I am coding a strategy based on pivots (which requires high low close) and yfinance to get data, however the data provided by tradingview and some brokers are inconsistent. For example on 10 July 2023, Reliance stock made high of 2802 in historical NSE data, but its not registered on tradingview. I tried to check it on Kite, and other brokers, they differs.
I am unsure about the data quality of yahoo finance, there might be many other bad data points and it might give false backtest data.
Hi Anuj
Many brokers use different methods to calculate pivots and different sources of data, which can lead to inconsistencies. Yahoo Finance relies on third-party providers, so the quality of the data can vary depending on the source.
To improve the quality of your data you can get your data from a credible source. You can also check with the relevant exchange for the data source. Hope this helps!