I'm testing some strategies. To do, I'm doing a tick-by-tick replay. My strategies only trade during the trading hours, about 8 hours a day. However, when I run a tick-by-tick replay, I notice it's 24 hours, so I'm spending 16 hours running that replay, in hours when my strategy isn't trading. So of course, this adds a lot of extra time onto my replay testing.
I understand how I can edit the data, if I want to. However, I'm testing 3-9 months at a time. The thought of going in, and editing 100-200 days worth of trading data, to eliminate non-trading hours, seems like a lot of work.
Is there a simpler way to run a replay, and just limit the replay to active trading hours? Thanks,
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