Slippage and Spread: how to get them
#7
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!
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RE: Slippage and Spread: how to get them - by askmike - 10-31-2018, 09:17 AM

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