I have an Indicator which is computed for a set of instruments. This set can contain from 1 to 10 instruments, so I want to assign Line object as a dict, where keys are names of these instruments and values are weights of each instrument in portfolio. At first I tried to dynamically create lines in Indicator, but found that it is impossible (https://community.backtrader.com/topic/294/add-lines-to-indicator). Now I do not know how to solve this problem, give me any hint please.
Posts made by AlexRozhnov
Store not only int values in Line object