Help getting the tick data to match the minute data
Created at 04 Oct 2023, 05:42
Help getting the tick data to match the minute data
04 Oct 2023, 05:42
Guys my backtests with my machine learning bots results are excellent on data that the models have never seen. My problem is that on live I am guessing there is a lot more variablity on minute data. Do I really have to backtest on ticks when I only want to trade on minute timeframe? I have tried to convert the tick data to minute data but I don't seem to be able to match the data so the models predictions are wrong. Can you give me any help?
Best Regards,
Alistair
bobbymeza836
30 Sep 2024, 04:41 ( Updated at: 02 Oct 2024, 03:21 )
Hello @ geometry dash lite, I think when converting tick data to minute data, you may need to aggregate and preprocess the features appropriately. Ensure that this aggregation process captures the relevant information without losing crucial details.
@bobbymeza836