- ago
Is it possible to backtest strategies on low time frames (1min to 15min) using the integrated crypto data providers?
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- ago
#1
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
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Glitch8
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- ago
#2
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.
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- ago
#3
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.
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mjj38
- ago
#4
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
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- ago
#5
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.
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Best Answer
- ago
#6
Thanks for the quick answers.
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