Block a user
RTS Alpha Executive
Backtest notes Factors
- TOHLCVA replay
- Asset Groups -> get_rule_id & look up
- Trading Time -> Check time
Override market methods to line up with replay
OHLC entry
Asset Groups…
RTS Alpha Executive
Monolith RTS OHLC Reframer -> Fisk RTS -> in memory: x m: 60m (60 x 1 minute complete sticks from Monolith RTS) -> last one recalculated from RTS secondly until that closes, then POPL
on…
RTS Alpha Executive
Notes:
Alpha: m store_interval: interval to keep in memory 60 store_size: size of lookback in interval rules: list of rules
Rule: lock_in: lock in for x periods defs:…