Hi,
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[1],
headers=True,
name=d[0],
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?
Thanks