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What is the most appropriate way to handle aerial jumps during retesting?

Author: The bride too., Created: 2020-05-07 21:02:29, Updated:

Retest Bitcoin trading strategy, finding the database stored by botvs, occasionally missing data, forming a k-line gap, for example, on March 27 to 28, there was a k-line gap of up to a dozen hours. In retesting, if the jump is open before the air position, and when the k-line is missing, it can not be flattened, affecting the accuracy of the retesting, how to handle this gap better?img

var last_ticker_time = new Date (().getTime ((); // records the time the ticker was last accessed function is on Tick ((() { var this_ticker_time = new Date (().getTime ((); if (this_ticker_time - last_ticker_time >= 15 * 60 * 1000) { // two tickers separated by 15 min, that's a jump Log ((exchange.GetTicker)) I'm not sure. last_ticker_time = new Date (); getTime (); and I'm not sure.

function main() { while (true) { onTick() Sleep(60000) } }


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syz986Hi, can you leave me a contact number? I've been wanting to ask you about your interest rate, my WeChat contact number issyz986, thank you.

The grassThe minute data of okex is poorly replicated, suggesting a 5-minute K-line cycle at the bottom

The bride too.If a jump results in a loss of $1, subtract $1 from the initial investment, so that the statistical gain-loss ratio is unaffected.

syueCan you be more specific?

The bride too.For the sake of accurate statistics, I've given up on the jump in trading profits and losses, and the way to do that is to adjust the initial amount of capital.