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Published 20 hours ago • verified publisher icon mhallsmoore

Tutorial on how to handle non time indexed bars

Open davidwynter opened this issue 4 years ago • 1 comments

The Equity class relies on time bars. Is it possible to use volume bars or dollar value bars with QSTrader? If it is it would be useful to have an example of this

davidwynter avatar Dec 09 '20 08:12 davidwynter

Hi @davidwynter,

At this stage we only support homogeneously-sampled time-based OHLCV bars for the data.

By 'volume bars' do you refer to heterogeneously-sampled bars that all have a similar/identical volume over the time period?

Kind regards,

Mike.

mhallsmoore avatar Dec 23 '20 13:12 mhallsmoore