Change line 83 to
Math.Max(fastPeriod, slowPeriod) + signalPeriod

(2 & 3) Add IsReady guards before updating Signal and Histogram.

Reproducing the Problem

Run this backtest in the cloud. The logs show the MACD indicator IsReady when the internal Fast and Slow indicators are not ready.

System Information

Windows 10. Run in QC Cloud.

Checklist

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• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue