1 year ago
#369593
Fatafim
VectorBT backtesting python intraday problem
I'm using VectorBT in python to backtest a strategy, however as soon as I get any intraday data with gaps, this is what happens:
Obviously, the gaps are nights/holidays etc, and because of that the indicators are calculated incorrectly - this is not just a plotting issue. What can I do to fix it? I haven't found anything in the documentation
python
back-testing
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