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Hi
I'm trying to rework Oanda forex data to use a 5pm NY time close given that the data is served in GMT, and want to get the RSI values for the current day close and the previous day.
I've come across two problems that I'm not sure how to fix;
- In my backtest, I've set up a schedule to run 5 pm daily, but it's giving me values at 5 am as well.
- My current and previous days' RSI values are the same when I check them on the log. What am I doing wrong here?
2018-09-01 00:00:00 Launching analysis for faed8a6fe99e938fdb5ced51556e9b58 with LEAN Engine v2.5.0.0.14934
2018-09-03 05:00:00 New Daily Bar >> 1.28933
2018-09-03 05:00:00 CurrRSI Value >> 2018-09-03T17:00:00 - 18.60742771716109715458714175
2018-09-03 05:00:00 PrevRSI Value >> 2018-09-03T05:00:00 - 18.60742771716109715458714271
2018-09-03 17:00:00 New Daily Bar >> 1.28695
2018-09-03 17:00:00 CurrRSI Value >> 2018-09-04T05:00:00 - 10.69106216794182228227538754
2018-09-03 17:00:00 PrevRSI Value >> 2018-09-03T17:00:00 - 10.69106216794182228227538684
2018-09-04 05:00:00 New Daily Bar >> 1.28314
2018-09-04 05:00:00 CurrRSI Value >> 2018-09-04T17:00:00 - 5.39753296256273548625229049
2018-09-04 05:00:00 PrevRSI Value >> 2018-09-04T05:00:00 - 5.39753296256273548625228753
2018-09-04 17:00:00 New Daily Bar >> 1.28561
2018-09-04 17:00:00 CurrRSI Value >> 2018-09-05T05:00:00 - 35.302645958049843883541529536
2018-09-04 17:00:00 PrevRSI Value >> 2018-09-04T17:00:00 - 35.302645958049843883541531524
2018-09-05 05:00:00 New Daily Bar >> 1.281945
2018-09-05 05:00:00 CurrRSI Value >> 2018-09-05T17:00:00 - 21.070755132154665736848794989
2018-09-05 05:00:00 PrevRSI Value >> 2018-09-05T05:00:00 - 21.070755132154665736848796515
Mcdawgzy
Seems like when I use consolidator = QuoteBarConsolidator(48) then the code works once per day…not quite understanding why that's the case…
Louis Szeto
Hi Ivanklcho
Try to use a calendar consolidator to handle the daily 5pm issue.
You'll also need to use historical data to warm up the indicator to avoid the “repeated” indicator value.
Best
Louis
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Mcdawgzy
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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