Hi,
I am getting different results on the minute backtest compared to the daily backtest over the same time period - this even though I have scheduled my ordering function to run 6 hours after market open every day.
Any ideas what I could do to ensure that the backtest result using minute data is the same as using daily data?
Many Thanks,
Brendon
this issue also confused me, as my experience if you have the logical that through history and talib technical indicator to trigger signal,
the result difference will more seriously.
Brendon,
Check out Alisa's response as to why there are differences between minute and daily resolution backtests. Using schedule_function helps but when you are running in either mode the trade isn't executed till the end of the next bar.
Cheers
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In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
