3 ms·

What are you using to backtest? Data you gathered yourself? Hardest part with backtesting in my experience has been trying to simulate successful buy/sell orde

• monkeyshelli 9y ago
  You can query Bittrex for some data, or you can find some data and a script from here https://github.com/gcarq/freqtrade/tree/master/freqtrade/tests/testdata https://github.com/gcarq/freqtrade/tree/master/freqtrade/tes... Couldn't you bake the fee into the application logic e.g. https://github.com/gcarq/freqtrade/blob/master/freqtrade/main.py#L232 https://github.com/gcarq/freqtrade/blob/master/freqtrade/mai...
  • meesterdude 9y ago
    > Couldn't you bake the fee into the application logic You can (and I do as well) - although some proprietary bots have had notable problems with figuring them out.
  • alexcnwy 9y ago
    Fee isn't limited to what you're paying the exchange, you have to take into account slippage - the price you use in your backtests is NOT the price you could actually realistically buy at because as soon as you buy, you move the price (especially in size). Strictly speaking, you should be incorporating level 2 order book data to properly gauge fees and simulate real world profits from your backtests.
• meesterdude 9y ago
  poloniex has historical data you can use. I trade on bittrex, but their data doesn't go back very far - enough to do calculations in the now, but not nearly enough to backtest against.