Amen to that!!
I'll try to find a post on quantopian that details the lookahead bias in the meantime
Thanks for you answer!! but in a sense if you work with adjusted prices, you are putting the future information into the past. It's like a look-ahead bias. so is there any other solution?
plus if you have a historical portfolio and wanted to load it to backtrader. You historical orders are unadjusted. So it won't be possible to load it unless you modify your orders.
Also, I'm wondering how the spanish fund has managed to use backtrader to manage a real fund if they did not account for the corporate actions. Do you have any idea how they did ?
While using Backtrader on some illiquid assets I run on errors that i think relate to the fact that with illiquid assets that do not trade frequently the daily bars feeded are not complete. so what is the minimum nbr of bars i should feed and how to avoid running into errors when data could not be computed on all the period? Also regarding benchmark observer should the data be available for all the bars in order that the observer works?
Thanks I will check that!!