Optimizing MA crossover periods in optstrategy

[wykazox]

Hi All,

I have what I think is a fairly basic question, but can't seem to find the answer anywhere!

Say I have a simple MA crossover strategy(buy when fast MA crosses over slow MA, sell when fast MA crosses under slow MA).
Now, I want to test a wide range of parameters, but I would like to ensure that fast MA period is always smaller than the slow MA period.
This could also roughly cut the optimisation time in half.

I tried tinkering with cerebro.optstrategy:

cerebro.optstrategy(
        MACross,
        MAfast=list(range(2, 50, 2)),
        MAslow=[x > MAfast for x in list(range(10, 200, 10))],)

or

cerebro.optstrategy(
        MACross,
        MAfast=list(range(2, 50, 2)),
        MAslow=[x > self.p.MAfast for x in list(range(10, 200, 10))],)

or other variants using

        MAslow=[x > MACross.p.MAfast for x in list(range(10, 200, 10))],)

        MAslow=[x > strategy.p.MAfast for x in list(range(10, 200, 10))],)

but none of these seem to work...
I get errors like:

NameError: name 'MAfast' is not defined

or

NameError: name 'self' is not defined

etc...

Not sure how I can approach that problem...
Thanks for your help!

[wykazox]

@run-out OK, wow, I thought it would be something way simpler...
I might just keep on deleting them from my results.