Creating a Long/Short/Exit Strategy?

[roony16]

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?

[backtrader]

@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.

[roony16]

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

[backtrader]

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

[Mcruzg]

@backtrader why is this theoretically not recommended?