Comment on Code your Technical Analysis strategy

Dk0046 commented on 20 Sep 2013, 11:11 AM

Hello,
I am trying to verify some strategies with manually vs alogz.. Here is what I am finding disconnects and need your help to understand the problem. First the expression.. simple one for this e.g.:

Buy Expression: RSI(CLOSE, 21) <40
Sell Expression: RSI(CLOSE, 21) >60
Exit Expression: 0

Chart Type:
Historical 1 year data (EOD) for NIFTY Future Sept 13
The first trade it is showing as:
01/04/2013 12:00:00 AM SHORT 6048.0000

While as per the data table the first trade should be much earlier, see the row from data table:
Date RSI(21)

NIFTY13SEPFUT 07-11-2012 00:00:00 5760.0500 5818.8000 5742.5000 5793.2500 237543 59.4483
NIFTY13SEPFUT 08-11-2012 00:00:00 5744.7000 5776.8000 5740.0000 5765.2000 186408 60.8500
NIFTY13SEPFUT 09-11-2012 00:00:00 5756.2000 5782.1000 5702.6000 5720.6000 211739 58.6069

So as per the Data table the first short should be on Nov. 6, 2012. I plotted RSI(24) on the chart

Please help to understand the problem.
Regards

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