how to combine signals which triged in different days

dindom999

class MyStrategy(bt.Strategy):

    def __init__(self):
        self.signalA = bt.indicators.SomeIndA()
        self.signalB = bt.indicators.SomeIndB()
        self.signalC = bt.indicators.SomeIndC()

let's say, the following data of signals, 1 means long signal, -1 means short signal:
signalA=[0,0,1,0,0,0,0,-1,0,0] # triggered at 3rd day,not yet
signalB=[0,0,0,1,0,0,-1,0,0,0] # triggered at 4rd day,not yet
signalC=[0,0,0,0,0,1,0,-1,0,0] # triggered at 6rd day, buy here

I need to combine those 3 signals into which the 6rd day buy, but they are not triggered in a same day. how to do combine?

run-out

Your logic is sufficiently complex I believe you will need a custom indicator. Look at the declarative approach in this article. Use next in an indicator to make adjustments to custom trackers for each of your signals. When the trackers sums to three, change your custom signal line to 1, otherwise set it to 0. Below is the idea sketched out, I haven't tried any of this code.

class YourCustomIndicator(bt.Indicators):

    lines = (result_signal,)  # don't forget the trailing comma

    def __init__(self, signalA, signalB, signalC):
        self.signalA = signalA
        self.signalB = signalB
        self.signalC = signalC

        track_sigA = 0
        track_sigB = 0
        track_sigC = 0
        
    def next(self):
        if self.signalA[0] == 1 and track_sigA == 0:
            track_sigA = 1
        if self.signalB[0] == 1 and track_sigB == 0:
            track_sigB = 1
        if self.signalC[0] == 1 and track_sigC == 0:
            track_sigC = 1
        
        if track_sigA == 1 and track_sigB == 1 and track_sigC == 1:

dindom999

@run-out Thanks! I think your idea works, but that is what I want.

before I start to try backtrader, I use talib+pandas, they are easy to transfer signals from :

signalA=[0,0,1,0,0,0,0,-1,0,0] # triggered at 3rd day,not yet
signalB=[0,0,0,1,0,0,-1,0,0,0] # triggered at 4rd day,not yet
signalC=[0,0,0,0,0,1,0,-1,0,0] # triggered at 6rd day, buy here

to

signalA=[0,0,1,1,1,1,1,-1,-1,-1] # triggered at 3rd day,not yet
signalB=[0,0,0,1,1,1,-1,-1,-1,-1] # triggered at 4rd day,not yet
signalC=[0,0,0,0,0,1,1,-1,-1,-1] # triggered at 6rd day, buy here

then , when signalA==1 and signalB==1 and signalC==1, it trigger the long signal.
Since I am a newbie for backtrader, I don't know to datafeeds work that way.