Correct way to use nested If statements on a SignalStrategy

hfrog713

Hello Guys,

Fairly new, trying to figure out the correct way to do nested if statements.
I do the following but it seems like the function itself is showing up as opposed to the evaluated If return.
Can someone please help?

Thanks,
Hernando

class SMACloseSignalStrategy(bt.SignalStrategy):
params = (('fastMA',22),('slowMA', 23),('macd1',7),('macd2',8),('macdsig',3),('period',30),)

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

def __init__(self):
    self.high = self.datas[0].high
    self.low = self.datas[0].low
    self.close = self.datas[0].close
    
    self.ema_slow = self.datas[0].ema_slow
    self.ema_fast = self.datas[0].ema_fast
    self.macd_delta = self.datas[0].macd_delta
    self.high_low2 = self.datas[0].high_low2
    
    close_over_emaS = self.close > self.ema_slow
    delta_over_zero = self.macd_delta > 0
    hl2_over_emaF = self.high_low2 > self.ema_fast
    
    close_below_emaS = self.close < self.ema_slow
    delta_below_zero = self.macd_delta < 0
    hl2_below_emaF = self.high_low2 < self.ema_slow
    
    
    delta_and_hl2_up = bt.And(delta_over_zero, hl2_over_emaF)
    delta_and_hl2_down = bt.And(delta_below_zero, hl2_below_emaF)
    
    delta_over_flag = bt.If(delta_over_zero, 1, 0)
    hl2_over_flag = bt.If(delta_and_hl2_up, 1, 0)
    
    delta_under_flag = bt.If(delta_below_zero, 1, 0)
    hl2_under_flag = bt.If(delta_and_hl2_down, 1, 0)
    
    #long_signal = bt.If(close_over_emaS, bt.If(delta_over_zero, 1, 0), bt.If(delta_and_hl2_up, 1, 0))
    #short_signal = bt.If(close_below_emaS, bt.If(delta_below_zero, 1, 0), bt.If(delta_and_hl2_down, 1, 0))
    
    long_signal = bt.If(close_over_emaS, delta_over_flag, hl2_over_flag)
    short_signal = bt.If(close_below_emaS, delta_under_flag, hl2_under_flag)
    
    #Another working example with 2 mil profit lol ....
    #long_signal = bt.If(close_over_emaS, 1, 0)
    #short_signal = bt.If(close_below_emaS, -1, 0)
    breakpoint()
    #Selling on SMA strategy......seems pretty profitable
    sma1, sma2 = bt.ind.SMA(period=self.p.fastMA), bt.ind.SMA(period=self.p.slowMA)        
    #self.signal_add(bt.SIGNAL_LONG, bt.ind.CrossOver(sma1,sma2))
    #self.signal_add(bt.SIGNAL_SHORT, bt.ind.CrossOver(sma2,sma1))
    self.signal_add(bt.SIGNAL_LONG, long_signal)
    self.signal_add(bt.SIGNAL_SHORT, short_signal)

hfrog713

@hfrog713 said in Correct way to use nested If statements on a SignalStrategy:

delta_under_flag = bt.If(delta_below_zero, 1, 0)
hl2_under_flag = bt.If(delta_and_hl2_down, 1, 0)

Seems to be working fine, i accidentally had 1 on both the buy and the sell signal.
Now everything seems to be working well.
Please let me know if there are any comments.