I’m stuck trying to build the Chaikin Oscillator from scratch—my code’s output just doesn’t line up with what TradingView’s API returns. I’ve gone over the formula multiple times but can’t spot the issue, so I’m hoping someone here can help me debug this.

Background #

• Dataset Structure: My data has these columns: index, Timestamp, Open, Close, High, Low, Volume, Chaikin
• My Output: Here’s how my generated Chaikin Oscillator compares to the asset’s closing price:
  
• TradingView Reference: This is the expected output from TradingView for the same asset/timeframe:
  

My Code Implementation #

import pandas as pd

def compute_chaikin_oscillator(data):
    # Calculate Money Flow Multiplier
    data['MF_Multiplier'] = ((data['Close'] - data['Low']) - (data['High'] - data['Close'])) / (data['High'] - data['Low'])
    # Handle division by zero when High == Low
    data['MF_Multiplier'] = data['MF_Multiplier'].fillna(0)
    
    # Money Flow Volume
    data['MF_Volume'] = data['MF_Multiplier'] * data['Volume']
    
    # Accumulation/Distribution Line (ADL)
    data['ADL'] = data['MF_Volume'].cumsum()
    
    # EMA calculations (3-period and 10-period)
    data['EMA_3'] = data['ADL'].ewm(span=3, adjust=False, min_periods=3).mean()
    data['EMA_10'] = data['ADL'].ewm(span=10, adjust=False, min_periods=10).mean()
    
    # Chaikin Oscillator = EMA(3) - EMA(10)
    data['Chaikin'] = data['EMA_3'] - data['EMA_10']
    
    return data

# Load and process data
df = pd.read_csv('historical_data.csv')
df = compute_chaikin_oscillator(df)

What I’ve Already Checked #

• Confirmed the Money Flow Multiplier formula matches the standard Chaikin definition
• Verified the ADL is correctly calculated as a cumulative sum of the Money Flow Volume
• Tested both adjust=True and adjust=False for the EWM function
• Confirmed I’m using the standard 3-period and 10-period EMA windows

Even after all that, my Chaikin values are inconsistent with TradingView’s output. Does anyone see a mistake here, or know about subtle differences in how TradingView calculates this indicator?

内容的提问来源于stack exchange，提问作者Jarro