I am struggled with this question. Does anyone can help me out? Thanks!
I am struggled with this question. Does anyone can help me out? Thanks!
This may help.
# ---------------------------------------
stock, ma_f, ma_s = symbol('SPY'), 20, 60
# ---------------------------------------
def initialize(context):
schedule_function(bars_count, date_rules.every_day(), time_rules.market_close(minutes = 5))
context.days_since_mac = 0
def bars_count(context, data):
mavg_f = data.history(stock, 'price', ma_f, '1d').mean()
mavg_s = data.history(stock, 'price', ma_s, '1d').mean()
if mavg_f > mavg_s:
context.days_since_mac += 1
else:
context.days_since_mac = 0
def before_trading_start(context, data):
record(bars_since_mac = context.days_since_mac)