I wonder if backtrader allows to back-test the parallel signals? I mean when the system generates at each of the few consecutive bars but the trades are no existed before the next signal occurs? Eg buy at days 1,2,3 - exit at days 7,8,9 (for entries at 1,2,3)
any idea if this is possible with backtrader???
@dave78 No sure I understand the question correctly - but I don't see any problem in generating entry signals on first tree days and exits for consequent 3 days 4 days after.
Probably you can provide more context:
- have you tried to implement such a strategy in Backtrader and experienced the problem ?
- could you share some code that you've got so far ?
thank you - I am just asking if this is possible as my strategy will generate lots of parallel trades - is there a limit to how many parallel trades back-trader can handle?
@dave78 There is no such limit AFAIK.
lets say system generates 20 parallel entries and also generates exits randomly - can backtrack handle this?
@dave78 Sure, no problem with that. I'm usually live trading multiple instruments with few pending orders each on different price levels and it works flawlessly. Same code is used for backtesting - so really no problem at all.