Running strategies on the minute
#1
Hi Mike,

I've noticed that when I backtest my strategies, I can get quite radically different results if my starting hour:min is 00:00 vs something random like 05:22 on the exchange data.

It seems things work best if strategies run on the minute not at some random time halfway through a minute etc. I guess this is because everyone is looking at candles that fit the specific time, so thats how the trends work best.

Also I have 15 min strategies, Ideally these should run every 15mins, so 12:15, 12:30, 12:45 etc.. not 12:09, 12:24, 12:39 or whatever time the strategy was started.

I've noticed this seems to also be a issue with live strategies, where the 15min cycle is from the time the script booted up and decided to start running.. but not necessarily actually 15 mins past hour. Which means the candles my bot is using vary compared to what I see in TradingView.com etc.. so also hard to go back and see whats happened. Ideally it should review the candle at 12:15 and 01 seconds.

Has anyone else had this issue? Is there a way to sync the strategy to run at the right time?

I'm currently running from the command line as a service so the strategy can kick off at any time. And it's annoying to have to wait till it's close to on the hour or 15mins past to start it up and hope it's going to be close enough to the time candles are forming.

Cheers,
Richard.
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Messages In This Thread
Running strategies on the minute - by rkingy - 02-19-2018, 11:12 AM
RE: Running strategies on the minute - by rkingy - 02-25-2018, 09:25 PM
RE: Running strategies on the minute - by richard - 04-16-2018, 11:49 AM
RE: Running strategies on the minute - by richard - 04-16-2018, 10:56 PM
RE: Running strategies on the minute - by Greg L. - 04-18-2018, 02:47 PM
RE: Running strategies on the minute - by askmike - 07-14-2018, 04:11 AM

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