Can we create Strategies with Dynamic Indicators with 100% declarative in the __init__ method?

Jensen Yan

I am a bt newbie and I follow the examples in https://www.backtrader.com/blog/posts/2018-02-06-dynamic-indicator/dynamic-indicator/ .

I really appreciate the beauty and elegance of being 100% declarative in the init method mentioned here https://www.backtrader.com/blog/2019-07-08-canonical-or-not/canonical-or-not/ . But something go wrong when I include the dynamic variable.

I try to rewrite
case1: into
case2:
Case1 was successfully run but the running result was wrong in case2 even I have already set runonce = False . I don't know what's happening. And I am looking for a way that we can minimize the logic checking in next( ) method .

any help is appreciated. Thank you.

Jensen Yan

sorry, I made some mistakes .The code should be something like this.

#case1
class MyStrategy(bt.Strategy):
    def __init__(self):
        self.dyn = MyDynamicIndicator()

def notify_trade(self, trade):
    xxxxxx

def next(self):
    if self.dyn:
        print('ABOUT TO DO SOMETHING')

#case2
class MyStrategy(bt.Strategy):
    def __init__(self):
        self.dyn = MyDynamicIndicator() > 100

    def notify_trade(self, trade):
       xxxxx

    def next(self):
        if self.dyn:
            print('ABOUT TO DO SOMETHING')

ab_trader

You are not creating dynamic indicator, since it doesn't depend on the strategy execution. You just compare two lines: self.dyn line and line which has 100 as a value. This can be done like this:

    def __init__(self):
        self.dyn = MyDynamicIndicator()
        self.line100 = bt.LineNum(100.0)
        self.compare = self.dyn.indicator_line_which_is_unknown_but_missed_here > self.line100

If you want to develop an indicator which depends on the strategy execution results like order execution, trade open/closed, than you will need next().