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Possible to run sim through random synthetic market data? #959

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Primea1 opened this issue Dec 21, 2017 · 2 comments
Open

Possible to run sim through random synthetic market data? #959

Primea1 opened this issue Dec 21, 2017 · 2 comments

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@Primea1
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Primea1 commented Dec 21, 2017

I think it would be a good idea to append random synthetic market data to the end of a sim to see how it will react to sudden random market reactions. Is this possible?

@JensvdHeydt
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Yes, it is possible. You wouldn't even need to programm it. Simply add some random trades to the mongodb database for the corresponding timeframe.

@JensvdHeydt
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I’ve been thinking about this and it would actually be quite helpful for strategy testing and development if we had some fixed test data the bot could use.
Maybe datasets for:

  • Sideways market
  • Rapidly rising/falling
  • waving markets

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