3. Multiple Criteria across multiple instruments
For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

Multiple Criteria across multiple instruments


  • Hi - I have just started exploring backtrader and understanding the various things possible.

    Before I can start off full time on it, I had one question on what I am trying to do is possible or not.

    I will be tracking a particular index, its related future, and also the option contracts.
    On a breakout of all the 3, the index, the future and the option contract ( call ), I would go long on the call.
    On a breakdown of the index, the future and breakout of the put contract, I would go long put.

    What I have seen in the examples, is that the same criteria is applied across different instruments. Is there any way, I could code this up in backtrader?

    0
  • B
    administrators

    You can apply any criteria to any instrument.

    0
Log in to reply
 
});