How to run multi-data multi-strategy on Oanda live feed
monil shah 0 last edited by
I need an idea to run multi-data multi-strategy on Oanda. Problem I am facing is that every broker provides only one websocket to individual account therefore I can not run multiple-script at a time. Does anyone has any suggestion?
vladisld last edited by
I'm live trading multi-data multi-strategy setup using IBBroker. A simple way of implementing it is to just add multiple data feeds and multiple strategies to the same cerebro instance and have a way to associate each strategy with the appropriate data feed. One way of doing this is to pass the appropriate data index to the strategy as a parameter.
There were some IB specific problems though that needed to be addressed (see my previous post on this https://community.backtrader.com/topic/2122/live-trading-multiple-strategies-each-one-on-a-separate-data-feed) - don't know if Oanda broker have similar problems - but otherwise it is working pretty well.