Hi i have been researching backtesting systems and i read that Backtrader won't start a backtest until all data feeds have data.
For example if if i have AAPL from 2000-2017 and GOOG from 2012-2017, the backtest won't start until 2012 (first day of GOOG data)
Is this true is there anyway to fix?

ref: https://ntguardian.wordpress.com/2017/06/12/getting-started-with-backtrader/

Are there any examples of running a strategy on multiple symbols at once, for examples i want to run the strategy on 20 symbols, with each symbol having indicators etc, independent of each other.
Is there a best practice way of doing this?

@ab_trader said in Best IDE for Backtrader:

@kaya I found pylint quite useless, a lot of false errors marked. But maybe it needs more extensive configuration.

Which one do you recommend @ab_trader ?

Does anyone use Spyder?

I'm getting some red squiggles in VSCode, i'm using pylint.

Thanks both, I have previously used both IDE's, PC for python and VS for .net.

Hi all, can you please recommend the best IDE for developing backtrader strategies? debugging, plotting etc.

Hey guys awesome work you are doing here.
Is this the best fork to start with? https://github.com/bartosh/backtrader/tree/ccxt
I'm looking to trade bitmex, polonix, btcmarkets.

from the "quickstart" page you give a data feed, but you never specify which symbol its for, so how does backtrader know what symbol its trading?

so if i scale to hundreds of symbols, how will backtrader know the symbols for reporting

https://www.backtrader.com/docu/quickstart/quickstart.html

Are there any examples of running a strategy on multiple symbols at once, for examples i want to run the strategy on 20 symbols, with each symbol having indicators etc, independent of each other.
Is there a best practice way of doing this?

looks like prenext might be a good solution, run the strategy in prenext and deal with min bars for my indicators in my own code.
I do my heavy analysis and backtesting in quantstrat (R framework) which handles this issue i'm talking about. But "backtester" looks promising so being able to backtest and go live in the same framework would be cool. I can't see myself fully doing a way with R though.

Thanks ab_trader, i'm surprised as i thought there would be many people wanting to backtest multiple symbols at once, and naturally some symbols will have a longer history than others.
I'll look into prenext to see if there is anything that can solve this problem.