Hi !
I'am trying to add forex symbols from Oanda and FXCM in the same Alpha.
But it seems QCAlgorithm choose one, not both. When I Debug, just Oanda data is in Slice.
If I delet Oanda code below, it is FXCM data who take the place.
_EURUSD_fxcm = "EURUSD";
var EURUSD_fxcm = AddForex("EURUSD", Resolution.Minute, Market.FXCM);
D1D.Add(_EURUSD_fxcm, new SY1D(EURUSD_fxcm.Symbol, BP1m, RLLWS));
_EURUSD_oanda = "EURUSD";
var EURUSD_oanda = AddForex("EURUSD", Resolution.Minute, Market.Oanda);
D1D.Add(_EURUSD_oanda, new SY1D(EURUSD_oanda.Symbol, BP1m, RLLWS));
Backtest runs correctly.
Shile Wen
Hi Gmamuze,
Having multiple brokers for data is fine, as long as they don’t share the same pairs. However, getting data for the same pair from two brokerages is not currenlty possible. Please see the attached backtest for reference.
Best,
Shile Wen
Gmamuze Cht
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