One of the goals is to also gather things which have already been posted by community members. Always retaining the copyright they have posted, as for example:
Docs - ZigZag indicator for live trading
If you believe you have something to contribute, post it and it will be considered, just like anything else, but picked up things (initial idea) will be mostly related to indicators.
May I suggest as an additional option just zero-padding, symmetrization, or smooth padding out the short data feed to the length of the longest line? Then all the data will start at the same bar. At the end you can simply trim the output to match the actual individual line length if you wish.
Ok..I found the problems. Ordre.Market is supposed to execute in the next ticks, but my DataFeed has some problems. Maybe it is better to use only one parameter 'datetime' in DataFeed. I met problems when I use 'datetime' and 'time' two parameters though I could run the Backtrader.