4 ms·
Is there a mechanism for back-testing strategies? If so, do you/how do you correct for slippage?
by cwkoss 5y ago
Is there a mechanism for back-testing strategies?
If so, do you/how do you correct for slippage?
- ogiberstein 5y agoWe currently test rules manually and post results here: https://help.coinrule.com/en/collections/2700051-template-ru https://help.coinrule.com/en/collections/2700051-template-ru... and also in our community on telegram. The automated backtesting is coming later this year - correctly capturing for slippage is tough; we will be using historical order book data provided by Kaiko to make this as realistic as possible though