You have two data feeds, you cycle thru them twice and print same info twice. Check if data name is same as order data name, then print.

On the other side you don't need to go thru all data feeds. Just print order info.

@alicc yes, described above.

@alicc there is no problem. You (my guess, since no script shown) used next() to print something and next() is called only when all data delivered. If you want to access earlier data, than use prenext(). This is perfectly described in the Docs - Strategy.

• define 2 data feeds - 5 min data1 and daily data2.
• calculate ATR using daily data feed

self.atr = bt.indicators.ATR(self.datas[1], period=100)

• use self.atr in the other indicator

self.other_indicator = bt.indicators.SMA(self.datas[0], period=50) + self.atr

This can be done in the strategy __init__ or other indicator __init__.

@kaya I don't use any linter for python.

@kaya I found pylint quite useless, a lot of false errors marked. But maybe it needs more extensive configuration.

VS Code.

@yi-fang use dictionary instead of the list:

self.smas = {}
for d in self.datas:
    self.sma['d._name'] = bt.indicators.SimpleMovingAverage(d.close, period=self.p.maperiod)

I was doing the following:

    def notify_trade(self, trade):

        if trade.justopened:
            self.trade_length = 0

        if trade.isclosed:
            self.trade_length = None


    def next(self):

            pos = self.getposition()

            if pos:
                self.trade_length += 1

Strategy A can write info in the file and strategy B can read the file and process the info as required.