from backtesting import Strategy from backtesting.lib import crossover class SMAcross(Strategy): n1 = 50 n2 = 100 def __init__(self): close = self.data.Close self.sma1 = self.I(ta.trend.sma_indicator, pd.Series(close), self.n1) self.sma2 = self.I(ta.trend.sma_indicator, pd.Series(close), self.n2) def next(self): if crossover(self.sma1, self.sma2): self.buy() elif crossover(self.sma2, self.sma1): self.sell()