class TestStrategy(Strategy):
    short_sma_period = 5
    short_close_period = 5
        
    def init(self):
        self.SMA = self.I(talib.SMA, pd.Series(self.data.Close), self.short_sma_period)
        self.CLOSE_SMA = self.I(talib.SMA, pd.Series(self.data.Close), self.short_close_period)
                
    def next(self):
        if crossover(self.data.Close, self.SMA):
            self.buy()
        if self.position and crossover(self.CLOSE_SMA, self.data.Close):
            self.position.close()
#### Define your optimization variables here#####

def main():
    
    #do the initial stuff
    (days_back, period, information) = get_initial_variables()
    forex_data = get_forex_data(days_back=days_back, period=period)

    bt = Backtest(forex_data, TestStrategy, cash=10000, commission=.000)
    stats, heatmap = bt.optimize(short_sma_period=range(10,200),short_close_period=range(10,200),return_heatmap=True)

    print (stats, heatmap)


if __name__ == "__main__":
    main()