backtrader.indicators.sma module

SMA Indicator Module - Simple Moving Average.

This module provides the SMA (Simple Moving Average) indicator for calculating the non-weighted average of the last n periods.

Classes:

MovingAverageSimple: SMA indicator (alias: SMA).

Example

class MyStrategy(bt.Strategy):
def __init__(self):

self.sma = bt.indicators.SMA(self.data.close, period=20)

def next(self):
if self.data.close[0] > self.sma[0]:

self.buy()

elif self.data.close[0] < self.sma[0]:

self.sell()

class backtrader.indicators.sma.MovingAverageSimple[source]

Bases: MovingAverageBase

Non-weighted average of the last n periods

Formula:

  • movav = Sum(data, period) / period

See also

alias = ('SMA', 'SimpleMovingAverage')
__init__(*args, **kwargs)
nextstart()[source]

Initialize on first call after minperiod is met

next()[source]

Phase 2 Optimized next() method with vectorized calculations

once(start, end)[source]

Optimized batch calculation for runonce mode

frompackages = ()
packages = ()
backtrader.indicators.sma.SMA

alias of MovingAverageSimple