So the first solution that comes to mind is to write the indicators in my custom software in a form that could be directly consumed by backtrader. Then, I'd just read them from the file/join them in as the "strategy."
You may actually be looking at having an indicator that delivers signals (or simply values) at given moments in time, I guess the approach would be:
Load the data for the indicator in __init__ from the external source. It will contain timestamped values.
When the next of your indicator is called, check the timestamp of the data and if it maches the timestamp of your external data source ... deliver the value
If your external data source delivers data with gaps (for example several bars without a value), you should consider if you want that to remain as NaN or you want to deliver something like a no-op in those occasions (0 for example)
just saw this thread which is obviously a few days old. I am working on an option trading model and wondering if I can use backtrader for live trading but having some doubts if that is possible. Firstly the IBPy API cannot handle Futures Options. Secondly the instruments seems to be fairly hardwired in backtrader and dynamically creating new instruments for the model to trade seems do be seriously difficult to implement but obviously necessary as the decision which expiry and strike to trade depends on time and on the underlying price. Any thoughts, hints, experiences would be appreciated. (rude or condescending replies will be flagged and down voted. Sadly had that unpleasant experience in the past here)
After having been involved the last weeks in answering messages, I do also see value (as ThatBlokeDave) above. It takes time (which is usually scarce) and anything posted from this side can for sure be bettered with code samples, code maintanance, introduction of new features, etc.
Which means I'll do my best to convey the message.