backtrader.indicators.crossover module

Crossover Indicator Module - Crossover detection indicators.

This module provides indicators for detecting when two data series cross each other (upward or downward).

Classes:

NonZeroDifference: Tracks difference, memorizing last non-zero value (alias: NZD). CrossUp: Detects upward crossover. CrossDown: Detects downward crossover. CrossOver: Detects both directional crossovers.

Example

class MyStrategy(bt.Strategy):

def __init__(self):

self.sma_fast = bt.indicators.SMA(self.data, period=10) self.sma_slow = bt.indicators.SMA(self.data, period=20) self.crossover = bt.indicators.CrossOver(self.sma_fast, self.sma_slow)

def next(self):

if self.crossover[0] > 0:

self.buy()

elif self.crossover[0] < 0:

self.sell()

class backtrader.indicators.crossover.NonZeroDifference

Bases: Indicator

Keeps track of the difference between two data inputs, memorizing the last non-zero value if the current difference is zero

alias = ('NZD',)

__init__(*args, **kwargs)

nextstart()

Initialize NZD on first valid bar.

Sets initial difference value.

next()

Calculate NZD for the current bar.

Memorizes last non-zero difference when current difference is zero.

frompackages = ()

once(start, end)

Implement once using next for batch calculation.

This is used when next is overridden but once is not. It loops through the range and calls next for each step.

Parameters:

• start – Starting index

• end – Ending index

oncestart(start, end)

Implement oncestart using nextstart for batch calculation.

This is used when nextstart is overridden but oncestart is not.

Parameters:

• start – Starting index

• end – Ending index

packages = ()

preonce(start, end)

Implement preonce using prenext for batch calculation.

This is a generic implementation if prenext is overridden but preonce is not. It loops through the range and calls prenext for each step.

Parameters:

• start – Starting index

• end – Ending index

class backtrader.indicators.crossover.CrossUp

Bases: _CrossBase

Upward cross indicator

frompackages = ()

packages = ()

class backtrader.indicators.crossover.CrossDown

Bases: _CrossBase

Downward cross indicator

frompackages = ()

packages = ()

class backtrader.indicators.crossover.CrossOver

Bases: Indicator

Gives signal for data crossover: 1.0 for upward cross, -1.0 for downward cross, 0.0 otherwise

plotinfo = <backtrader.metabase.plotinfo_obj object>

__init__(*args, **kwargs)

prenext()

Track difference during warmup period.

Updates _last_nzd for use in nextstart/next crossover detection.

nextstart()

Calculate crossover on first valid bar.

Handles replay mode special case and calculates initial crossover.

next()

Calculate crossover for the current bar.

Returns 1.0 for upward cross, -1.0 for downward cross, 0.0 otherwise. Handles replay mode correctly by deferring calculation when bars are updating.

once(start, end)

Calculate crossover in runonce mode.

Vectorized implementation that processes all bars at once.

frompackages = ()

packages = ()