Pair Trading Lab Helpdesk & Forum
Pair Trading Lab => Questions & Answers => Topic started by: Willian Siquieri on July 01, 2020, 11:34:04 pm
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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
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Hello,
backtests are performed on daily (EOD data). More about models here: https://wiki.pairtradinglab.com/wiki/Pair_Trading_Models
Kind regards,
Karel