Threshold-crossing events (ta.xsignals)

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Convert input signal threshold crossings into trend, entry, and exit events.

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Run this example

This complete script uses bundled data. It observes the selected output without placing trades.

import numpy as np
from openbacktesting import Backtest, Strategy
from openbacktesting.test import GOOG

data = GOOG.copy()
data["signal"] = data.Close.pct_change() * 100

class Example(Strategy):
    def init(self):
        self.value = self.ta.xsignals(inputs={'signal': 'signal'})
        self.latest_value = None

    def next(self):
        channel = self.value.trend
        if channel.valid[-1]:
            self.latest_value = float(channel[-1])

result = Backtest(data, Example).run()
print(result["_strategy"].latest_value)

Example inputs: signal is the percentage change in close.

Call and parameters

self.ta.xsignals(
    source=None,
    *,
    xa=0,
    xb=0,
    above=True,
    long=True,
    asbool=False,
    trade_offset=0,
    inputs=None,
    backend=None,
    required_outputs=None,
)

Register in init(). Read the returned channel in next() after checking valid[-1].

Parameter	Meaning	Type	Default	Allowed values
xa	Entry threshold in the input signal units.	int	0	No additional constraints
xb	Exit threshold in the input signal units.	int	0	No additional constraints
above	Use upward entry-threshold crossings; False uses downward crossings.	bool	True	No additional constraints
long	Track long instead of short signal state.	bool	True	No additional constraints
asbool	Return boolean signal channels instead of numeric flags.	bool	False	No additional constraints
trade_offset	Nonnegative bar shift of entry/exit signal series.	int	0	Minimum: 0

source/named source arguments accept a column name or same-run single-channel handle. Alternatively, inputs maps each input below to a column or handle. backend selects a supported implementation; required_outputs selects channels for readiness diagnostics. See shared arguments and handles.

Inputs and outputs

Required inputs: signal.

Channel	Meaning
trend	Trend output
trades	Signed change in trend state
entries	Entry signal
exits	Exit signal

Reading values safely

Insufficient history or missing inputs can make a channel invalid. Check that channel's valid mask; ready is diagnostic and never suppresses next(). Multi-output results may have different valid channels on the same bar.

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