07-13-2018, 09:53 AM
I can imagine the complexity of variable candle sizes and the impact on the core. It is bit like the missing trading amount adjustment. The feature is not included, but the current behavior is straight and effective....ROI and top of the previous ROI on top of...
A possible workaround to have different candle sizes is to run two paper traders on different candle sizes and to have a trader with the ability to consume these paper trader signals. Have you seen any (community) approach using and implementing such a scenario? Either in process or out of process signals.
When the broker is acting on stop loss decisions, will the backtest reflect these decisions and its impact on the backtest result?
A possible workaround to have different candle sizes is to run two paper traders on different candle sizes and to have a trader with the ability to consume these paper trader signals. Have you seen any (community) approach using and implementing such a scenario? Either in process or out of process signals.
When the broker is acting on stop loss decisions, will the backtest reflect these decisions and its impact on the backtest result?