Having trouble with multi setup

t3chap

I saw this in an old post and am trying to get it to work correctly.

I'm trying to generate ADX and ATR values for my symbols. I create a list with the symbols in it.

I don't have the whole thing built; I was trying to build step-by-step but I must be doing something wrong as the ADX and ATR seems to be calculated for the first symbol in the list . The data shows that it is different in the graph but the indicators don't for some reason.
Can anyone point me in the right direction?

import backtrader as bt
import pandas as pd
import barchart_data as bd

class ADX_C(bt.Strategy):
    params = {"n": 25}
    def __init__(self):
        """initialize the strategy"""
        self.adx = dict()
        self.atr = dict()
        
        for dat in self.datas:      
            self.adx[dat] = bt.indicators.ADX(period = self.params.n, plot=True)
            self.atr[dat] = bt.indicators.ATR(period = self.params.n, plot=True)



symbols=["ZROZ","XMPT"]
min_per_bar=1440
begin_date = '2019-01-01'
end_date = '2020-06-11'

cerebro = bt.Cerebro()

for s in symbols:
    data = bd.BarchartData(s,min_per_bar).data_by_dates(begin_date,end_date)
    bt_data = bt.feeds.PandasData(dataname=data, name = s)
    cerebro.adddata(bt_data, name = s)
    
    
cerebro.addstrategy(ADX_C)
cerebro.run()
cerebro.plot(iplot=True, volume=False, width=50, height=30, dpi=600)

t3chap

I feel like an idiot; I finally figured out that I wasn't passing data to the bt.indicators.ADX and ATR statements. Apparently the system uses the first data for any subsequent calls if you don't send it new data.

  self.adx[dat] = bt.indicators.ADX(dat, period = self.params.n, plot=True)
self.atr[dat] = bt.indicators.ATR(dat, period = self.params.n, plot=True)

Is the correct formulation of those two lines.