@tianjixuetu I quit this way to speed up. no matter can this way validate . I will find a new way to speed the backtest speed.maybe use numpylines,in the python,when deal with huge number,numpy maybe a good choice.
@the-world AFAIK position is maintained by a broker per data and there is just a single broker per Cerebro engine. So in order for multiple strategies to have an independent positions, either they need to work on different datas or they need to be run using different engine instances.