Fixed so many IndexedSeries bugs...

cmd/ichimoku.go

@@ -0,0 +1,35 @@
+//go:build ignore
+
+package main
+
+import auto "github.com/fivemoreminix/autotrader"
+
+type IchimokuStrategy struct {
+	convPeriod, basePeriod, leadingPeriods int
+}
+
+func (s *IchimokuStrategy) Init(_ *auto.Trader) {
+}
+
+func (s *IchimokuStrategy) Next(t *auto.Trader) {
+	ichimoku := auto.Ichimoku(t.Data().Closes(), s.convPeriod, s.basePeriod, s.leadingPeriods)
+	time := t.Data().Date(-1)
+	// If the price crosses above the Conversion Line, buy.
+	if auto.CrossoverIndex(*time, t.Data().Closes(), ichimoku.Series("Conversion")) {
+		t.Buy(1000)
+	}
+	// If the price crosses below the Conversion Line, sell.
+	if auto.CrossoverIndex(*time, ichimoku.Series("Conversion"), t.Data().Closes()) {
+		t.Sell(1000)
+	}
+}
+
+func main() {
+	auto.Backtest(auto.NewTrader(auto.TraderConfig{
+		Broker:        auto.NewTestBroker(nil, nil, 10000, 50, 0.0002, 0),
+		Strategy:      &IchimokuStrategy{convPeriod: 9, basePeriod: 26, leadingPeriods: 52},
+		Symbol:        "EUR_USD",
+		Frequency:     "M15",
+		CandlesToKeep: 2500,
+	}))
+}