BCHUSD, Hour The issue starts from Nov 15th, 2018; and continues until Nov 16th, 2018 by Pi..R

Pi..R

| Reward Discussion

Corrupted Files Missing Files Listing/Delisting Error Dividend Error

Missing Points Wrong Values Split Error Name Mapping Error

Ticker	BCHUSD
From	2018-11-15 00:00:00
To	2018-11-16 00:00:00
Security Type	Crypto
Market	GDAX
Resolution	Hour
Status	Waiting Review

Hi there, when running a backtest on the BCHUSD pair using Bitfinex Brokerage Model (the data issue form here only allow to pick GDAX), I get a High value of $20,851,818. for the 24-hour consolidated Trade Bar closing on 15-Nov-2018 23:00. This seems quite off compare to prior and following days values in the $300-500 range. Probably worth having a look at the underlying data during that time period.

Thanks

Update Backtest

Pi..R

Accepted Answer

Update Backtest

Notebook

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.

Pi..R

Update Backtest

Notebook

To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!