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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A Beginer's Question about Indicators in QuantConnect
very close yes but some trading platforms use wilder moving average:
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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?
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