@vincere (I don't need any resampling)
Posts made by Vincere
RE: How to load data with a 60 min timeframe from a CSV file?
How to load data with a 60 min timeframe from a CSV file?
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.Minutes
and if I have to set a compression
Let strategies communicate with each other
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.