# Improving Backtrader Random Python Internet Study Notes

Apr 22, 2018 · 3 min read
`def __init__(self):    ...    self.ma1 = bt.indicators.SMA(self.datas[0],                                   period=self.p.period                                  )    self.ma2 = bt.indicators.SMA(self.datas[1],                                   period=self.p.period                                  )`
`...# Not yet ... we MIGHT BUY if ...if (self.ma1[0]-self.ma1[-1])/self.ma1[-1]>(self.ma2[0]-self.ma2[-1])/self.ma2[-1]:...`
`...# Already in the market ... we might sellif (self.ma1[0]-self.ma1[-1])/self.ma1[-1]<=(self.ma2[0]-self.ma2[-1])/self.ma2[-1]:...`
`def __init__(self):    ...    # Let's create the moving averages as before    ma1 = bt.ind.SMA(self.data0, period=self.p.period)    ma2 = bt.ind.SMA(self.data1, period=self.p.period)    # Use line delay notation (-x) to get a ref to the -1 point    ma1_pct = ma1 / ma1(-1) - 1.0  # ma1 percentage part    ma2_pct = ma2 / ma2(-1) - 1.0  # ma2 percentage part    self.buy_sig = ma1_pct > ma2_pct  # buy signal    self.sell_sig = ma1_pct <= ma2_pct  # sell signal`
`def next(self):    ...    # Not yet ... we MIGHT BUY if ...    if self.buy_sig:    ...    ...    # Already in the market ... we might sell    if self.sell_sig:    ...`
`def __init__(self):    ...    # Let's create the moving averages as before    ma1 = bt.ind.SMA(self.data0, period=self.p.period)    ma2 = bt.ind.SMA(self.data1, period=self.p.period)    ma1_pct = bt.ind.PctChange(ma1, period=1)  # ma1 percentage part    ma2_pct = bt.ind.PctChange(ma2, period=1)  # ma2 percentage part    self.buy_sig = ma1_pct > ma2_pct  # buy signal    self.sell_sig = ma1_pct <= ma2_pct  # sell signal`

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## Daniel Rodriguez

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