10-bars-since.py

import datetime
import pandas_ta as ta
import pandas as pd
from backtesting import Backtest
from backtesting import Strategy
from backtesting.lib import crossover, barssince
from backtesting.test import GOOG


class RsiOscillator(Strategy):
    upper_bound = 70
    lower_bound = 30
    rsi_window = 14

    # All initial calculations
    def init(self):
        self.daily_rsi = self.I(ta.rsiI, pd.Series(self.data.Close), self.rsi_window)

    def next(self):

        price = self.data.Close[-1]

        if self.daily_rsi[-1] > self.upper_bound and
            barssince(self.daily_rsi < self.upper_bound == 3):
            self.position.close()

        elif crossover(self.lower_bound, self.daily_rsi):
            self.buy()



bt = Backtest(GOOG, RsiOscillator, cash=10_000, commission=.002)
stats = bt.run()

print(stats['_trades'].to_string())