How to add multiple securities to one algorithm

Hey Jesse Fleming 

Dont have much time to explain but I will try to make it short.

If you have a static list the simplest form to include each ticker to the strategy would be to iterate trough each ticker. 

Example for simple things:

for ticker in tickers:
	symbol = self.AddEquity(ticker, Resolution.Daily).Symbol

If you have a lot of different tickers and for each ticker you have to do a lot of calculations, adding indicators, etc. The simplest form would be to have a dictionary of SymbolData:

• example
• example

little example:

tickers= ['AAPL','IBM']
averages={}

for symbol in tickers:
	if symbol not in self.averages:
    	self.averages[cf.Symbol] = SymbolData(cf.Symbol)

class SymbolData(object):
    def __init__(self, symbol):
        self.symbol = symbol
        #calculations or indicators

If you already have everything that you need and your problem is just that it trades one security, you could simply loop trough each of the tickers in a list and check if the entry strategy is ready for each ticker.

Hope it helps:)

All of those examples help tremendously. I knew I was going to hear back from you, brother. Your effort has helped me realize the biggest issue I am now having. 

I love the idea of looping through entries and exits, but the problem then becomes all the consolidated data I have for this strategy. How can I loop through something like that?

When you said:

          ‘If you already have everything that you need and your problem is just that it trades one security, you could simply loop trough each of the tickers in a list and check if the entry strategy is ready for each ticker.’

That is exactly what I need to do. I hope this helps and hopefully this template algorithm will enhance what I mean. 

Thank you once again, looking forward to hearing from you. 

Here is the template!

Hey Jesse Fleming 

So you asked for quite a bit there xD

It took my quite a time to make it work and I had to add for each of the variables a dictionary. The code is not very beatiful but I guess it does the work…

Btw I changed the normal bar window in Twoweekbar into the other rolling window because you had two.

self.symbolData[bar.Symbol].weekBarWindow.Add(bar)

Please consider liking this if you're happy with my answer and also closing this thread 😊

Nico Xenox you have outdone yourself. You are an incredibly hard worker. Thank you for all of this support!