For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
Help with referencing multiple data feeds
-
Hi,
I have been looking everywhere but I don't understand how to reference the data feeds i am looking for.
e.g. I have 2 data feeds:
cerebro.adddata(data) cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=60 )
the first data in adddata is minute data and the resampled is hourly.
I want to now be able to refer to the data in my strategy as
self.minute.close[0] self.hourly.close[0]
is this possible?
-
Are you possibly looking for something like replay?
-
you can refer to your data feeds inside the strategy as
self.datas[0].close[0] # minute data feed self.datas[1].close[0] # hour data feed
or
self.data0.close[0] # minute data feed self.data1.close[0] # hour data feed
-
I managed to do this and it seems to work:
self.minutes = self.data0 self.hours = self.data1