A single trade wipes out all the cash about backtesting.py HOT 4 OPEN

I suspect the error is in the following lines of code, specifically your indexes:

    if self.macd[0] > 0 and self.macd[1] > 0 and crossover(self.ema_fast, self.ema_slow):
        self.sell()
    elif self.macd[0] < 0 and self.macd[1] < 0 and crossover(self.ema_slow, self.ema_fast):
        self.buy(size=self.order_size, limit=None, stop=None)

An index of -1 denotes the current candle, so by setting an index of 0 and 1 you are trying to ``look forward''.

from backtesting.py.

Thanks for your reply. Initially I thought you were right, but then I've checked better: self.macd[0] and self.macd[1] refer to the first two values in the MACD indicator, the MACD line and the signal line. It's correct what I copied. Indeed, if I need the current candle I use self.data.Close[-1].
Anyway, even if I replace [0] and [1] with [-1] and [-2] nothing really changes, there is still 1 trade that wipes all the cash out:

from backtesting.py.

i believe thats still an index problem for example using your original code with index 0 and 1 i get (low # trades with and maybe too long of a trade):

but when i use -1 and 0 i get this (more trades):

like this:

 if self.macd[-1] > 0 and self.macd[0] > 0 and crossover(self.ema_fast, self.ema_slow):
            self.sell()
 elif self.macd[-1] < 0 and self.macd[0] < 0 and crossover(self.ema_slow, self.ema_fast):
            self.buy(size=self.order_size, limit=None, stop=None)

from backtesting.py.