Simulation / forecasting

terra-revival / backtest

Python backtesting engine for USTC or any Terra Classic Stable Algos

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Simulation / forecasting #7

Open faffyswap opened 1 year ago

faffyswap commented 1 year ago

How to generate random prices / volumes to use in simulations ?
How to generate prices / volumes patterns (uptrend, downtrends etc.) to use in simulations ?

Kyjaque commented 11 months ago

Right now what we have is the prices generated using brownian motion, plus 1 minute trade data from kraken. So far we dont use volume, we get that by calculating how much of the pool to buy/sell to move the price like in the simulated price series.