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backtesting.lib combing barssince and cross? #1259
Description
Currently in the documentation, it says barssince can be used like this:
def barssince
(
condition, default=inf)
Return the number of bars since condition sequence was last True, or if never, return default.
>>> barssince(self.data.Close > self.data.Open)
3
I have tried to use 2 versions of this
One:
if barrsince(self.data.EMA_9 > self.data.EMA_50) > 1
This works but the algo will re-enter a long position even if the bars crossed many bars ago which is something I don't want.
if barrsince(self.data.EMA_9 > self.data.EMA_50) < 5
Something I'm trying to mitigate the issue from the first example.
barssince(cross(self.data.EMA_9 > self.data.EMA_50)) > 1
This code doesn't work because I get the following error:
barssince(condition, default)
def barssince(condition: Sequence[bool], default=np.inf) -> int:
"""
Return the number of bars since `condition` sequence was last `True`,
or if never, return `default`.
(...)
3
[ """
---> return next(compress(range(len(condition)), reversed(condition)), default)
TypeError: object of type 'numpy.bool_' has no len()
Is it possible to combine barrsince with cross?
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