filter on multiple data feeds

[momentum]

Hi,

is there some way to apply a data filter to multiple data feeds? For example to create a data filter that skips some bars based on information from all data feeds added to the strategy. I guess I could create a single data feed that combines all data or include the logic in next function of the strategy. However, is there some other way I am missing?

Thanks

[backtrader]

@momentum said in filter on multiple data feeds:

is there some way to apply a data filter to multiple data feeds?

Yes: add it to each data feed.

@momentum said in filter on multiple data feeds:

For example to create a data filter that skips some bars based on information from all data feeds added to the strategy

No. Filters don't create information, they manipulate the information of the data feed which they were added to.