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Consolidated indicator data is not accurate

Hey working on a simple algo to log 30 minute RSI data but the numbers arent near what a trading software shows.

Algo log:

2019-10-01 10:00:00 :currtqqqrsi: 2019-10-01T10:00:00 - 63.1929701679482827194169884772019-10-01 10:30:00 :currtqqqrsi: 2019-10-01T10:30:00 - 53.0417865774201405566904165992019-10-01 11:00:00 :currtqqqrsi: 2019-10-01T11:00:00 - 31.1335401301663024361543842312019-10-01 11:30:00 :currtqqqrsi: 2019-10-01T11:30:00 - 59.4539912787527277362749856732019-10-01 12:00:00 :currtqqqrsi: 2019-10-01T12:00:00 - 42.282843666683179950234904482

 

Trading view RSI data:9:30 - 70.410 - 54.910:30 - 47.311 - 49.511:30 - 44.812 - 42.1 Another question is that the algo logs from 10 - 1600 where as trading software will do from 9:30 - 15:30, sometimes 16:00.  How can I get that RSI at open value logged in there?
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Hi David Eldringhoff 

The algorithm is creating an indicator using the helper method and registering it. It means that the indicator is being updated more than it should.
Please check out the docs, under Indicators, for more details.

In order to fix it, you need to create the indicator using:
self.tqqqrsi = RelativeStrengthIndex("TQQQ", 13)

Also, please note that it is not expected a precise indicator value match since there are small price differences between data providers.

0

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.


Update Backtest





0

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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