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@rolandkofler
Created February 4, 2019 08:45
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from datetime import datetime
import backtrader as bt
class SmaCross(bt.SignalStrategy):
def init(self):
sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
crossover = bt.ind.CrossOver(sma1, sma2)
self.signal_add(bt.SIGNAL_LONG, crossover)
cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)
data0 = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1),
todate=datetime(2012, 12, 31))
cerebro.adddata(data0)
cerebro.run()
cerebro.plot()
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