11 lines
400 B
Python
11 lines
400 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 makes
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a lower low for 2 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_low = data['Low'].shift(1) > data['Low']
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return (lower_low & lower_low.shift(1)).apply(lambda x: 'L' if x else 'N')
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