Yes. Rename your file (this without even having seen how your file is named)

• https://www.backtrader.com/blog/posts/2019-09-04-donchian-across-platforms/donchian-across-platforms/
• https://medium.com/@danjrod/cross-backtesting-pitfalls-cc0989e8a0ee

Corrected

https://www.backtrader.com/recipes/storesbrokersdata/mql5/mql5/

Yes. Use a common communication channel and let the last strategy be the only one that trades using the messages from the communication channel.

https://www.backtrader.com/docu/indautoref/#findfirstindexhighest

If you want a 1-day timeframe/compression with Interactive brokers in real-time that isn't the way. Please read the documentation: https://www.backtrader.com/docu/live/ib/ib/ where it is clearly indicated that resampling/replaying is needed due to how IB delivers data. Else, you are getting plain ticks.

Also here: https://medium.com/@danjrod/interactive-brokers-in-python-with-backtrader-23dea376b2fc

With regards to the timer and if you use daily data it seems pointless to say you want to execute some minutes before the open, because the data feed will only deliver clock information when it opens.

@run-out said in Daily strategy, best way to trade at open... timer.:

When I run the algorithm, it automatically executes all the instructions within the timer function right away instead of waiting for the time

In any case, I fail to understand this statement. Unless you call the logic yourself, it is called from the timer.

You have to manually check it, just like in real life. But your approach doesn't have the goal to achieve reliable backtesting results. Quite the opposite.

You need to use higher resolution data (i.e.: smaller timeframe). There is no cheat-myself-on-the-samebar mode.

• https://community.backtrader.com/topic/381/faq (timeframe/compression)