Intraday strategy with reference to daily Moving Average

[sobeasy]

It is very common to reference the 200-days moving average during trade,
I am trying to implement an intraday strategy, which will taking account the 200-days moving average.

However, I can't figure out how to load 200-days bar while I loaded 1-min data into backtrader

Also, I just wonder how can we start live trade in day-by-day manner, that the strategy can reference 200-days MA immediately in the start of trade?

Any ideas ? so much thanks.

[backtrader]

You have to add 2 (or more depending on your use case) data feeds

• Intraday
• Daily

And run a moving average on the daily one which is the 2nd data feed in the array self.datas. See: Docs - Data Feeds - Multiple TimeFrames

@sobeasy said in Intraday strategy with reference to daily Moving Average:

Also, I just wonder how can we start live trade in day-by-day manner, that the strategy can reference 200-days MA immediately in the start of trade?

Your daily data feed has to simply feature enough data before the live feed to be able to provide a 200-period moving average.

[sobeasy]

@backtrader thanks for the prompt reply!
I will work on it later.