10 lines
380 B
Python
10 lines
380 B
Python
from pandas import DataFrame, Series
|
|
|
|
def signals(data: DataFrame) -> Series:
|
|
"""
|
|
Generate swing trading signals based the Large Moves (Down) strategy.
|
|
|
|
Returns a Series with 'L' for long signals and 'N' otherwise.
|
|
"""
|
|
percent_change = (data['Open'] - data['Close']) / data['Open']
|
|
return percent_change.apply(lambda change: 'L' if change >= 0.01 else 'N') |