bt has trade object, therefore you can track trade pnl. I didn;t try it by myself, but as an idea - strategy has the attributes _tradespending and _trades which contains all trades. So it can be possible to get necessary data from there.

Useful links - Docs - Strategy and Docs - Broker - Trades.

You can start with posting the whole script, which can be easily run by somebody who wants to help. Pieces you posted are not full.

@vaclavku try to call data.close[0] instead of data[0] in your implementation, may also work. Just a guess.

I would probably measure separately run time for data feed adding and strategy processing. Might give you more accurate results.

Number of data feeds which can be added to backtrader is unlimited.

As you correctly noticed run time depends on the amount of features added. So best way to get answers is to run several tests with different number of data feeds and make some extrapolation.

Try this (not tested)

    def next(self):
        if self.openinterest[0] == 2:
            self.order_target_value(target = -100)
        if self.openinterest[0] == 1:
            self.order_target_value(target = 100)

But with all my respect, you may want to apply more efforts to understand docs and programming by yourself, if you want to get to success faster. This was probably easiest task from what you can expect on algotrading road.

google futures trading and continuous futures contracts - you will find a lot of useful info. futures.io is a forum related to futures trading, check out elitetrader.com also.

Docs - Target Orders, order_target_value

@Mario-Pellegrini why don't you put your code in the post using backticks (asked twice already) so it can be read much easier to read? Just wondering, you are asking for some help, but don't do even minimum effort to make it easier for helpers?

Put self.tradesize = None or self.tradesize = 0 in the __init()__. It is undefined for first next() calls before you get your trade open.