From 8de56aae8e5d91faf32b17278ddb302f0b277bde Mon Sep 17 00:00:00 2001
From: moshferatu <moshferatu@moshferatu.dev>
Date: Thu, 31 Oct 2024 00:16:10 -0700
Subject: [PATCH] Add script for generating swing trading signals based on
 Lower Lows strategy

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

diff --git a/strategies/lower_lows.py b/strategies/lower_lows.py
new file mode 100644
index 0000000..75ff5cd
--- /dev/null
+++ b/strategies/lower_lows.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 makes 
+    a lower low for 2 consecutive days.
+
+    Returns a Series with 'L' for long signals and 'N' otherwise.
+    """
+    lower_low = data['Low'].shift(1) > data['Low']
+    return (lower_low & lower_low.shift(1)).apply(lambda x: 'L' if x else 'N')
\ No newline at end of file