Running strategies on the minute
#4
(02-23-2018, 10:50 PM)susitronix Wrote: Hi Richard
I tryed with
22days * 24h = 528h * 60 = 31680 Minutes
When i change the Backtest Time by ONLY one minute i get this:

00:00=20%
00:01=30%
00:02=8%
00:03=6%
00:04=20.8%
00:05=30.8%
00:06=54,5%
00:07=4.3%
00:08=5.3%
00:09=19.8%

Hmm... How does theese Backtest Results change by that much ?!?!!

Yes! This is exactly the issue.
At the moment I always make sure I configure the backtest start time correctly.. e.g. for 5min stratergy always either 00:00 or 00:05 or 00:15 etc.. 

I can handle doing that for Backtesting, but my real concern is with live trading strategies.. It appears to cycle based on the start seconds. At the moment I'm literally counting down the seconds and then hit the go button. Also by the time the strat bot pulls down the warmup history, sends the notification email and gets going this can eat up 5 - 10 seconds (even with local data).. worth noting if you are running a 1 min strategy, this can be a big difference if your strategy is running 10seconds behind the candles.. then takes 20 - 40 seconds to actually do the trade.
  Reply


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

Forum Jump:


Users browsing this thread: