I don't think that there is any limits for amount of the timeframes in the backtrader.

The script you posted can not be run. Please post the actual script that generates the error message.

Share the script please. It is not clear what do you try to achieve.

notify_order() is called than your orders are processing, but looks that you don't have them yet. So it should not be called at all.

Seems you get to the end of the data feed and try to get future values of self.slow_sma[1] and self.fast_sma[1] which doesn't' exist.

At least it is faster when waiting for another month and half.

@Eycke-Langhans I see the only way is to go thru the whole script with the debugger, find when the self.position variable initiated, and find the issue. First simplify the script, leave only few data points, buy at the very first bar, and sell on the next one. So it can be quicker.

There is no 24/7 service debugging scripts, answering questions and/or writing scripts. You have two options - patiently wait or develop things by yourself.

No answer simply means no answer. Your scenario is possible with bt.

Everything is written already, you just need to put it together -

Docs - Pandas data feed
Docs - Extending data feed
Docs - Orders - OCO
Docs - Plotting

An the best part for beginner Docs - Quickstart Guide

What is your particular concern? It seems an approach is straight forward - in for loop add daily data feed, then resample it to weekly data feed. Now all odd data feeds are daily, all even data feeds are weekly. In the for loop apply signal indicators to even data feeds, apply confirmation indicators to odd data feeds. Check the signals and then issue the orders against odd data feeds.