For example:


BMO on 15/2/18  -  RSI <25 


BMO on 15/2/18  -  RSI around 43


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);