Tutorial on how to handle non time indexed bars

mhallsmoore / qstrader

QuantStart.com - QSTrader backtesting simulation engine.

https://www.quantstart.com/qstrader/

MIT License

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Tutorial on how to handle non time indexed bars #346

Closed davidwynter closed 5 months ago

davidwynter commented 3 years ago

The Equity class relies on time bars. Is it possible to use volume bars or dollar value bars with QSTrader? If it is it would be useful to have an example of this

mhallsmoore commented 3 years ago

Hi @davidwynter,

At this stage we only support homogeneously-sampled time-based OHLCV bars for the data.

By 'volume bars' do you refer to heterogeneously-sampled bars that all have a similar/identical volume over the time period?

Kind regards,

Mike.