22 lines
759 B
Python
22 lines
759 B
Python
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import pandas as pd
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def signals(data: pd.DataFrame) -> pd.Series:
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"""
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Calculate swing trading signals based on Internal Bar Strength Band strategy.
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Returns a Series with 'L' for long signals and 'N' otherwise.
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"""
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ma_200 = data['Close'].rolling(window = 200).mean()
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rolling_high_minus_low = (data['High'] - data['Low']).rolling(window = 25).mean()
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rolling_high = data['High'].rolling(window = 10).max()
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lower_band = rolling_high - 2.5 * rolling_high_minus_low
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ibs = (data['Close'] - data['Low']) / (data['High'] - data['Low'])
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signals = (
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(data['Close'] > ma_200) &
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(data['Close'] < lower_band) &
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(ibs < 0.3)
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).apply(lambda condition: 'L' if condition else 'N')
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return signals
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