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How to check the line of SimpleMovingAverage is going up?
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How to check the line of SimpleMovingAverage is going up?
class MyStrategy(bt.Strategy): def __init__(self): sma1 = btind.SimpleMovingAverage(self.data) ema1 = btind.ExponentialMovingAverage() close_over_sma = self.data.close > sma1 close_over_ema = self.data.close > ema1 sma_ema_diff = sma1 - ema1 buy_sig = bt.And(close_over_sma, close_over_ema, sma_ema_diff > 0) def next(self): if buy_sig: self.buy()
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One of the ways:
sma_up = sma1(0) > sma1(-1) sma_dn = sma1(0) < sma1(-1)
