@ab_trader Well for right now when I changed the feed to Quandl I'm getting the following error:
Traceback (most recent call last):
File "test.py", line 115, in <module>
File "/Library/Python/2.7/site-packages/backtrader/cerebro.py", line 1127, in run
runstrat = self.runstrategies(iterstrat)
File "/Library/Python/2.7/site-packages/backtrader/cerebro.py", line 1209, in runstrategies
File "/Library/Python/2.7/site-packages/backtrader/feed.py", line 692, in preload
AttributeError: 'NoneType' object has no attribute 'close'
Need to figure out how to use their feeds; I only used Yahoo feeds before...
I think another option would be to use YahooFinanceFeed with parameter adjclose=False, especially for things like SPY. It's too bad we can't choose to NOT adjust for dividends, but do adjust for splits.