From 89029dd7a582f0592f93bd38f37efdfabb9c2d82 Mon Sep 17 00:00:00 2001
From: moshferatu <moshferatu@moshferatu.dev>
Date: Thu, 31 Oct 2024 09:37:49 -0700
Subject: [PATCH] Add script for generating down days in a row trading signals

---
 strategies/down_days_in_a_row.py | 11 +++++++++++
 1 file changed, 11 insertions(+)
 create mode 100644 strategies/down_days_in_a_row.py

diff --git a/strategies/down_days_in_a_row.py b/strategies/down_days_in_a_row.py
new file mode 100644
index 0000000..566c705
--- /dev/null
+++ b/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')