My code may be in a endless loop, what happened?

[Mike Van]

This is my code on strategy

class Turtle(bt.Strategy):

    def __init__(self):
        self.ATR = list(range(len(self.datas))) 
        for i in range(len(self.datas)):
            self.ATR[i] = bt.talib.ATR([self.datas[i].high, self.datas[i].low, self.datas[i].close], timeperiod=20) # P227

        self.sys = None 
        self.lasttrade = None

I used many datafeeds. When I use this code, the program never runs out.
When I commented out this code as follow

 self.ATR = list(range(len(self.datas))) 
        for i in range(len(self.datas)):
            self.ATR[i] = bt.talib.ATR([self.datas[i].high, self.datas[i].low, self.datas[i].close], timeperiod=20) # P227

Everything will be OK. What happened?
I hope someone can help me.

[backtrader]

Any reason as to why you pass a list to ATR?

[Mike Van]

@backtrader
I have many stocks, so I just want to store ATRs by a list.
My aim is:

self.ATR[0] = datas[0]'s ATR
self.ATR[1] = datas[1]'s ATR
......

Now I use bt.indicators.ATR can achieve this goal:

self.ATR = list(range(len(self.datas))) 
for index, stock_data in enumerate(self.datas): 
        self.ATR[index] = bt.indicators.ATR(self.datas[index], period=20)

But I still want to know why Ta-lib doesn't work. What is wrong with me?

[ab_trader]

If you change you talib.ATR call as follows it might also work:

self.ATR[i] = bt.talib.ATR(self.datas[i].high, self.datas[i].low, self.datas[i].close, timeperiod=20)

[backtrader]

@mike-van said in My code may be in a endless loop, what happened?:

I have many stocks, so I just want to store ATRs by a list.

The question was not why you store the ATRs in a list.

@backtrader said in My code may be in a endless loop, what happened?:

Any reason as to why you pass a list to ATR?

The question is why you pass a list to ATR.

See the answer by @ab_trader

[Mike Van]

@ab_trader Thanks a lot. Let me try again.

[Mike Van]

@backtrader
I just define self.ATR as a list to store ATRs of different stocks.
What the better method should I use to store different stocks' indicators?

[backtrader]

Please, re-read the messages above. Nobody was talking about how you stored the ATRs.

[Mike Van]

@backtrader ohoh I get it. My English understanding is really poor. Thanks for your patience.