Add indicators

[getamu]

Expected Behavior

I want to add indicators apart from SMA. I tried changing the init.py and added my function there but was unable to import it. I think I can import that function from a different file, make a strategy based on those indicators and backseat. I was just wondering if it was possible to add inside your files.

Actual Behavior

Steps to Reproduce

Additional info

• Backtesting version:

[kernc]

... or you could put the indicators wherever you're calling backtesting from?

from backtesting import Strategy, Backtest

...  # put indicators here?

bt = Backtest(...)

Or, if you want, Python by default looks for modules in the current working directory so you could use:

# my_indicator_lib.py:

... # indicators here

And in Python just:

import my_indicator_lib

HTH.

[getamu]

Also, how are we supposed to use the stop loss in self.buy()? I have tried:
self.buy(sl=0.01*self.data.Close) meaning the stop loss when buying is 1% below the closing price. But the statistics are not different at all!

[kernc]

Exactly. Except: .99 * self.data.Close is the price that is 1% below the current closing price. 😉

[getamu]

Thank you for your reply.
It was stupid of me. However, when I am trying to print the stats based on GOOGL data from 2009 to 2013, the maximum drawdown is shown to be -20%, which happened in 2010. However, based on the strategy, the SMA cross shouldn't allow the trading account to have any position opened. Instead, it should have opened a short position and started to make money.

from backtesting import Backtest, Strategy, Position
from backtesting.lib import crossover
from backtesting.test import SMA, GOOG


class SmaCross(Strategy):
    def init(self):
        Close = self.data.Close
        self.ma1 = self.I(SMA, Close, 1)
        self.ma2 = self.I(SMA, Close, 50)

    def next(self):
        if crossover(self.ma1, self.ma2):
            self.buy(sl=.99 * self.data.Close)
        elif crossover(self.ma2, self.ma1):
            self.sell(sl=1.01 * self.data.Close)


G = GOOG['2009-03-01':]
bt = Backtest(G, SmaCross,
              cash=10000, commission=.002)
print(bt.run())

Also, it would be great if I can see detailed report on every positions entered? [Maybe good to provide an example.]

Thanks again

[kernc]

Trade-entering logic was overhauled in #47 (released in 0.2.0), rendering above issue hopefully rather obsolete.

Additionally, the new way to access individual trades data is:

stats = bt.run()

stats._trades        # trade data