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Re: Best Practice to deal with missing trade data/no trades made?
[
Re: kreko
]
#476855
04/13/19
07:36
04/13/19
07:36
Joined:
Jul 2000
Posts: 27,986
Frankfurt
jcl
Chief Engineer
jcl
Chief Engineer
Joined:
Jul 2000
Posts: 27,986
Frankfurt
Better remove all NaN quotes out of the history. Very old BTC data is anyway not well suited for backtests due to the low volume. Only after 2016 BTC backtests became meaningful.
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Subject
Posted By
Posted
Best Practice to deal with missing trade data/no trades made?
kreko
04/12/19
23:16
Re: Best Practice to deal with missing trade data/no trades made?
jcl
04/13/19
07:36
Re: Best Practice to deal with missing trade data/no trades made?
kreko
04/13/19
16:21
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