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I am new to quantconnect. I am implementing algo based on SMA. Using an example, I could get 5 min consolidator work. But when I am comparing 5 day 5 min chart on Thinkorswim and QC output the SMA and bar close values does not match. Wondering if I am missing anything here.
For instance, for 1/18/2019 10AM, Thinkorswim shows bar close of 20.47, SMA 50 =20.26
where as QC prints, close: 20.3200 SMA50: 20.12084
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Douglas Stridsberg
Firstly, please note that logging prices is against the terms of service for QuantConnect.
QuantConnect uses the real, unaltered, unaggregated data that would have been published at the time. This means that historical backtests are run on data that actually arrived at the time, meaning you can place higher confidence in them than if you had used cleaned or otherwise altered data (such as that provided by other sources).
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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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