Using indicators as parameters of other indicators

[Esteban Thi]

Hello all.

I want to build an indicator who uses LineBuffers as parameters. It is working when I pass self.datas[0].close for example, but when I use an indicator's line, like rsi.rsi, it is not.

Here is an example of what I want to do :

class DummyInd(bt.Indicator):
    
    lines = ('dummy_line',)
    params = (('src', None),) # src is a LineBuffer

    def next(self):
        self.lines.dummy_line[0] = self.params.src[0]

And the strategy :

class DummyStrat(bt.Strategy):


    def __init__(self):
     
        rsi = bt.indicators.RelativeStrenghtIndex()

        dummy1 = DummyInd(src=self.datas[0].close) 
        data1 = dummy1.dummy_line
       
        dummy2 = DummyInd(src=rsi.rsi)
        data2 = dummy2.dummy_line


    def log(self):
        print(f"Data 1 : {self.data1[0]}, Data 2 : {self.data2[0]}")

        
    def next(self):
        self.log()

When I run the DummyStrat, data1 is fine, but data2 is everytime the same value, while RSI has different values over time. I have tried to check values through the next method of DummyInd using print : for self.datas[0].close, the values are fine, but for self.rsi.rsi, it prints the same value for each iteration. Why is it working with datas[0].close, and not with rsi.rsi, when they are supposed to be similar objects ?

Thanks for your help.