I'm assessing various backtrading platform and that one seems to be missing in the best one I found so far.
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Latest posts made by Vincere
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Is it possible to include multiple instruments in one same strategy (ex: long GOOG when IRX crosses below SMA 20)?posted in General Discussion
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RE: How to load data with a 60 min timeframe from a CSV file?posted in General Discussion
@vincere (I don't need any resampling)
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How to load data with a 60 min timeframe from a CSV file?posted in General Discussion
My data is on a 60 min timeframe.
I am not sure if I have to do :
timeframe = bt.TimeFrame.Days or
timeframe = bt.TimeFrame.Minutesand if I have to set a compression
Thanks
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Let strategies communicate with each otherposted in Indicators/Strategies/Analyzers
Hi,
I would like to know if there is a way for a strategy to retrieve the unrealized pnl of an order placed by another strategy:- Strategy A : enters a long position on data0
- Strategy B: checks on each next() iteration the pnl of the long position ordered by Strategy A (and possibly place an order)
Where Strategy A and B run over the same period of time.
Thanks