Since I can't paper trade in daily mode, I'm trying to 'translate' my algo from daily to minute mode so that is stays the same. I'm trying the following but I get different resutls. It's not working. Any ideas? Thanks in advance.
schedule_function(
func = handle_data,
date_rule=date_rules.every_day(),
time_rule=time_rules.market_close(minutes=1),
half_days=True
) Aitor, you've got the right approach to use schedule_function and run it every day. The difference you're seeing is because of the frequency of sampling of data in the backtest.
In daily mode, you are getting the prices only once per day at 4PM. The security price can fluctuate within a 24 hour period, leaving a large amount of time you're not covering. In minute mode, you get price data every single minute. This leads to lower price swings and more accurate data simulation. In your backtest, I'd recommend to use minute mode plus the schedule_function call you defined above to closely simulate live trading.
cheers,
Alisa
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