Maybe I have found the answer in the document:
"When a compressed bar is forming, the length len(self) of the strategy will remain unchanged."
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Latest posts made by gowestyang
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RE: replay H1 bar using M1 data and call function at new H1 barposted in General Code/Help
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replay H1 bar using M1 data and call function at new H1 barposted in General Code/Help
Hello!
I'm replaying H1 bar using M1 data:
cerebro.replaydata(data, timeframe=bt.TimeFrame.Minutes, compression=60)When calling
next(), the function runs at a new M1 bar, which is good.While I'm looking for a similar function, which is called at a new H1 bar - please kindly share your advise.
Thank you!