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Custom One Minute Data Backtest

I am trying to backtest a strategy using custom one minute bar data for foreign equities that I've downloaded. I am trying to setup a custom data class to read this data. I've tried to follow the python examples from here among many others, but I've had no luck on this. 

The current backtest is a very simple day trading strategy. It buys the assets at a set time, which calls the  MyEntries function, then closes all open positions at the end of the day.

An example of the published csv data can be found here: link_to_csv

Can someone point me in the right direction for this?

Thanks,

Aaron

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Hi Aaron.

Thank you for sharing with the QuantConnect community. Going through the documentation section is a good start to learn how to import custom data. However, some of the examples need to be adjusted when dealing with data in a different time resolution, such as a minute resolution data.

I've attached a backtest where your custom data is loaded, to point you in the right direction. Note that prices are printed out to the attached log file.

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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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





0

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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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