Limitations in backtest with 5 minutes candles - new member

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Limitations in backtest with 5 minutes candles - new member

posted Apr 4, 2020

Hello,

I'm new and just discovered Quantopian. I'm trading manually for 2 years and recently started investigations on algo trading.
I want to move forward with this topic and I guess (based on what I have read so far) that the best tool for me to make my investigations will be Quantopian.
But before I start more investigations I have a question regarding the potential limitations that Quantopian might have when it comes to back testing with 5 minutes candles.

Today, I have created a strategy in Tradingview to trade bitcoin in 5 minutes candles. The problem with tradingview is that when using 5 minutes candles I can only backtest one month ( the last month). So, I can say that my strategy would have worked well in March 2020 but I'm not able to backtest it against previous months/years.

So, I'm wondering if Quantopian would allow me to do this?

In short, my question is,: What are the limitations of Quantopian when it comes to backtesting with 5 minutes candles?

Thanks in advance for your reply. I look forward to test Quantopian :)

Alain

2 responses

The Quantopian platform can backtest strategies starting as far back as 2002 and going until the present using 1 minute resolution. Code can be executed at any desired frequency which is a multiple of that 1 minute resolution. - in this case every 5 minutes. One could backtest that strategy across any interval beginning as early as 2002.

The issue you will find however, is that Quantopian does not support bitcoin. Only US equities (including ETFs) are available to backtest.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. 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.

Hello Dan,

Thank you very much for you response :)

Alain

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

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.

About Quantopian

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

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.