Created
October 11, 2023 17:12
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| # Create a simple 4-day moving average | |
| data['sma'] = data['Close'].rolling(4).mean() | |
| # Create the strategy signal | |
| data['signal'] = np.where(data['Close']>data['sma'],1.0,-1.0) | |
| # Create the leverage column | |
| data['dc_leverage'] = 0.0 | |
| # Create the next state column | |
| data['dc_next_state'] = 0.0 |
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