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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 - 42.282843666683179950234904482Trading 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?
Alexandre Catarino
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.
David Eldringhoff
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