Getting access to historical data in live trading
I want to run a strategy with minute timeframe. In this strategy, I want to use the simple moving average prices of the last day (i.e. previous 1440 minutes). When I run this strategy in TWS, it cannot run immediately and I have to wait for loading the data.
Is there any suggestion?
Thanks in advance
@rodket Depending on your sttrategy and its start time, if you can retrieve the data you can use the backfill.
Also if your MA is on a higher period than 1 minute, you can set 2 datafeeds in Backtrader.