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How to run multi-data multi-strategy on Oanda live feed

  • 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?


  • 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 - don't know if Oanda broker have similar problems - but otherwise it is working pretty well.

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