I'm working with hourly data for BTC, which trades 24/7. If I use the TimeDrawDown analyzer but want to look at this by day or by month, will backtrader automatically include 24 hours in a day and ~726 (30.25*24) in a month? My initial assumption was yes, but then I noticed in the returns analyzer there is a tann parameter and the 252 days for a year example wouldn't be the right way to approach a 24/7 crypto market. Thanks!
Posts made by JustSomeGuy
TimeDrawDown Time Frames
Importing Hourly Data
I’m working with some data in a CSV that is hourly. I’d like to test my strategy with hourly data, so no need for any resampling. Since I won’t be resampling, do I need to set compression = 60 when setting the import to minutes?
If I use compression, my strategy never has enough margin to buy, but without that compression, everything seems to work Ok.