Wrong Indicator Calculation ( I think)
Hello, I am new to programming and especially when it comes to vectorbt, but I think something is wrong with the indicator calculation. I got 90 trades in 275 days of annual data from 1h candles while backtesting.py had only 24 or so. Then I continued my research and wrote a Pinescript strategy with the strategy I backtested with vectorbt and backtesting.py, and Tradingview had only 21 trades. Long story short: I found that my calculated RSI values showed a big difference to the values of the RSI in Tradingview, although they were both calculated on the closing price data. I will link you everything you need to see the difference yourself.
I hope someone can help me!
I have linked all the code below, as well as the data and the output:
VectorBT & Backtesting.py + Ergebnisse.txt
Source: polakowo/vectorbt