Warm-up

An indicator that averages 14 bars has nothing to say until it has seen 14 bars. Those bars are its warm-up. Forge leaves them empty instead of inventing a value.

How the empty bars are marked#

A missing value is NaN in arrays and null in JSON. It is never 0 and never a special number such as MQL5's EMPTY_VALUE. A comparison with NaN is false, so a condition built on a value still in warm-up does not fire.

An indicator states its warm-up with warmup, either a whole number or a function of its settings:

import forge as fg
from forge import param, ta

FORGE_API = 1


class Smooth(fg.Indicator):
    name = "Smooth"
    pane = "price"

    period = param.Int(20, min=2, max=200)

    avg = fg.Output.line("Average")
    warmup = lambda self: self.period

    def calculate(self, bars, start) -> None:
        self.out.avg[start:] = ta.sma(bars.close, self.period)[start:]

Chained indicators add up#

An indicator built on another indicator starts later than either. A 14-bar average of a 14-bar RSI has no value for its first 27 bars: 14 for the RSI, then 13 more before the average has 14 values to work with.

On the chart and in a run#

The chart and the test use the same warm-up. A chart window that starts later than the test still loads the bars before it, so the values on screen are the values the run used.