Setting holding period
yjy last edited by
Hi, I'm new to backtrader and have been looking for solutions on preset holding period while backtesting.
Here is what I'm looking to achieve:
Suppose I have a strategy that says, go long a stock if condition A happens and go short a stock if condition B happens. For each position, the holding period of the trade is 1 month.
Is there an easy way to do that?
The logic in the strategy has to remember when a position was entered, probably in
notify_orderby checking the date from the notified order
order.executed.dtwhich can be translated to a
datetimeinstance like this for example: order.data.num2date(order.executed.dt)`
And then checking when the data hits a month later
self.data.datetime, where you can get instances with