@vladisld Uh ... Thnx, I forgot about the lot size.

@vladisld Uh ... Thnx, I forgot about the lot size.

@vladisld thnx, worked.

But I don't understand what the relationship is cash on the broker and not open BUY position ...

Could you tell me why this is so ?! Or what to read in the documentation?

Hi All,

Can someone comments, I don't understand behavior of the class CrossOver.
Simple strategy:
if EMA (30) Сrosses UP WMA(30) - buy
if EMA (30) Сrosses Down WMA(30) - sell

import sys
import backtrader as bt
from datetime import datetime, timedelta

import backtrader.indicators as btind
import backtrader.feeds as btfeed

from backtrader_plotting import Bokeh
from backtrader_plotting.schemes import Tradimo

import argparse

import logging

logger = logging.getLogger(__name__)
logging.basicConfig(stream=sys.stderr,
                    level=logging.DEBUG,
                    format='%(asctime)s [%(levelname)s][module: %(module)s.py] %(funcName)s: %(message)s',
                    datefmt='%Y-%m-%d %H:%M:%S'
)

class MyTradimo(Tradimo):
    def _set_params(self):
        super()._set_params()
        # Disable the output of Volume on the displayed chart
        self.volume=False

class CommFixed(bt.CommInfoBase):
    params = (
        ('stocklike', False),
        ('commtype', bt.CommInfoBase.COMM_FIXED),
    )

class TestedStrategy(bt.SignalStrategy):
    def __init__(self):
        self.order = None

        self.ema = btind.ExponentialMovingAverage(self.data.close)
        self.lwma = btind.WeightedMovingAverage(self.data.close)

        self.buysell = btind.CrossOver(self.lwma, self.ema)

    def next(self):
        if self.buysell < 0:
            self.sell(exectype=bt.Order.Market)
        elif self.buysell > 0:
            self.buy(exectype=bt.Order.Market)

def parse_args(pargs=None):

    parser = argparse.ArgumentParser(
        formatter_class=argparse.ArgumentDefaultsHelpFormatter,
        description='Sample for Signal concepts')

    parser.add_argument('--data', required=False,
                        default='csv/BTCUSD_M5_2021_01_28__21_35-2021_02_02__21_25.csv',
                        help='Specific data to be read in')

    parser.add_argument('--fromdate', required=False,
                        default=None,
                        help='Starting date in YYYY-MM-DD[THH:MM:SS] format')

    if pargs is not None:
        return parser.parse_args(pargs)

    return parser.parse_args()

def runstrat(args=None):
    args = parse_args(args)

    if args.fromdate:
        fmtstr = '%Y-%m-%d'

        dtsplit = args.fromdate.split('T')
        if len(dtsplit) > 1:
            fmtstr += 'T%H:%M:%S'

        start_date = datetime.strptime(args.fromdate, fmtstr)
    else:
        start_date = datetime(2021,1,31,23,00)

    end_date = datetime(2021,2,1,18,00)

    logger.info("Start: {} End: {}".format(start_date, end_date))

    data = btfeed.GenericCSVData(
        dataname='BTCUSD_M5_2021_01_28__21_40-2021_02_02__21_35.csv',
        dtformat=('%Y.%m.%d %H:%M:%S'),
        timeframe=bt.TimeFrame.Minutes,
        compression=5,
        fromdate=start_date,
        todate=end_date,
    )

    cerebro = bt.Cerebro(stdstats=False)
    cerebro.adddata(data)
    cerebro.addstrategy(TestedStrategy)
    cerebro.broker.setcash(1000)    
    cerebro.broker.addcommissioninfo(CommFixed, "CommFixed")
    cerebro.addobserver(bt.observers.BuySell)

    cerebro.run()

    b = Bokeh(style='bar', tabs='multi', scheme=MyTradimo())
    cerebro.plot(b)

if __name__ == '__main__':
    runstrat()

We are doing two tests:

1. BTC, M5, Start: 2021-01-31 22:35:00 End: 2021-02-01 18:00:00
2. BTC, M5, Start: 2021-01-31 22:40:00 End: 2021-02-01 18:00:00

We see such results:

1. OK
   

2. Where is BUY?!
   

It looked more complicated in the code - I simplified everything as much as possible for an example.