What are the Pros & Cons of creating a separate Indicator vs doing everything in the Strategy?
Could you more specific about your question?
Indicators create signals that get used by the overall strategy. You can use multiple different datas and other inputs in indicators. They speed up the process and make your code efficient. Your strategy runs everything.
I now use only one CSV file which includes all the data of different stocks. Should I separate this data into 20 CSV files and run the backtest one by one? Or if there is any way for backtrader to execute the trading according to the stocks (gvkey)?
You can combine the tickers together into one portfolio and run it that way. Each ticker you add goes into a list called datas in strategy, so you can access the first ticker's data self.datas and second self.datas etc. For your strategy you will iterate through this list to create two new list, one for long and one for short.
Given that my data only consider the close price at 6-30 every year. And if an order created, it seems that this order will be filled at the price on next year. Is there any way for me to make the order filled by the current year price?
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