This may be considered off topic, since it isn't about ThinkScript. I don't know where else to ask this question.
I've written a program that uses candle data to calculate the MACD for a given symbol over a specified period of time. When I run the program for /ES and compare the results to the MACD-2-line study, my results are within 0.001 of being the same as those at ThinkOrSwim. However, when I run the program for VIX, my results differ from those at ThinkOrSwim by as much as 0.05 to 0.20.
I'm using the exact same formulae to calculate the MACDs for /ES and VIX, but, getting very different results. Can anyone suggest why my VIX MACDs don't match with those at ThinOrSwim? I'd really appreciate anyone's help with this.
I've written a program that uses candle data to calculate the MACD for a given symbol over a specified period of time. When I run the program for /ES and compare the results to the MACD-2-line study, my results are within 0.001 of being the same as those at ThinkOrSwim. However, when I run the program for VIX, my results differ from those at ThinkOrSwim by as much as 0.05 to 0.20.
I'm using the exact same formulae to calculate the MACDs for /ES and VIX, but, getting very different results. Can anyone suggest why my VIX MACDs don't match with those at ThinOrSwim? I'd really appreciate anyone's help with this.