ema_cross_class.py

class EmaCross(Strategy):
    # Define the two EMA lags as *class variables*
    # for later optimization
    n1 = 5
    n2 = 10
    
    def init(self):
        # Precompute two moving averages
        self.ema1 = self.I(EMA, self.data.Close, self.n1)
        self.ema2 = self.I(EMA, self.data.Close, self.n2)
    
    def next(self):       
        # If ema1 crosses above ema2, buy the asset
        if crossover(self.ema1, self.ema2):
            self.buy()

        # Else, if ema1 crosses below ema2, sell it
        elif crossover(self.ema2, self.ema1):
            self.position.close()