Help in implementing an SSL indicator strategy

[Mariane Rodrigues Costa]

I'm trying to make a strategy with the SSL indicator but I'm having trouble implementing it. Can anybody help me. That's what I managed to do. I want to make a strategy with the crossing of this indicator.

from __future__ import (absolute_import, division, print_function, unicode_literals)
import matplotlib.pyplot as plt
import backtrader as bt
import datetime

class TestStrategy(bt.Strategy):
    lines = ('ssld', 'sslu')
    params = (('period', 30), ('max_position',1))
    plotinfo = dict(
        plot=True,
        plotname='SSL Channel',
        subplot=False,
        plotlinelabels=True)
    
    def _plotlabel(self):
        return [self.p.period]
    
    def log(self, txt, dt = None):
        '''Printing function for the complete 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.volume = self.datas[0].volume

        # Para acompanhar pedidos pendentes e comprar preço/comissão
        self.order = None
        self.buyprice = None
        self.buycomm = None

        #Adding SMA indicator
        self.addminperiod(self.p.period)
        self.hma_lo = bt.indicators.SmoothedMovingAverage(self.data.low, period=self.p.period)
        self.hma_hi = bt.indicators.SmoothedMovingAverage(self.data.high, period=self.p.period) 

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            return
        
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log(
                    'COMPRA Executada, Preço: %.2f, Custo: %.2f, Comm %.2f' %
                    (order.executed.price,
                     order.executed.value,
                     order.executed.comm)
                )

                self.buyprice = order.executed.price
                self.buycomm = order.executed.comm
            
            else:
                self.log('VENDA Executada, Preço: %.2f, Custo: %.2f, Comm: %.2f' %
                         (order.executed.price,
                          order.executed.value,
                          order.executed.comm))
                
                self.bar_executed = len(self)

        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')
        
        self.order = None

    def notify_trade(self, trade):
        if not trade.isclosed:
            return 

        self.log('LUCRO, GROSS %.2f, NET %.2f' % (trade.pnl, trade.pnlcomm))

    def next(self):
        #self.log('Close, %.2f' % self.dataclose[0])

        if self.order:
            return

        hlv = 1 if self.data.close > self.hma_hi[0] else -1
        if hlv == 1:
            self.lines.ssld[0] = self.hma_lo[0]
            self.lines.sslu[0] = self.hma_hi[0]
            if not self.position:
                self.log('Compra, %.2f' % self.dataclose[0])
                self.order = self.buy()
                print(self.volume)

        elif hlv == -1:
            self.lines.ssld[0] = self.hma_hi[0]
            self.lines.sslu[0] = self.hma_lo[0]
            if self.position:
                self.close()

if __name__ == '__main__':
    cerebro = bt.Cerebro()
    cerebro.addstrategy(TestStrategy)
    cerebro.broker.setcash(1000000.0)
    # Add a FixedSize sizer according to the stake
    cerebro.addsizer(bt.sizers.FixedSize, stake=100)
    # Set the commission
    cerebro.broker.setcommission(commission=0.0)

    #Adding data feed
    data = bt.feeds.YahooFinanceData(
        dataname = 'BTC-USD.csv', 
        fromdate = datetime.datetime(2015, 1, 1),
        todate = datetime.datetime(2020, 1, 1),
        reverse = False
    )
    cerebro.adddata(data)

    print('Valor Inicial: %.2f' % cerebro.broker.getvalue())
    cerebro.run()
    print('Valor Final: %.2f' % cerebro.broker.getvalue())
    cerebro.plot(iplot = False)

[run-out]

@mariane-rodrigues-costa Have a look here for a solution