Author Topic: Live trading  (Read 68 times)

turion cep

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Live trading
« on: September 02, 2020, 09:54:11 am »
Hey,
if I want to live trade the kalmann-auto, when will it open positions?
because in your backtests you use EOD data so when will it enter positions in live trading?
Regards

admin

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Re: Live trading
« Reply #1 on: September 05, 2020, 02:57:45 pm »
It will calculate Kalman filter data based on daily data (once a day) but z-scores are calculated in real time using bid/ask prices. You should try on the paper account first to see for yourself.