Hi Ben,

Thank you for the questions! The price of the asset was taken from the exchange we used to perform the backtest. This means we did not average the price or modify the price to attempt to normalize it across multiple exchanges.

With your example regarding the pumped price of an asset, this should not be a problem since the new price of the asset is simply the available open orders.

Please let me know if you have any other questions! I would be happy to dive into more detail.

The Shrimpy Team