How to Backtest by Time of Day and Day of Week

Hat tip to trader Ludovic in Australia for asking this excellent question.

Cheers,

Bill

ludovic
Mar 13, 2024

This was great help! My next question was how to do multiple times window, but you shown it, didnt realise there was such option to use. that is awesome!

Think I want to start collecting data once you release the slippage and comission video. But just currious in binance site they showing 0.1000%. When I input that in, the system will be a very negative returns. so im not 100% sure that is correct.

TSL Host
Mar 14, 2024

Hi Ludovic,

I'm happy you found this so helpful! It was a great question on your part and I think it will serve many other traders to follow who are interested in the same topic.

The slippage and commissions video comes out tomorrow. One note for you... in the video I talk about using prototyping as a way to gauge slippage. That can also be a good way to research the actual commissions as well in case you're not sure about the accuracy of what finance is saying on their site.

Cheers,

Bill