If you load all contracts as separate data feeds into
bt will build the date-time axis from the very first date of the very first contract to the last date of the last contract. If I remember correctly, this is how I did it some time ago.
therefore the backtest is only performed with a subset of the contracts (i.e. Datafeed) and only from the date where the last datafeed added to Cerebro has data
To make the backtest along the whole history put trading logic into both
next(). But accurately check if data available in the