@backtrader Thanks a lot for your answer and time! I will have a look at it.
Latest posts made by loris
Multiple Strategies with different start date
First of all thanks a lot for creating BT, what an amazing tool!
I came across the following problem:
Currently I have a strategy that I want to duplicate and have a portfolio of the same strategy but with different start dates.
Strategy 1: Startdate 2013-01-01
Strategy 2: Startdate 2013-02-01
Strategy 3: Startdate 2013-03-01
The strategy does a rebalancing each 3 months and I want with the different start dates that one of the 3 strategies does a rebalancing each month, because the holding period of 3 months is over.
I also want a global money management that each strategy can trade with 1/3 of the capital. I can't figure out how I can do that.
Would really appreciate if someone could help me with that, thanks a lot!