Is it possible to backtest strategies on low time frames (1min to 15min) using the integrated crypto data providers?
Rename
The built-in Cryptocompare provider supports only 60-minute intraday scale.
In DataExtensions there are Tiingo and TwelveData providers (may require a subscription to the service to get enough historical data) which support N-minute cryptos.
https://www.wealth-lab.com/extension/detail/DataExtensions
Also the Kraken broker suite has a historical data provider:
https://www.wealth-lab.com/extension/detail/Kraken
In DataExtensions there are Tiingo and TwelveData providers (may require a subscription to the service to get enough historical data) which support N-minute cryptos.
https://www.wealth-lab.com/extension/detail/DataExtensions
Also the Kraken broker suite has a historical data provider:
https://www.wealth-lab.com/extension/detail/Kraken
Kraken's intraday history is very limited, so if you do use it be sure to update the data daily otherwise you'll end up with gaps.
Hi Eugene,
I'm a Tiingo paid subscriber and I can't use time-frames lower than 60min using the Rules-based Strategies on Wealth-Lab 6.9. Are that problems fixed on this new 7.0 version?
Thanks.
I'm a Tiingo paid subscriber and I can't use time-frames lower than 60min using the Rules-based Strategies on Wealth-Lab 6.9. Are that problems fixed on this new 7.0 version?
Thanks.
Vote for coinbase pro data/broker feed. They provide full history for all the major cryptos but I believe you are limited to 10k requests per day.
QUOTE:
https://docs.pro.coinbase.com/#introduction
Hi Joao,
The WL6 provider does not support cryptos and is unable to load more than a short fragment of intraday data. As the provider has been rewritten for WL7, the new version loads the entire intraday data available for an instrument and has support for cryptocurrencies.
The WL6 provider does not support cryptos and is unable to load more than a short fragment of intraday data. As the provider has been rewritten for WL7, the new version loads the entire intraday data available for an instrument and has support for cryptocurrencies.
Thanks for the quick answers.
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