From 11c1e7f06b9d847ed98e66800857e75a9d34a17f Mon Sep 17 00:00:00 2001
From: moshferatu <moshferatu@moshferatu.dev>
Date: Tue, 12 Nov 2024 08:01:08 -0800
Subject: [PATCH] Add script for generating short-term lows strategy signals

---
 strategies/short_term_lows.py | 10 ++++++++++
 1 file changed, 10 insertions(+)
 create mode 100644 strategies/short_term_lows.py

diff --git a/strategies/short_term_lows.py b/strategies/short_term_lows.py
new file mode 100644
index 0000000..cad0b6f
--- /dev/null
+++ b/strategies/short_term_lows.py
@@ -0,0 +1,10 @@
+from pandas import DataFrame, Series
+
+def signals(data: DataFrame) -> Series:
+    """
+    Generate signals for entering a long trade when the market makes a 10-day low.
+
+    Returns a series with 'L' for long signals and 'N' otherwise.
+    """
+    ten_day_low = data['Low'] == data['Low'].rolling(window = 10, min_periods = 10).min()
+    return ten_day_low.apply(lambda x: 'L' if x else 'N')
\ No newline at end of file