3. Creating a Long/Short/Exit Strategy?
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Creating a Long/Short/Exit Strategy?

  • R

    I'm relatively new to bt and have been having trouble trying to find out how to code in a long/short strategy.
    My strategy in pseudo code:
    if macd > signal & rsi > rsi_ma:
    long
    if macd < signal:
    exit long
    if macd < signal & rsi < rsi_ma:
    short
    if macd > 0:
    exit short

    I can't figure out how to exit a long position or short position given a indicator crossover.

    I see the self. position.size > 0 but need something more like self.position = long.

    Any help?

    0
    B
     1 Reply
  • B
    administrators

    @roony16 said in Creating a Long/Short/Exit Strategy?:

    I see the self. position.size > 0 but need something more like self.position = long.

    • > 0 is long (you have taken)
    • == 0 is no position
    • < 0 is short (you have given)

    Or, what are you expecting?

    Note:
    Please format your code (see the top of the forum). Paying attention to detail is what will make an algotrader ... a good one.

    1
  • R

    @backtrader Thank you - I figured the position.size was either 0 or > 0 indicating that you either had an open position or no position.

    0
  • B
    administrators

    The existence of a position (regardless of direction) is the opposite of pos == 0 and that's not > 0. The opposite is not pos or the (theoretically) less recommended pos != 0

    0
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