12 lines
439 B
Python
12 lines
439 B
Python
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from pandas import DataFrame, Series
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def signals(data: DataFrame) -> Series:
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"""
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Generate signals for entering a long trade when the market's
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close price is lower for 3 consecutive days.
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Returns a Series with 'L' for long signals and 'N' otherwise.
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"""
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lower_close = data['Close'] < data['Close'].shift(1)
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return (lower_close & lower_close.shift(1) & lower_close.shift(2)).apply(lambda x: 'L' if x else 'N')
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