test2.py

from strategy import Strategy, Order
from indicators import EMA
import resolution

class TestStrategy(Strategy):
	def init(self):
		self.cash(1000)
		self.start_date(2015, 6, 2)
		self.end_date(2015, 6, 3)

		self.pair("EUR_USD", resolution.Minutes)
		self.short_average = EMA(self, "EUR_USD", period=14)
		self.mid_average = EMA(self, "EUR_USD", period=50)
		self.long_average = EMA(self, "EUR_USD", period=200)

		self.short_average.on_crossover(self.mid_average, self.long_order)
		self.short_average.on_crossunder(self.mid_average, self.short_order)

		self.tracker = Order.Tracker(self, "EUR_USD", 1)

	def on_data(self, pair, data):
		print pair, data['Date']

	def long_order(self):
		if long_average.over(self, mid_average) and long_average.over(self, short_average):
			if self.tracker.has(0) and not self.tracker[0].long():
				self.tracker[0].close()

			if self.tracker.can_open():
				self.tracker.order(Order.Type.long, Order.Amount.cash_percentage, 0.5, target = 0.03, stoploss = 0.01, trailing_stoploss = 0.0002)

	def short_order(self):
		if long_average.under(self, mid_average) and long_average.under(self, short_average):
			if self.tracker.has(0) and self.tracker[0].long():
				self.tracker[0].close()

			if self.tracker.can_open():
				self.tracker.order(Order.Type.short, Order.Amount.cash_percentage, 0.5, target = 0.03, stoploss = 0.01, trailing_stoploss = 0.0002)

def instance(m):
	return TestStrategy(m)