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Published 20 hours ago • verified publisher icon mhallsmoore

Backtesting intraday data has overnight (space) gaps in equity curve

Open ryankennedyio opened this issue 7 years ago • 2 comments

As pictured;

screen shot 2017-03-08 at 11 46 43 am

ryankennedyio avatar Mar 08 '17 00:03 ryankennedyio

Does the data your using have gaps?

JamesKBowler avatar Mar 12 '17 21:03 JamesKBowler

Oh right, is it something to do with the hasGaps that IB's API returns with historical data?

This is just grabbing the last 5 days of 1-minute data for a particular stock

ryankennedyio avatar Mar 12 '17 21:03 ryankennedyio