code: def next(self):
      price = self.data.Close[-1]
  
      # If we don't already have a position, and
      # if all conditions are satisfied, enter long.
      if (
          not self.position
          and self.daily_rsi[-1] > self.level
          and self.weekly_rsi[-1] > self.level
          and self.weekly_rsi[-1] > self.daily_rsi[-1]
          and self.ma10[-1]
          > self.ma20[-1]
          > self.ma50[-1]
          > self.ma100[-1]
          and price > self.ma10[-1]
      ):
          # Buy at market price on next open, but do
          # set 8% fixed stop loss.
          self.buy(sl=0.92 * price)
  
      # If the price closes 2% or more below 10-day MA
      # close the position, if any.
      elif price < 0.98 * self.ma10[-1]:
          self.position.close()
  
file_path: backtesting.py/doc/examples/Multiple Time Frames.py
imports: import pandas
  from backtesting import Strategy, Backtest
  from backtesting.lib import resample_apply
  from backtesting.test import GOOG
label_desc: Use image node_id 2 for calling the System obj's underlying member method code with example usage: obj.next() without return types