Support Board

Date/Time: Sat, 20 Apr 2024 02:03:23 +0000

Post From: speed replay based on delta/volume/minutes

[2013-05-29 19:03:54] Link To Thread - Link To Post [Go To First Post]
User32496 - Posts: 26
when doing backtesting with the auto trade replay, does the jumps in minutes or seconds make a difference when my algo is based on delta bars vs. using 5 min bars or 500 contracts volume bars? would it be better do the jumps in 1 seconds X speed of 100000 vs. jumps of 1 minute X speed of 10000? thanks