execute against 2 (or more) different data sets
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I've loaded up 2 data files (2 different symbols).
I want to run the same strategy on them both, but when i execute, only the first one actually gets executed, though they both get plotted. Not quite sure how to do this, or if i need to run them separately? I have 2 datafeeds, 1 strategy. I can run them separately, but it's faster if I can run them together and get the final $ result together.
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Sorry, but it really seems unclear what you want and without any code it seems the platform is doing what is requested to do.
- You add 2 data feeds to the system
- You get 2 data feeds in the strategy
- You get 2 data feeds plotted
So far so good.
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okay, i see they get added as new data feeds, which makes sense. not what i wanted, but i'll just execute twice, no problem.
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yes, all working. what i wanted was just to add 2 symbols and have the strategy execute against both of them (independently) - but I see how it's more flexible and powerful this way.
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The summary: you are trying to reuse a
Cerebro
for the execution of the sameStrategy
on different data sets.You need 2 execution runs and in each you add the appropriate data feed to the system. After
run
a cerebro instance holds all the strategies, datas, analyzers and indicators after they have come to the last point. The instance is not meant to run again with a different data feed.Create another cerebro instance (given it is the same strategy, a loop make sense)