@backtrader My sketch might have been a poor illustration for what I'm trying to achieve.
In backtrader, let's say I want to take that standard RSI function and run an exponential moving average over the values to create a sort of RSIEMA (or, perhaps a fit it against a polynomial approximation with ARIMA forecast weighting.) It would be convenient if the code for the indicator was there in my notebook, ready for experimentation. Then, rather than run the algorithm with the display turned off for months / years at a time, I'd like to watch the algorithm's behavior and indicator signals.
In this sense, it would be really cool to decouple the algorithm from the portfolio performance testing environment, and see more in the way of strategy / indicator debugging. I'd like to be able to test a strategy with multiple backtesting frameworks and ultimately see the same results for confirmation.
I was just curious if there was an example for working in this fashion.