I think this is doable by using order target inside a strategy class.
Posts made by voerch
Incorporating Convex Optimization
Hello backtrader community. After looking into many backtesting frameworks I have decided to move forward with backtrader.
My issue is I am running a convex optimization to rebalance portfolio using cvxpy library. I do not want to any strategy, just want to rebalance daily according to the weight output from the cvxpy optimizer. Is this possible to do with backtrader?