def signal_function(px, params):
"""
The main trading logic goes here, called by generate_signals above
"""
ind2 = ema(px, params['SMA_period_short'])
ind3 = ema(px, params['SMA_period_long'])
if ind2 - ind3 > 0:
return -1
elif ind2 - ind3 < 0:
return 1
else:
return 0
def signal_function(px, params):
"""
The main trading logic goes here, called by generate_signals above
"""
upper, mid, lower = bollinger_band(px, params['BBands_period'])
ind2 = ema(px, params['SMA_period_short'])
ind3 = ema(px, params['SMA_period_long'])
last_px = px[-1]
dist_to_upper = 100 * (upper - last_px) / (upper - lower)
if dist_to_upper > 95:
return -1
elif dist_to_upper < 5:
return 1
elif dist_to_upper > 40 and dist_to_upper < 60 and ind2 - ind3 < 0:
return -1
elif dist_to_upper > 40 and dist_to_upper < 60 and ind2 - ind3 > 0:
return 1
else:
return 0
