How to buy at close price (by default it only buys from open price)

[saetthakij]

How can I run a backtest by buying at close price (by default it only buys from open price)``

class wma(Strategy):

wma_window = 2
max_window = 10
ma_window = 10

# Do as much initial computation as possible
def init(self):
    self.wma = self.I(ta.WMA, pd.Series(self.data.Close), self.wma_window)
    self.max = self.I(ta.MAX, pd.Series(self.data.Close), self.max_window)
    self.ma = self.I(ta.MA, pd.Series(self.data.Close), self.ma_window)
    self.close =  self.I(close_price,pd.Series(self.data.Close))


def next(self):
    
    price = self.data.Close[-1]
    if crossover(self.data.Close, self.wma):
        self.position.close()
    elif crossover(self.wma, self.data.Close):
        self.buy()

bt = Backtest(df3, wma, cash=10_000, commission=.002)
stats = bt.run()
bt.plot()
print(stats)

[eervin123]

Take a look at the quick start user guide. @kernc lays out the following if you want to trade on close

[eervin123]

bt = Backtest(df3, wma, cash=10_000, commission=.002, trade_on_close=True)