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@ypochien
Created March 13, 2017 02:57
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import pandas as pd
def calc(*_ohlcv):
data = dict(list(zip(['open','high','low','close','volume'],_ohlcv)))
ohlc = pd.DataFrame(data)
stratData = pd.DataFrame(index=ohlc.index)
stratData['cc'] = 100*ohlc['close'].pct_change()
stratData['co'] = 100*(ohlc['open']/ohlc['close'].shift(1)-1)
idx = (stratData['cc']<-0.25).shift(1) & (stratData['co'] < -0.1)
idx[0] = False
stratData['goLong'] = idx
return [int(elem) for elem in stratData['goLong']]
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