Schaff trend cycle (STC) giving negatively biased results: bug?

[halterc]

Which version are you running? The lastest version is on Github. Pip is for major releases.
pandas_ta: 0.3.14b0

Do you have TA Lib also installed in your environment?
Yes: TA-Lib: 0.4.19

Have you tried the development version? Did it resolve the issue?
No

Describe the bug
The values are always negatively biased, using ta.stc(x).iloc[:, 0].mean(). The indicator ranges from 0-100. I would expect a mean of 50. However, what I observe is always around 20. I tested ta.stc with different datasets and default parameters (or any other meaningful combination: I also tested changing each single parameter at a time).
For comparison, using the same data, the finta TA.STC(x).mean() consistently results in a mean of around 50, as would be expected.

To Reproduce

import yfinance as yf
import pandas_ta as ta
from finta import TA

x = yf.download('ABB.NS', start = "2021-12-08", end = "2023-01-01", progress = False)
ta.stc(x['Close']).iloc[:, 0].mean()
TA.STC(x[['Open', 'Low', 'High', 'Close']]).mean()

pandas_ta result: 17.77649708406015
finta result:          47.476128567356724

Expected behavior
Value should be equal (or at least comparable) to finta result and around 50.
(also, stc calculation in finta seems a lot faster)

Thanks for developing Pandas TA! 😄 👍

[twopirllc]

Hello @halterc,

Apologies for not addressing this sooner. 😓

I am not too familiar with the internals of stc but perhaps the author @rengel8 may have an idea. 😎

Whenever I get a chance to revamp stc, or anyone else for that matter, they can compare with finta's version. ✅

Kind Regards,
KJ