Maximilien,

This should get you started. Note that you are running the back test on minute bars, so the moving averages are on minute data (not daily).

# Talib average price data  
mavg_short_data = ta.MA(timeperiod=40)  
mavg_long_data = ta.MA(timeperiod=80)  
mavg_signal_data = ta.MA(timeperiod=120)

def initialize(context):  
    context.stock = sid(39840)


def handle_data(context, data):  
    stock_data = data[context.stock]  
    current_price = stock_data.price  
    mavg_short = mavg_short_data(data)[context.stock]  
    mavg_long = mavg_long_data(data)[context.stock]  
    mavg_signal = mavg_signal_data(data)[context.stock]

    record(price=current_price, fast=mavg_short, slow=mavg_long, signal=mavg_signal)

    # Log results  
    output = str('Date: {0}  Price: {1:.2f}  Short: {2:.2f}  Long: {3:.2f}  Signal: {4:.2f}'\  
             .format(stock_data.datetime.strftime('%Y-%b-%d  %H:%M'),current_price, mavg_short, mavg_long, mavg_signal))  
    log.info(output)  

I've fixed couple of things in your algo and added timestamps to debug output, so you can see when your orders are created. Hope this helps to debug it further.

Hey Maximilien,

I made a few edits to your algorithm, graphing the three moving averages as well as the price. Make sure to import talib and use the SMA (simple moving average) function. I do not see MA listed as a function in the TALib documentation (http://qtstalker.sourceforge.net/talib.html). There are many different types of moving averages given, and I assume you are looking for a simple moving average.

Ryan

MA is ta TALib function which defaults to SMA if no type is given.

The TALib function list is here.

The Quantopian description of the TALib functions is here.

Thank you all for your help it is exactly what I needed. Quick question if I were to remove mavg_signal how can I just code ema_short crossing ema_long from below vs. just ema_short crossing ema_long?