Generation

generate functionFri, 25 Nov 2022

Ema cross over stretgy

# Ema cross over strategy def ema_crossover(data, short_window = 12, long_window = 26): signals = pd.DataFrame(index = data.index) signals['signal'] = 0.0 signals['short_mva'] = data['Close'].rolling(window = short_window, min_periods = 1, center = False).mean() signals['long_mva'] = data['Close'].rolling(window = long_window, min_periods = 1, center = False).mean() signals['signal'][short_window:] = np.where(signals['short_mva'][short_window:] > signals['long_mva'][short_window:], 1.0, 0.0) signals['positions'] = signals['signal'].diff() return signals

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