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Hello, I am new to Algorithm Trading and currently basically just playing around a bit to get familiar with the Platform, API and what not. While doing that, I wondered about something concerning the indicators. Suppose I want to use an RSI in my algorithm and I set it to 14 periods. Does this give me the exact same numbers that I would get if I deployed a 14 period RSI on a brokerage platform that appears as these squiggl lines? Do these values exactly correspond to one another?
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Michael Manus
very close yes but some trading platforms use wilder moving average:
Alexander Müller
I took the example with the RSI on purpose, because honestly up to yesterday I wasn't aware that a moving average is even needed to calculate the RSI. Indeed, I still don't see where exactly, because the formula for the RSI is 100-100/1+RS, where does the moving average fit in here?
Alexander Müller
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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