Ok I played around a bit and got it working:
from __future__ import (absolute_import, division, print_function,
unicode_literals)
# Import the backtrader platform
import backtrader as bt
import math
class ProjectedMovingAverageIndicator(bt.Indicator):
lines = ('smaSlow','smaFast',)
params = (('periodSlow', 200),('periodFast', 100),('movav', bt.indicators.MovAv.Simple),)
plotinfo = dict(subplot=False)
plotlines = dict(
smaSlow=dict(_samecolor=True),
smaFast=dict(_samecolor=False),
)
def __init__(self):
self.addminperiod(self.params.periodSlow)
movavSlow = self.p.movav(self.data, period=self.p.periodSlow)
movavFast = self.p.movav(self.data, period=self.p.periodFast)
self.l.smaSlow = movavSlow #bt.Cmp(movav, self.data)
self.l.smaFast = movavFast #bt.Cmp(movav, self.data)
def signal(self):
if self.lines.smaFast[-1] < self.lines.smaSlow[-1] and self.lines.smaFast[0] > self.lines.smaSlow[0]:
signal = True
else:
signal = False
#print(signal)
return signal
Thanks
