Could you post an example code that shows how to run a simulated backtest on the first tick of a live trader?
Maybe a simple "ma cross" and a stored object that carries a list of previous trades made in the 1000 ticks prior to the live trader starting.
Yes, that would be definitely worth something. And very much for your honeybadger. But it fear this possibility doesnt exist yet. Hope it gets implemented.
This sounds like an interesting challenge. One could possibly launch a backtest from the
initialize method (which is called before first tick) and store it in the
storage. The question is will it run in time for it to be available before the first tick interval is called,
I am thinking something like
storage.trades_made = info.backtest(<range>)
Let me talk to James about this