I'm writing my own strategy which uses multiple instruments and having some problems, particularly in backtest. However, as I looked at the built-in studies, it seems those also have problems. For example, using the spread study works with some pairs of instruments, not so well with others. Similarly, for the Sector Rotation study (which I never got to work). So, I don't think this is an issue with my code specifically.
Are there any tips as to how to get backstudy to work with multiple instruments? The backtest, in particular, seems not to be able to get data at certain time points (bars) which makes the strategy just do nothing.
Are there any tips as to how to get backstudy to work with multiple instruments? The backtest, in particular, seems not to be able to get data at certain time points (bars) which makes the strategy just do nothing.