10-31-2018, 09:17 AM
Quote:Is there also a way to retrieve volume data from gekko?
You mean general trade volume? Yes: every candle has a volume property, indicating how much asset was traded during this period.
Quote:It's not slip in the conventional sense but (if my understanding of how backtesting works is right) it gives a realistic figure to use in backtesting - assuming you have ran a live bot on the market for a bit.
Yes that would be a great number!