[2021] - Algorithmic Trading A-z With Python- Machine Le...
Markets have anomalies (halts, flash crashes). You must handle:
Now, go build your algo. May your Sharpe ratio be high and your drawdowns shallow. Algorithmic Trading A-Z with Python- Machine Le...
# 4. Wait for next bar time.sleep(60) # 1 minute Markets have anomalies (halts, flash crashes)