Only minute bar data close and using multiple symbols in the CSV.
jslatt opened this issue · 2 comments
Hello! This is a VERY cool and lightweight library I am excited to learn more about. I am working on developing a backtesting solution that involves only the close of the equity price on minute bars and buys the equity on a spread difference. Thus the data looks like this:
Minute bar data.
Equity 1
YYYY-MM-DD HH:Mmm | price
Equity 2
YYYY-MM-DD HH:Mmm | price
I am trying to make a simple backtest that says if the spread is > x% then buy.
How does this system define what it is determining what to buy when you enter a new position? And with what size? How would I go about having two equities in there and then having it buy or sell that asset based on the spread? Cheers.
So what I did to fix this just modified the CSV files and combine them into 1 file, just make the OHL the same as the close, and then import the spread like any other indicator. Seems to be working now.
Cool, thanks for letting me know and for your feedback.
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