Hi

I'm trying to rework Oanda forex data to use a 5pm NY time close given that the data is served in GMT, and want to get the RSI values for the current day close and the previous day.

I've come across two problems that I'm not sure how to fix;

  1. In my backtest, I've set up a schedule to run 5 pm daily, but it's giving me values at 5 am as well.
  2. My current and previous days' RSI values are the same when I check them on the log. What am I doing wrong here?

 

  1. 2018-09-01 00:00:00 Launching analysis for faed8a6fe99e938fdb5ced51556e9b58 with LEAN Engine v2.5.0.0.14934
  2. 2018-09-03 05:00:00 New Daily Bar >> 1.28933
  3. 2018-09-03 05:00:00 CurrRSI Value >> 2018-09-03T17:00:00 - 18.60742771716109715458714175
  4. 2018-09-03 05:00:00 PrevRSI Value >> 2018-09-03T05:00:00 - 18.60742771716109715458714271
  5. 2018-09-03 17:00:00 New Daily Bar >> 1.28695
  6. 2018-09-03 17:00:00 CurrRSI Value >> 2018-09-04T05:00:00 - 10.69106216794182228227538754
  7. 2018-09-03 17:00:00 PrevRSI Value >> 2018-09-03T17:00:00 - 10.69106216794182228227538684
  8. 2018-09-04 05:00:00 New Daily Bar >> 1.28314
  9. 2018-09-04 05:00:00 CurrRSI Value >> 2018-09-04T17:00:00 - 5.39753296256273548625229049
  10. 2018-09-04 05:00:00 PrevRSI Value >> 2018-09-04T05:00:00 - 5.39753296256273548625228753
  11. 2018-09-04 17:00:00 New Daily Bar >> 1.28561
  12. 2018-09-04 17:00:00 CurrRSI Value >> 2018-09-05T05:00:00 - 35.302645958049843883541529536
  13. 2018-09-04 17:00:00 PrevRSI Value >> 2018-09-04T17:00:00 - 35.302645958049843883541531524
  14. 2018-09-05 05:00:00 New Daily Bar >> 1.281945
  15. 2018-09-05 05:00:00 CurrRSI Value >> 2018-09-05T17:00:00 - 21.070755132154665736848794989
  16. 2018-09-05 05:00:00 PrevRSI Value >> 2018-09-05T05:00:00 - 21.070755132154665736848796515

Author

Mcdawgzy

December 2022