For example:
QuantConnect
BMO on 15/2/18 - RSI <25
TradingView
BMO on 15/2/18 - RSI around 43
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Not just BMO, lots of RSI value are not accurate.
I am using following code to find low RSI value equities.
But unfortunely many equites RSI value are much higher than 25.
I am not too sure that is RSI problem or Universe problem.
AddUniverse(coarse =>
{
return (from cf in coarse
where cf.Price < 150
where cf.DollarVolume > OneBillion
let avg = _averages.GetOrAdd(cf.Symbol, sym => new SelectionData())
where avg.Update(cf.EndTime, cf.Price)
where avg.rsi_1 <25
where cf.Price > avg.sma_80
where avg.sma_40 > avg.sma_60
where avg.sma_80 > avg.sma_100
where avg.sma_60 > avg.sma_100
orderby cf.DollarVolume descending
select cf.Symbol);
});