We're facing an issue in live trading where the indicator values slowly separate from reality over time.
For example, RSI will start at the correct value, but will slowly start deviating from what it's supposed to be. Several days on, it will be far off from the actual RSI. This happens for all indicators, not just RSI.
This does not happen in backtesting. We can run a backtest, check values for RSI (and others) historically, and find it tracks perfectly.
A few details:
- Data is pulled from Binance.com
- We use two timeframes
- We calculate numerous indicators, some built-in, some custom
I can provide more technical detail as needed, but want to start off with this to see if any obvious misses on our part may jump out.