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How to initialize indicators for each data in self.datas?
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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?
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This has been discussed. Try this thread .