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How to initialize indicators for each data in self.datas?



  • The following create errors

    class PriceRelative(bt.Indicator):
        ''' x_t = Close_t/Close_{t-1} '''
        lines = ('PriceRelative', )
        
        def __init__(self):
            self.lines.PriceRelative = bt.indicators.RateOfChange(self.data.close, period=1)+1
    
    class Test(bt.Strategy):
    
        def __init__(self):
            for a in self.datas:
                a.relative = PriceRelative(a.data.close)
    

    How can i fix this so that I can initialize my indicator for each data.close?



  • This has been discussed. Try this thread .


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