3 ms·

Thanks for this. I hadn't looked at that carefully enough and need to think more about it.

• fawce 14y ago
  If you are up for porting Bateman to python, over at https://www.quantopian.com https://www.quantopian.com we let you backtest with high quality intraday data for free. You can also reference our opensource backtesting engine, http://zipline.io http://zipline.io, to see how we handled modeling slippage and order simulation.