10 lines
359 B
Python
10 lines
359 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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Calculate the Internal Bar Strength (IBS) signal.
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Returns a Series with 'L' for long signals and 'N' otherwise.
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"""
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ibs_series = (data['Close'] - data['Low']) / (data['High'] - data['Low'])
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return ibs_series.apply(lambda ibs: 'L' if ibs < 0.2 else 'N')
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