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Re: Multiple broker connection - beta testers wanted!
[Re: Sphin]
#470167
12/30/17 18:08
12/30/17 18:08
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Joined: Dec 2013
Posts: 568 Fuerth, DE
Sphin
User
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User
Joined: Dec 2013
Posts: 568
Fuerth, DE
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This works! After I stored some days of .t1 data, made my first tries in backtesting the 'Simple broker arbitrage example' to find out a suitable threshold and then tried a live demo - nothing happened. While printing the spreads to csv I found out that they behave quite differently from simulation with fixed spreads so it might be better to simulate with the variable spreads stored from live/demo environment. From the manual: Both .t1 and .t6 data can contain the current ask-bid spread, which is returned by the marketVal function. For backtesting with variable spread, set Spread = marketVal() in the script. But how to store the spread in .t1 so that is accessible with marketVal()?
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