from datetime import datetime import backtrader as bt # Create a subclass of SignaStrategy to define the indicators and signals class SmaCross(bt.SignalStrategy): # list of parameters which are configurable for the strategy params = dict( pfast=10, # period for the fast moving average pslow=30 # period for the slow moving average ) def __init__(self): sma1 = bt.ind.SMA(period=self.p.pfast) # fast moving average sma2 = bt.ind.SMA(period=self.p.pslow) # slow moving average crossover = bt.ind.CrossOver(sma1, sma2) # crossover signal self.signal_add(bt.SIGNAL_LONG, crossover) # use it as LONG signal cerebro = bt.Cerebro() # create a "Cerebro" engine instance # Create a data feed data = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1), todate=datetime(2012, 12, 31)) cerebro.adddata(data) # Add the data feed cerebro.addstrategy(SmaCross) # Add the trading strategy cerebro.run() # run it all cerebro.plot() # and plot it with a single command