BitMex Backtesting

[Lucky21110]

Hello

Anyone can help me for Bitmex Backtesting ?

It doesn't work for me ... any idea?

Thank you

Regards

[Lucky21110]

I tried also to import data and it doesn't work

Same if I add --exchange=Bitmex

[Ekliptor]

as stated in the readme you must add --noUpdate as start parameter

Bitmex importing trades is a bit difficult since the import depends on contract date, not just currency. I suggest you use an esier regular exchange for backtesting

[Lucky21110]

Hello,

Ok thanks.

Can I only import XBT ?

Regards

[Ekliptor]

It can always only import 1 currency at a time. The problem with importing futures is as mentioned that it requires the futures expiration date as a parameter usually.

See importHistory() in BitMEX.ts. Feel free to modify it ;)

[Lucky21110]

Ok so I should be able to import only XBTUSD as perpetual contract right ?

I tested to do that but same thing

[Ekliptor]

its working for me. Your error "importing multiple currency pairs" indicates some other config problem... But as I said: easier to try another exchange first for basic backtesting and use bitmex only to fine-tune parameters

[Lucky21110]

Can you share you currrent config file plz ? I set Okex and Poloniex and tried Binance but doesnt work as I see Symbol Incorrect. I tested multiple symbol format also

Regards

[Ekliptor]

Try selecting a config with ONLY 1 exchange (or create a new file that only contains 1). Poloniex has very fast imports. Also see https://forum.wolfbot.org/threads/importing-large-amounts-of-trades-for-backtesting.4/

[fractalawareness]

I've got the same Bitmex error, haven't figured out the reason yet. Bitfinex forks fine.

[Lucky21110]

Hello,

Here is my config

[Ekliptor]

I just committed an updaste to BitMEX.ts with more logging during imports. So you should see if he is even starting to import anything.

Using a config that imports BTC_USD from Bitfinex should also work on BitMEX (by just changing the exchange name).

@Lucky21110 that config looks fine. Just 1 pair and that's available on BitMEX. edit alternatively try the manual imports, see link above

[Lucky21110]

Thank you Ekliptor I ll try it today and keep you posted.

[Lucky21110]

Hello Ekliptor,

Unfortunately it doesnt work... Please check below screenshot When I click on Backtesting

Thats the result if I try to run the import.

Any idea ?

Thank you

[Ekliptor]

as seen in your first screenshot, BitMEX auto imports are not supported (because of contract lengths). Please use the manual import method with command line args i linked to in the forum. After you imported the data for your desired time period, you can run a backtest immediately

[Ekliptor]

assuming it solved Please also read the general notes on Backtesting: https://forum.wolfbot.org/threads/backtesting.20/

Lastly I want to add that one advantage of the cloud version is, that there are already many month of Backtesting data available for major currency pairs.