Ta-lib : Indicators work with stock but not with cryptocurrency

Question

I have a problem when using the Ta-lib library. I'm trying to find the RSI and the Bollinger Bands of BTC-USD. The problem is that when I try to find them for any cryptocurrencies, it gives no value (NaN). But when I try to find them for any stocks it works. When I display the data (Open Close High Low Volume) it works all the time (for cryptocurrencies and stocks). It gives me correctly : picture_0

But when I calculate the RSI and the BBANDS for cryptocurrencies it doesn't work.

Here is my code :

def get_indicators(data):

   
   # Get RSI
   data["rsi"] = talib.RSI(data["Close"], timeperiod=7)
   data["upper"], data["middle"], data["lower"] = talib.BBANDS(data["Close"], timeperiod=10, nbdevup=2, nbdevdn=2)
# pprint(upper)
# pprint(middle)
# pprint(lower)
   return data


df2 = get_indicators(df)

df2

When I run that, it gives me that, when my df is the data frame of a stock: picture_1

When I run that, when my df is the data frame of cryptocurrency, it gives me : picture_2

In the beginning, I thought that the problem was with the indicator, so I tried to replace RSI with ROC to see if it changes something.

So, I replace data["rsi"] = talib.ROC(data["Close"], timeperiod=7) with data["roc"] = talib.ROC(data["Close"], timeperiod=7) and this time it calcultated the ROC correctly for both stocks and cryptocurrencies. It gave me:

picture_3

I don't understand where the problem is, it is possible to calculate RSI and Bollinger Bands for stocks but not for cryptocurrencies. Can someone please help me?

Answer 1

The error is not with you but with the way that TAlib calculates the ROC. If you specify a time period of 10 then the first 10 results cannot be calculated because it doesn't have a value for 10 iterations back to compare. So it just fills them as NaN. Try changing the time period to test it.