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question about pair trading backtest

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Willian Siquieri:
Hi there,

I would like to know more details about the implementation of the trading backtest strategies on PTL. For example, for a Ratio Model backtest for a given pair, what is the data that is being used to backtest (daily data, minute frame data or tick data) ?

Thanks in advance.

Willian Siquieri

admin:
Hello,

backtests are performed on daily (EOD data). More about models here: https://wiki.pairtradinglab.com/wiki/Pair_Trading_Models

Kind regards,
Karel

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