HI,
I backtested a script based on MACD crossover and RSI OHLC values. In backtest, only OHLC values of RSI were considered and the success rate was >65%. But when i tested the same script in live market the results were different. Instead of picking the RSI value at the end of a 1 min candlestick chart it was picking the dynamic RSI value which changes multiple times within 1 min timeframe.
How to rectify this? how to write a script so that only the RSI value at the end of 1 min candlestick will be picked?
Script which i used:
BUY when:
| SET A = MACD(13, 26, 9,EXPONENTIAL) |
| SET B = MACDSIGNAL(13, 26, 9, EXPONENTIAL) |
| CROSSOVER(A,B) = TRUE AND RSI (CLOSE,14)<=50 |
SELL when:
| RSI (CLOSE,14)>60 |