In this recipe, you continue with the coding of the StrategyEMARegularOrder class. Here, you code the strategy_select_instruments_for_exit() method, a mandatory method enforced by the StrategyBase base class. This method is called by the AlgoBulls core engine for every new candle for backtesting, paper trading, and real trading services if there are any open positions.
Please refer to the flowchart in the introduction of this chapter to understand how the AlgoBulls core engine calls the strategy_select_instruments_for_exit() method during strategy execution.
Getting ready
Make sure you have followed the preceding recipe before starting this recipe.
How to do it…
Continue coding the StrategyEMARegularOrder class. We need to define a new method for selecting instruments from instruments_bucket for exiting an existing position based on the computation of the crossover value:
class StrategyEMARegularOrder...
