Support Board
Date/Time: Sat, 23 Nov 2024 12:04:10 +0000
Post From: Market Depth Bar Based Backtesting.
| [2024-11-18 18:05:42] |
| skalaydzhiyski - Posts: 58 |
|
Hello, I have a study written in ACSIL that uses depth data to decide entries and exits (sc.UsesMarketDepthData = 1). It's not a high frequency trading strategy it just computes depth based signals and trades based off those. Is it possible to do bar based back test with my study somehow ? Currently whenever I run the bar based backtest I am only getting 1 depth level (even though when I run replay on the exact same chart -> I can clearly see 20 levels (which is my default setting)). |