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refactor: update entry conditions in ATR EMA scanners for better precision

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Bobby (aider) 2025-02-08 21:59:06 -08:00
parent 1b852b2d8d
commit a9d380897a
2 changed files with 18 additions and 8 deletions
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13
src/screener/t_atr_ema.py
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@ -38,11 +38,16 @@ def check_entry_signal(df: pd.DataFrame) -> list:
lower_band = results['lower_band'].iloc[i]
prev_lower_band = results['lower_band'].iloc[i-1]
# Entry conditions
# Entry conditions:
# 1. Previous close was below the lower band
# 2. Current close is at or above the lower band
# 3. Price is moving up (current close > previous close)
# 4. Price is still below EMA (maintaining downtrend context)
entry_signal = (
current['close'] < ema and
previous['close'] <= prev_lower_band and
current['close'] > previous['close']
previous['close'] < prev_lower_band and
current['close'] >= lower_band and
current['close'] > previous['close'] and
current['close'] < ema
)
if entry_signal:

13
src/screener/t_atr_ema_v2.py
View File

@ -38,11 +38,16 @@ def check_entry_signal(df: pd.DataFrame) -> list:
lower_band = results['lower_band'].iloc[i]
prev_lower_band = results['lower_band'].iloc[i-1]
# Entry conditions from Pine script:
# Entry conditions:
# 1. Previous close was below the lower band
# 2. Current close is at or above the lower band
# 3. Price is moving up (current close > previous close)
# 4. Price is still below EMA (maintaining downtrend context)
entry_signal = (
current['close'] < ema and
previous['close'] <= prev_lower_band and
current['close'] > previous['close']
previous['close'] < prev_lower_band and
current['close'] >= lower_band and
current['close'] > previous['close'] and
current['close'] < ema
)
if entry_signal: