Quantopian to QuantConnect - Data and results are completely different - Please help


  This is an attempt at porting an alogorithm from Quantopian to Quantconnect.  Not only are the results completely different, but even the base data on which the RSI is calculated is different.

  Any help will be appreciated.

Quantopian Link:

Based on the backtest provided by Wenbo Zhnag on 9/17/17 

Update Backtest

It looks like the original consolidated the price data to 2 hour bars and then runs the RSI on the consolidated data. I'm not that good with C# but could this be the issue?


See this post on consolidation differences between Q & QC.

And this post with code implementing resampling.


Thanks a lot for the responses.  I will take a look. 


Update Backtest


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