Add script for generating down days in a row trading signals

strategies/down_days_in_a_row.py

@@ -0,0 +1,11 @@
+from pandas import DataFrame, Series
+
+def signals(data: DataFrame) -> Series:
+    """
+    Generate signals for entering a long trade when the market's 
+    close price is lower for 3 consecutive days.
+
+    Returns a Series with 'L' for long signals and 'N' otherwise.
+    """
+    lower_close = data['Close'] < data['Close'].shift(1)
+    return (lower_close & lower_close.shift(1) & lower_close.shift(2)).apply(lambda x: 'L' if x else 'N')