Obtain 'close' data before SMA kicks in

[maxpaton]

I have defined two SMA's in my init like so:

def log(self, txt, dt=None):
    ''' Logging function for this strategy'''
    dt = dt or self.datas[0].datetime.date(0)
    print('%s, %s' % (dt.isoformat(), txt))

def __init__(self):
    
    self.dataclose = self.datas[0].close
    
    self.sma1 = bt.ind.SMA(self.datas[0], period = 8)
    self.sma2 = bt.ind.SMA(self.datas[0], period = 21)

    self.trade_hist = []

as well as an empty list 'self.trade_hist' in order to accumulate all close prices at each 'next'.

I append the close prices to this list in the 'next' method, like so:

self.trade_hist.append(self.dataclose[0])

When I log 'self.trade_hist' in the 'next' method, the list only starts filling up with the close prices starting from the 21st data point (i.e. after the slowest SMA kicks in). This is the output:

2017-01-21, [925.06]
2017-01-22, [925.06, 931.22]
2017-01-23, [925.06, 931.22, 910.7]
2017-01-24, [925.06, 931.22, 910.7, 887.0]
2017-01-25, [925.06, 931.22, 910.7, 887.0, 896.0]

and so on... I want to append the close prices starting from the first data point (2017-01-01), before the SMA's kick in.

Cheers

[ab_trader]

Use strategy prenext(), it is called from the very beginning of the data feed.

[maxpaton]

Thanks a lot