Second Data Timing Out Backtest

I am looking to have my trades execute faster after my signal, so I am trying to switch from minute to second data. When I do so, I understand it will take a long time to backtest, but I am actually getting completely timed out. The algorithm works fine on minute data. Has anyone else run into this or have had success using second data?
Update Backtest

This should work flawlessly. You could even use tick data!
Helping you with your problem would be a lot easier if you shared a code-snippet tho.

You have to keep in mind that indicator-timeframes need to be changed (factor 60 from minute to second). Even after this consideration the indicator will have different values, because you don't only take the (somewhat arbitrary) minutebar.close, but many values in between.

I tried to code a quick example with a plot to show you what will happen. Clone the algorithm to see the plots. The longer-timeframe-emas are a little choppy.

Update Backtest


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.


This discussion is closed