trend_following Strategy

Backend Status

Loading message from backend...

Strategy Code

Edit the Python code for your strategy below.


import backtrader as bt

class TrendFollowingStrategy(bt.Strategy):
    params = (
        ('fast_ma', 50),
        ('slow_ma', 200),
    )

    def __init__(self):
        self.fast_ma = bt.indicators.SimpleMovingAverage(self.data.close, period=self.p.fast_ma)
        self.slow_ma = bt.indicators.SimpleMovingAverage(self.data.close, period=self.p.slow_ma)
        self.crossover = bt.indicators.CrossOver(self.fast_ma, self.slow_ma)

    def next(self):
        if not self.position:
            if self.crossover > 0: // Fast MA crosses above Slow MA
                self.buy()
        elif self.crossover < 0: // Fast MA crosses below Slow MA
            self.close()