Moving average strategy

[irina_shubina]

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
plt.style.use ('fivethirtyeight')`

import yfinance as yf

# Set the start and end date and cash
start_date = '2010-01-01'
end_date = '2020-01-01'

# Set the ticker
ticker = 'SPY'

# Get the data
df = yf.download(ticker, start_date, end_date)

def SMA10(data, period=10, column='Close'):
    return data [column].rolling(window=period).mean()
def SMA30(data, period=30, column='Close'):
    return data [column].rolling(window=period).mean()
# Set strategie
def strategy(df):
    buy = []
    sell = []
    flag = 0
    buy_price = 0

    for i in range(0, len(df)):

        if df['SMA10'] [i] > df['SMA30'] [i] and flag == 0:
            buy.append(df['Close'][i])
            sell.append(np.nan)
            buy_price = df['Close'][i]
            flag = 1
        elif df['SMA10'] [i] < df['SMA30'] [i] and flag == 1:
            sell.append(df['Close'][i])
            buy.append(np.nan)
            buy_price = 0
            flag = 0
        else:
            sell.append(np.nan)
            buy.append(np.nan)

    return (buy, sell)

Hi, can you help me to testing my strategy, for example: add a cash = 10.000, portfolio, and quantity of Stocks ( Order Size=quantity=(10000/df(Adj.Close)(i)
Thanks a lot.

Larz60+ write Nov-26-2021, 06:22 PM:
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