Question

我开始研究从SMA Crossover策略的其他代码中提取的代码。我想要完成的是：假设发生了交叉信号（上方交叉）并进入了LONG位置。价格上涨，但随后触发另一个交叉信号（下行交叉）后，出现了一些沉重的抛售。我想平仓多头头寸，第二天，输入空头头寸。当发生下一个交叉事件（向上交叉）时，我想平仓短仓，第二天输入长仓。

代码如下：

# parameters
    params = (
        # period for the fast Moving Average
        ('fast', 20),
        # period for the slow moving average
        ('slow', 200),
        # Exit Bar entry delay for flipped position
        ('exitbars', 1),
        # moving average to use
        ('_movav', bt.ind.MovAv.SMA)
    )

# Indicators
    sma_fast = self.p._movav(period=self.p.fast)
    sma_slow = self.p._movav(period=self.p.slow)

    self.buysig = bt.ind.CrossOver(sma_fast, sma_slow)
    self.sellsig = bt.ind.CrossOver(sma_slow, sma_fast)

# order logic        
    if not self.position:

        # buy signal
        if self.buysig > 0:
            # BUY
            self.log('BUY CREATE, %.2f' % self.dataclose[0])
            # Keep track of the created order to avoid a 2nd order
            self.order = self.buy()
        elif self.sellsig > 0:
            #if len(self) >= (self.bar_executed + self.params.exitbars):
                # Sell
            self.log('SELL CREATE, %.2f' % self.dataclose[0])
                # Keep track of the created order to avoid a 2nd order
            self.order = self.sell(size=1000)
            #else:
                #return
        else:
            return
    else:    # in a position        
        if self.buysig < 0:
            # Buy Closed
            self.log('BUY CLOSE, %.2f' % self.dataclose[0])
            self.order = self.close()
        # elif ignore zero case
        elif self.sellsig < 0:
            # Sell Closed
            self.log('SELL CLOSE, %.2f' % self.dataclose[0])
            self.order = self.close()
        else:
            return

Backtrader：在MA Crossover的翻转位置

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