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I'm doing some backtests against Forex, in this case NZDCHF (Daily). But when comparing the result for RSI from in this case Tradingview (uses FXCM as feed) i get different results when calculating RSI.
For example when running RSI(13) with AddSecurity("NZDCHF", symbol, Resolution.Daily); I get RSI of 77.3 on the 5th of February 2016. But in TradingView i have RSI(13, Close) of 46 for the same currency pair at that date.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
For 5th of February 2016, RSI(13) for NZDCHF is 68.02995 if you use a Simple Moving Average (default) and 58.32333 if you use an Exponential MA. What MA does TradingView use? You could also check the closing prices to see if there are differences.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Pro
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Hi Alexandre, i see that you have a RSI and price for the 6th of February. That is a Saturday - market should be closed? When looking closer - all saturdays are included.
Also the RSI for the 6th of february seems to match the one i have for the 5th of february. Can it be a issue with time coversion of different time zones or something?
I should have printed out the trade bar time (opening time) instead of algorithm time that refers to the moment after the bar was closed. So when it prints out February 6th, the values belongs to the 5th. Sorry about the confusion.
Reviewing the results, we can conclude that QuantConnect RSI (47.41832) and TradingView one (46) are pretty close!
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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