Can support long and short position simultaneously?
Li Mike last edited by
Hi, backtraders. In Chinese futures market, for the same contract, you can hold long and short positions simultaneously. and we have four commands to submit an order: open_long, close_long, open_short, close_short.
I wonder if it's possible to customize bt to support Chinese future market？
@li-mike I don't think BT supports "boxed" positions (simultaneous long and short in the same security) but I would think you could fake it by adding the same feed for the security twice and just treating one of them as the long and the other as the short.