09-24-2018, 08:11 PM
Thanks for the response, and in particular the link which confirms my suspicions.
If that hadn't done it, it pointed me toward the backtesting page where I saw the graph (https://cloud.githubusercontent.com/asse...7433ea.png) that a couple of weeks ago I thought was going to make me a billlionare!!
I'm sure you were there long ago!
Anyway just one thought regarding the linked discussion, where you say...
"The spread is the difference between the price of the current best buyer and best seller. And when Gekko is simulating trades half of the time it's simulating buys and half of the time sells. But unfortunately it does NOT have these prices since Gekko has no way of getting them for any point in the past."
...
"Same as the spread, Gekko does not have this data for any point in time since Binance does not provide it (they only provide it in realtime)"
Could you not gather up the data in real-time and stash that centrally so that it could be used for backtesting purposes, perhaps as part of the Gekko Plus service?
You've probably already had that thought as well!!
Thanks again.
If that hadn't done it, it pointed me toward the backtesting page where I saw the graph (https://cloud.githubusercontent.com/asse...7433ea.png) that a couple of weeks ago I thought was going to make me a billlionare!!
I'm sure you were there long ago!
Anyway just one thought regarding the linked discussion, where you say...
"The spread is the difference between the price of the current best buyer and best seller. And when Gekko is simulating trades half of the time it's simulating buys and half of the time sells. But unfortunately it does NOT have these prices since Gekko has no way of getting them for any point in the past."
...
"Same as the spread, Gekko does not have this data for any point in time since Binance does not provide it (they only provide it in realtime)"
Could you not gather up the data in real-time and stash that centrally so that it could be used for backtesting purposes, perhaps as part of the Gekko Plus service?
You've probably already had that thought as well!!
Thanks again.