Indicator per ticker in multi-ticker strategy

Trade Prophet

Hello,
I have implemented an indicator that is initialized in Strategy init for a multi-ticker strategy,
The indicator's next() is calculated OK for the first ticker(data0) but not for the rest of the tickers

code:
Here is the Strategy init code:

self.lr = {data._name: lr(lr_lookback=self.p.rank_period, ticker_data=data) for data in self.datas}

the indicators code

class LinearRegression(bt.Indicator):
    lines = ('slope','r2',)

    def __init__(self, lr_lookback, ticker_data):
        self.addminperiod(lr_lookback)
        self.ticker_data = ticker_data
        self.lr_lookback = lr_lookback

    def next(self):
        samples = self.ticker_data.get(size=self.lr_lookback)# ERROR return 0 for ALL tickers other than the first one
        if len(samples):
            slope, intercept, r_value, p_value, std_err = stats.linregress(np.arange(self.lr_lookback), np.array(samples))
        else:
            slope=0
            r_value=0
        self.lines.slope[0] = slope
        self.lines.r2[0] = r_value ** 2

please advise,
Thank you

backtrader

You are never passing any specific data feed to the indicator. And the 1st data get passed automatically.

Trade Prophet

OK,
What am I doing wrong?
How can I pass specific data feed to an indicator?
Can you give an example?

Thank you

backtrader

indicator(datax)

Trade Prophet

in the next() method?

backtrader

@trade-prophet said in Indicator per ticker in multi-ticker strategy:

Here is the Strategy init code:

self.lr = {data._name: lr(lr_lookback=self.p.rank_period, ticker_data=data) for data in self.datas}

Trade Prophet

@backtrader
Sorry for the late response,
in the line

self.lr = {data._name: lr(lr_lookback=self.p.rank_period, ticker_data=data) for data in self.datas}

I pass the specific data in ... ticker_data=data) for data in self.datas
Or am I missing something ?

Thank you.

backtrader

Docs - Platform Concepts - Data Feeds - Passing them around

@backtrader said in Indicator per ticker in multi-ticker strategy:

indicator(datax)