edge7 last edited by
I am new here, so please be nice to me :)
I have been trying backtester for a week now and trying to understand the best way to use it.
I have data from 5minutes to 1Day.
If I want to test my strategy on a daily basis, it is probably better to still use 5 minutes data, in order to have better accuracy when matching the orders?
Something like this:
data = btfeeds.GenericCSVData( dataname=d, headers=True, name=d, fromdate=datetime.datetime(2010, 1, 1), todate=datetime.datetime(2017, 1, 1), timeframe=bt.TimeFrame.Minutes, compression=5, nullvalue=float(NaN), plot=False, dtformat='%Y-%m-%d %H:%M:%S', datetime=4, high=1, low=2, open=3, close=0, volume=-1, openinterest=-1 ) cerebro.adddata(data) cerebro.resampledata(data, timeframe=bt.TimeFrame.Days, compression=1)
Am I right?