Since Q will shutdown the living trading and I have to look for another alternative. Since the wonderful Built-in Factor not available elsewhere, I have to change my code using the Built-in-Factor for SMA calculation to use the talib.SMA. But I found the result are quite different.
Attached is an example. As I calculate the SSO's SMA(150) with talib.SMA() from Jul 01, 2006 to Jul 31, 2006, the values are NAN. I can understand because the SSO's inception day is on Jun 19, 2006.
But as I use the Built-in Factor, the values I get are not NAN. Why?