I've been researching this for a little bit, can anyone point me in the right direction? I'm sure something similar was asked before. I basically want to use backtrader for swing trading (entry on intraday, exit based on daily chart after a few days/weeks)
I have a list of "symbol, date" where a chart pattern occurred on a daily chart and want to backtest the entire list
The entry must happen on that day using the intraday chart, and the exit could be on that day but most likely will be triggered after a few days based on how the daily chart look like.
Can backtrader use 2 different timeframes? I looked at backtrader's resampling/compression but it doesn't seem like the right solution for this. Any clues? Thanks!