Manage multiple assets
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Hi, I'm starting with this. Please, let me ask you a conceptual question. What is the right way to manage different assets? Should I use different strategies or should I add multiple data feeds to the same strategy?
Thanks! Regards.
Jose. -
The way depends on what you want to get at the end. Since it is not clear, than it is hard to answer. I've used both ways.
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As pointed out by @ab_trader it fully depends on what you intend to do. An example of rebalancing across a set of multiple data feeds:
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@backtrader that article is really interesting, thanks. I want to achieve something similar, the issue is that at the beginning I don't know all the assets that I will trade. In the article you have all data feeds loaded.
There is a way (maybe doesn't have sense) to add new data feeds "on-demand"?
Thanks!
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How are you selecting assets through time?
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@run-out random
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@Jose-Larghi said in Manage multiple assets:
There is a way (maybe doesn't have sense) to add new data feeds "on-demand"?
There isn't and it doesn't make sense. If the data isn't loaded, there won't be any calculation on the data. When you load the data you want to calculate things which depends on the data, so you actually need to have the data loaded before that.
And all data feeds need to be kept in sync.
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@Jose-Larghi Do you know the full universe you are selecting from ahead of time? Are you randomly selecting stocks from a known universe?
