Since no one answered I would guess Backtrader has no support for such a scenario?
Posts made by Yanir Taflev
RE: How to: Have "SPY" based indicator for every symbol execution
How to: Have "SPY" based indicator for every symbol execution
I"m new to backtrader, I"m writing my first serious strategy and I want to correlate
the current data to SMA("SPY"),
for example, divide current close with current SMA("SPY") read in my strategy.
Semathically something like this:
buy1 = self.data.close / indicators.SMA("SPY")
The "SPY" part should be static no matter which symbol I"m currently working.
Ultimately I want to compare my symbol to the leading trend.