@run-out It looks good, thank you.

Since I was backtesting options with different expiry dates, I had to create a separate cerebro for options with different expiry dates, but I wanted to finally aggregate the returns of all cerebros to show my comprehensive income graph.

How to do that?

@yacc2000 Do you have any progress? I'm trying to backtest trading stock with options. So, in my case, there is a main data which is the stock 1 min OHLC dataframe, the others are its option 1 min OHLC dataframe, because the SPY has 3 option expiration date in a week, so I have to add a few thousands of option dataframe into cerebro, but it takes too many RAM, my computer can not meet this requirement.

Why is it so hard to create custom indicators! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! !

I had a similar problem, so fuck.

I had a similar problem, so fuck.




I had a similar problem, so fuck.




In TradingView, you can use two period: