Trade execute many tick way.
Chet Chetchaiyan last edited by
I'm a newbie in backtrader and found the problem when try to implement strategy on my own.
I found that my buy / sell execute many tick way from the timeframe I execute order. Did anyone have the same problem? or have a clue on this one.
What I did is try to implement mean-reversion on 5m. BTC interval.
If you want to here some advice, than you may want to share more details such as script, outputs etc. There are no mind readers here.
A common mistake that may cause this is not setting up the timeframe.