Cookbook - Momentum Strategy - Comments

[backtrader]

Teddy Koker asked for comments on the usage of backtrader in the very fine post about a Momentum Strategy

• https://cookbook.backtrader.com/recipes/articles/2019-05-20-momentum-strategy/momentum-strategy/

A link to the original is included.

[Eduardo De La Garza]

Is it possible that there are some errors in the code? For example, in:

self.inds[d]['mom'] = self.p.momentum(d, period=self.momentum_period)

shouldn't it be

self.inds[d]['mom'] = self.p.momentum(d, period=self.p.momentum_period)

I just want to make sure I'm not making a mistake. Thanks!

[run-out]

@Eduardo-De-La-Garza said in Cookbook - Momentum Strategy - Comments:

self.inds[d]['mom'] = self.

Looks like a typo. I think you have it right.

[vladisld]

It seems the link in the original topic is no longer valid. Here is the updated link: https://www.backtrader.com/blog/2019-05-20-momentum-strategy/momentum-strategy/