Custom fields in CSV backtesting data??
Custom fields in CSV backtesting data??
14 Nov 2017, 12:18
Hi,
Is it possible to have extra custom fields in the backtesting csv file that I can then "link" to parameters/variables realtime in the backtesting?
example:
My robot runs basing it's decisions on the realtime tick values but also external data gathered and stored in a database e.g. if the "trend" of the market which I grab from outside of calgo is in the right direction.
It would be really helpful to be able to merge these "trend" values into the backtesting csv that I can link to the variables/paramters in the robot code so the decision it made "live" would be the same if I was backtesting.
Hope this makes sense?