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I have an algorithm where I am running a trade bar consolidator for two separate stocks, QQQ and SPY. When I run a back test I get a 15 minute bar RSI value that is correct. However, when I run the algorithm live the RSI value is not correct and is substantially off from the back test and from actual data from other sources. The backtest matches nearly perfect to the other sources. If I back test over the same day and compared it to my live algorithm it is not the same.
I can’t really figure out how this is possible. The only thing I can consider is that maybe I was pulling the data from interactive brokers instead of quantconnect on my live algorithm and that’s causing the discrepancy in outcome? Tomorrow I will run the algorithm live with quantconnect data and see it that’s the issue.
Has anyone else ran into this type of problem?
David Eldringhoff
We can remove this if you guys want. I think the issue was the feed for data was interactive brokers. When I switched the live algo data to quantconnect the values are correct and match both reality and backtesting data.
Thanks
David Eldringhoff
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