package main import ( "log" auto "github.com/fivemoreminix/autotrader" ) type SMAStrategy struct { period1, period2 int } func (s *SMAStrategy) Init(_ *auto.Trader) { } func (s *SMAStrategy) Next(t *auto.Trader) { sma1 := t.Data().Closes().Rolling(s.period1).Mean() sma2 := t.Data().Closes().Rolling(s.period2).Mean() log.Println(t.Data().Close(-1) - sma1.Float(-1)) // If the shorter SMA crosses above the longer SMA, buy. if crossover(sma1, sma2) { t.Buy(1000) } else if crossover(sma2, sma1) { t.Sell(1000) } } // crossover returns true if s1 crosses above s2 at the latest float. func crossover(s1, s2 auto.Series) bool { return s1.Float(-1) > s2.Float(-1) && s1.Float(-2) <= s2.Float(-2) } func main() { data, err := auto.EURUSD() if err != nil { panic(err) } auto.Backtest(auto.NewTrader(auto.TraderConfig{ Broker: auto.NewTestBroker(nil, data, 10000, 50, 0.0002, 0), Strategy: &SMAStrategy{period1: 20, period2: 40}, Symbol: "EUR_USD", Frequency: "D", CandlesToKeep: 1000, })) }