Which is not convenient to iterate through in next function of strategy.
It may not be convenient for you. Don't mix them in such a way then. Add first the lower timeframes and later the higher timeframes. You will have two clear partitions.
Or iterate using
steps other than 1 and with different starting indices.
The straightforward it is referring to is to add "cerebro.adddata(data)"
No. It is referring to
resampledata(data, ...). Using any other approach won't change the order in which things are in the system and where.