I know the differences between real time and backtesting has been discussed many times. I have been testing strategies with backtesting, real time (and market replay). I'm using daily bars and have COBC=True, so my strategy can have different results between backtesting and real time. I'm using Kinetick as my RT data feed, which works fine... when it works. But Kinetick will often lose its connection. I have no reason to believe the internet connection is the issue, but I can't say for certain. When Kinetick loses connection, I will have to disconnect and reconnect to get it to work. This has become very annoying and causes the strategy to be reloaded each time which could change my buy/sell signals in the midst of the strategy.
So my question is, is there a way to help mitigate this issue? Is there a method to reconnect Kinetick when it loses connection without having to reload the script? If I have to reload, is there a way to reload the last current profile so I can start from the identical position before the connection was lost? Maybe a more reliable data feed service?
This issue can be very frustrating when trying to test strategies. I'm still a novice, so I'm learning as I go. So any information, recommendations, or suggestions regarding this is welcomed.
Thank you,
Lee
Comment