Support Board
Date/Time: Fri, 22 Nov 2024 23:17:14 +0000
Post From: speed replay based on delta/volume/minutes
| [2013-05-29 19:03:54] |
| 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 |