diff --git a/strategies/two_period_rsi.py b/strategies/two_period_rsi.py index 34ff725..5771082 100644 --- a/strategies/two_period_rsi.py +++ b/strategies/two_period_rsi.py @@ -5,8 +5,9 @@ from indicators import rsi, sma def two_period_rsi(data: DataFrame) -> Series: """ - Calculate signals based on the 200-period MA and 2-period RSI. - Returns a Series with 'Long' for signals and 'None' otherwise, without modifying the original DataFrame. + Calculate signals based on the 2-Period RSI strategy. + + Returns a Series with 'L' for long signals and 'N' otherwise. """ ma_200 = sma(data, period = 200) rsi_2 = rsi(data, period = 2)