Indicator is only beeing used for one stock of the stocklist

[pythontrader]

Hi, I am trying to implement a strategy with bollinger bands, but the indicator is only being applied on the first stock of the datalist. Furthermore it only buys the first stock and ignores the others completely. I would be grateful for some advice

import backtrader as bt
import backtrader.feeds as btfeed
from datetime import datetime

class dataFeed(btfeed.GenericCSVData):
    params = (
        ('dtformat', '%Y-%m-%d %H:%M:%S'),
        ('datetime', 0),
        ('open', 1),
        ('high', 2),
        ('low', 3),
        ('close', 4),
        ('volume', 5),
        ('openinterest', -1)
    )

class BollingerBands(bt.Indicator):
    lines = ('topband', 'botband')
    params = (('period', 21), ('devfactor', 2.0), ('movav', bt.ind.MovAv.Simple),)

    plotinfo = dict(subplot=False)

    def _plotlabel(self):
        plabels = [self.p.period, self.p.devfactor]
        plabels += [self.p.movav] * self.p.notdefault('movav')
        return plabels

    def __init__(self):
        bb = bt.ind.BollingerBands(
            period=self.p.period, devfactor=self.p.devfactor, movav=self.p.movav)

class firstStrategy(bt.Strategy):
    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        self.dataclose = self.datas[0].close
        bb = bt.indicators.BollingerBands(
            period=21, devfactor=2.0, movav=bt.ind.MovAv.Simple)
        self.lines.topband = bb.top
        self.lines.botband = bb.bot


    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            # Buy/Sell order submitted/accepted to/by broker - Nothing to do
            return

        # Check if an order has been completed
        # Attention: broker could reject order if not enough cash
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log('BUY EXECUTED, %.2f' % order.executed.price)
            elif order.issell():
                self.log('SELL EXECUTED, %.2f' % order.executed.price)

            self.bar_executed = len(self)

        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')

        # Write down: no pending order
        #self.order = None

    def next(self):
        for d in self.datas:
            dt, dn = self.datetime.date(), d._name
            pos = self.getposition(d).size
            # Simply log the closing price of the series from the reference
            self.log('Close, %.2f' % d.close[0])

        # Check if an order is pending ... if yes, we cannot send a 2nd one
        #if self.order:
        #   return

        # Check if we are in the market

        if self.dataclose[0] < self.lines.botband[0]:
                # current close less than previous close

                # if self.dataclose[-1] < self.dataclose[-2]:
                # previous close less than the previous close

                # BUY, BUY, BUY!!! (with default parameters)
                self.log('BUY CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.buy()

            # Already in the market ... we might sell
        if self.dataclose[0] > self.lines.topband[0]:
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.sell()


if __name__ == '__main__':
    # Create a cerebro entity
    cerebro = bt.Cerebro()
    startcash = 10000

    # Add a strategy
    cerebro.addstrategy(firstStrategy)


    datalist = [("AM.ATVI.csv"), ("AM.MO.csv"), ("AM.GM.csv"), ("AM.CL.csv")]
    """  , ("AM.FDX.csv"), ("AM.NAKD.csv"), ("AM.NVDA.csv"), ("AM.OCGN.csv"), ("AM.ON.csv")
        , ("AM.PDD.csv"), ("AM.PLUG.csv"), ("AM.QCOM.csv"), ("AM.MDLZ.csv"), ("AM.ADP.csv")
        , ("AM.C.csv"), ("AM.AZN.csv"), ("AM.PEP.csv"), ("AM.ORCL.csv"), ("AM.QTT.csv")
        , ("AM.RUN.csv"), ("AM.SABR.csv"), ("AM.SNDL.csv"), ("AM.TSLA.csv"), ("AM.UAL.csv")
        , ("AM.UXIN.csv"), ("AM.WEN.csv"), ("AM.WFC.csv"), ("AM.YY.csv"), ("AM.ZNGA.csv")
        , ("AM.MSFT.csv"), ("AM.AAPL.csv"), ("AM.FB.csv"), ("AM.BABA.csv"), ("AM.TSM.csv")
        , ("AM.V.csv"), ("AM.JPM.csv"), ("AM.JNJ.csv")
        , ("AM.PG.csv"), ("AM.BAC.csv"), ("AM.INTC.csv"), ("AM.VZ.csv"), ("AM.NKE.csv")
        , ("AM.XOM.csv"), ("AM.KO.csv"), ("AM.T.csv"), ("AM.PFE.csv")
        , ("AM.MRK.csv"), ("AM.MS.csv"), ("AM.AAL.csv"), ("AM.GT.csv"), ("AM.UBER.csv")
        , ("AM.AMD.csv"), ("AM.PDD.csv"), ("AM.CVX.csv")]"""
#the files are located in my python project
    for i in range(len(datalist)):
        data = dataFeed(dataname=datalist[i], timeframe=bt.TimeFrame.Minutes, compression=60)
        cerebro.adddata(data, name=datalist[i])

    cerebro.addindicator(BollingerBands)

    # Set our desired cash start
    cerebro.broker.setcash(startcash)

    # Set the commission
    #cerebro.broker.setcommission(commission=0.0005)

    # Add a sizer
    #cerebro.addsizer(bt.sizers.PercentSizer, percents=50)

    cerebro.run()
    # Print out the starting conditions
    print('Starting Portfolio Value: %.2f' % startcash)

    # Get final portfolio Value
    portvalue = cerebro.broker.getvalue()
    pnl = portvalue - startcash

    # Print out the final result
    print('Final Portfolio Value: ${}'.format(portvalue))
    print('P/L: ${}'.format(pnl))
    cerebro.plot(

[run-out]

Please do not use a different user name and ask the same question twice. We are all volunteers and you must be patient for an answer.

https://community.backtrader.com/topic/3491/indicator-for-multiple-datafeeds