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Strategy backtesting is live on OpenMarket. Free, for everyone. Most backtesters simulate a market that doesn't exist: no funding, no liquidations, fills at exactly the price you hoped for. Ours simulates the market you actually trade. Trade perps? Declare instrument="perps" and the engine runs real isolated-margin math: it tracks... show more
10,021 просмотров • 2 месяцев назад •via X (Twitter)
Комментарии: 10

Please bring non time bars.

Adding to my workflow rn

Really inspiring! 🚀 Let's talk.

> we resolve it with finer recorded data, down to 1m

Y'all shipping 🔥

This us a solid one

The setup is worth discussing. I would want Move spot fees, slippage, symbol universe, and date range before the headline result. before giving the conclusion much weight. Without that boundary, the reply can sound smart without improving the decision.

You're cooking 🔥🔥

Perp funding is a cleaner signal when it is checked against venue liquidity. The signal is stronger if positioning persists without liquidity thinning out.

Tick data solves event ordering, but not counterfactual execution. Once a strategy places an order, it changes queue position and potentially the book itself. How do you model queue priority, partial fills, cancel latency, and market impact when the historical tape never contained that order?
