mlstrategy.py

class MLStrategy(Strategy):
  n1=5
  n2=10

  def init(self):
    self.sma1 = self.I(SMA, self.data.Close, self.n1)
    self.sma2 = self.I(SMA, self.data.Close, self.n2)

  def next(self):
    if crossover(self.sma1, self.sma2) and self.data.target == 1:
      self.buy()
    elif crossover(self.sma2, self.sma1) and self.data.target == 0:
      self.position.close()