Calculating RSI

[Tony79]

I have a python script and I have an RSI configured. It works but the RSI values do not match the Ninja Trader chart and they differ greatly at times. I'm pulling in live data with NinjaTrader.Client.dll. I think because the data is coming in per tick, this may be the reason but I'm not sure. I used the source code from NinjaTrader for the RSI. I've tried back filling for a period with my historical data, changing look back periods, collecting data for 1 minute before updating, and nothing gets me close to the RSI. Has anyone experienced this?

[NinjaTrader_Gaby]

Hello Tony79,

Thank you for your post.

I recommend taking a look at the code for the RSI indicator in the NinjaScript Editor and comparing your Python code to that.

Support for the API and external programming languages is limited from NinjaTrader Support. We are not able to assist with any code in an application external to NinjaTrader, however, this thread will remain open for any members of the community who may want to assist you with your Python script.

[Tony79]

Thank you for your response. I used the same code from NinjaScript and converted it. I'm pretty sure it's because I'm receiving tick data. Hopefully, someone has experience with his.