Backtesting with non-time-based bar types (volume, dollar, range bars)

[YarinAVI]

is it possible to backtest other bar types like volume or dollar bars etc ? range bars ?

[cjdsellers]

Hi @YarinAVI

Yes, NautilusTrader supports backtesting with volume, dollar, tick, and other non-time-based bar types. You can subscribe to and use any BarType that specifies a BarAggregation such as VOLUME, VALUE (dollar bars), TICK_RUNS, or others. The engine handles aggregation from trade ticks during the backtest.

Check the https://nautilustrader.io/docs/latest/concepts/data/#bar-types for the full list of supported aggregations.