How to determine number of bars price above/below Moving Avg.

[Don]

How do I determine the number of bars/periods that have been above or below a moving average?

[Pierre Cilliers 0]

@don

Hi.

Lets say you have a moving average names ma (note that this has to be defines in your init() as self.movingaverage = bt.ind.SMA(self.data, period=10) and called in your next() as ma = self.movingaverage[0], which is the currently moving average value).

If your data is already in bar format, you can call the close of the bar by self.data.close[0].

Therefore, in your next() you can include a counter that increases every time self.data.close[0] > ma or self.data.close[0] < ma.

A naive example can look like this:

def __init__(self):
     self.movingaverage = bt.ind.SMA(self.data1, period=10)

def next(self):
     ma = self.movingaverage[0]
     counter_above = 0
     counter_below = 0
     
     if self.data.close[0] > ma:
          counter_above += 1

     elif self.data.close[0] < ma:
          counter_below += 1

     else:
          pass

Now each time is changes (bars which were above go to be below), you can reset the counters.