strategy performance on multi-data
asuralm last edited by
If I simple trade a strategy simultaneously on two different data feed, and I want to compare the same strategy performance on two different symbols.
- do the two different data have to be the same length? e.g., one data starts from 2000 and the other is from 2010
- how do I obtain the performance of the strategy on the two data respectively?
- within the strategy, is there a way to know how many datafeeds are added to the cerebro? For example, does the following code work?
for d in self.datas o1 = self.buy(data=d, exectype=bt.Order.Market)