Open moiz-lakkadkutta opened 3 years ago
Data only have open low high and close but there are large slippage in any time frame soo it difficult to judge a stretergy on just that data.
My opinion is that they should write a backtester in Julia to be able to handle large amount of data such as tick/trades data or even orderbook data (contrary to Python which is very long to performe backtests).
Data only have open low high and close but there are large slippage in any time frame soo it difficult to judge a stretergy on just that data.