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I tested an MA strategy, which worked great and matched exactly 100% with manual backtesting from real charts.
However, when I tried an RSI strategy that is triggered upon oversold/overbought, I found that the backtester opened and closed at totally different points in RSI. For example, instead of opening a trade at RSI = 70, it was actually around 50-ish.
To make it more confusing, when I printed rsi.rsi, it still didn't match 100% with real charts but got much closer, e.g. 51 vs 54. On the other hand, RSI.plot gave a chart with way-off values but, of course, matched 100% with the backtester.
Can anyone please help explain what caused this discrepancy? I think RSI is a very well-known and old indicator. The math should be clear?
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Hello,
I tested an MA strategy, which worked great and matched exactly 100% with manual backtesting from real charts.
However, when I tried an RSI strategy that is triggered upon oversold/overbought, I found that the backtester opened and closed at totally different points in RSI. For example, instead of opening a trade at RSI = 70, it was actually around 50-ish.
To make it more confusing, when I printed rsi.rsi, it still didn't match 100% with real charts but got much closer, e.g. 51 vs 54. On the other hand, RSI.plot gave a chart with way-off values but, of course, matched 100% with the backtester.
Can anyone please help explain what caused this discrepancy? I think RSI is a very well-known and old indicator. The math should be clear?
Thanks very much.
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