Get started

Butterfly

Buy and sellimport backtrader as bt class MovingAverageCrossover(bt.Strategy): params = ( ("fast_window", 20), ("slow_window", 50), ("order_percentage", 0.95), ("take_profit_percentage", 0.03), ("stop_loss_percentage", 0.02), ) def __init__(self): self.fast_average = bt.indicators.SimpleMovingAverage( self.data.close, period=self.params.fast_window ) self.slow_average = bt.indicators.SimpleMovingAverage( self.data.close, period=self.params.slow_window ) def next(self): if self.position: if self.data.close >= self.sell_price: self.sell() elif self.data.close < self.stop_loss: self.sell() else: if self.data.close > self.fast_average : self.buy_price = self.data.close * (1 + self.params.take_profit_percentage) self.stop_loss = self.data.close * (1 - self.params.stop_loss_percentage) size = self.params.order_percentage * self.broker.cash self.buy(size=size) if __name__ == "__main__": cerebro = bt.Cerebro() data = bt.feeds.YahooFinanceData(dataname="AAPL", fromdate="2020-01-01", todate="2021-12-31") cerebro.adddata(data) cerebro.addstrategy(MovingAverageCrossover) cerebro.run()
by sabriothman78