Backtesting using two dataset

Quant Trading Strategies & Ideas
1

Course Name: Backtesting Trading Strategies--> 

I want to use one backtesting framework like backtesting.py or backtrader or VectorBT to backtest complex strategy like taking singal from one dataset(future contract) and trade on another dataset(options data) ? 

Could you please help me with that? 

In signal generation logic I want to use multiple indicators with different timeframe like below.

 

2

Hi Sudip,

Yes, you can implement a backtesting framework based on the approach described above. 



However, the link that you have currently shared is not working.

Can you pls share with us the correct link so that we can help you in a better way?



Regards,

Kevin