From ab644bd73239fd85d87b4fb36b5c448c152312b0 Mon Sep 17 00:00:00 2001 From: AvishaiW Date: Tue, 20 Feb 2018 19:17:03 +0200 Subject: [PATCH] BUG: modified dual_moving_average example modified long_window to be larger than short_window --- catalyst/examples/dual_moving_average.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/catalyst/examples/dual_moving_average.py b/catalyst/examples/dual_moving_average.py index 363edba1..00eb01af 100644 --- a/catalyst/examples/dual_moving_average.py +++ b/catalyst/examples/dual_moving_average.py @@ -21,7 +21,7 @@ def initialize(context): def handle_data(context, data): # define the windows for the moving averages short_window = 2 - long_window = 2 + long_window = 3 # Skip as many bars as long_window to properly compute the average context.i += 1