Trigger Point of Moving average crossover

Question

I am trying to define the trigger point when wt1(Moving average 1) crosses over wt2(moving average 2) and add it to the column ['side'].

So basically add 1 to side at the moment wt1 crosses above wt2.

This is the current code I am using but doesn't seem to be working.

for i in range(len(df)):
    if df.wt1.iloc[i] > df.wt2.iloc[i] and df.wt1.iloc[i-1] < df.wt2.iloc[i-1]:
        df.side.iloc[1]

If I do the following:

long_signals = (df.wt1 > df.wt2)

df.loc[long_signals, 'side'] = 1

it return the value of 1 the entire time wt1 is above wt2, which is not what i am trying to do.

Expected outcome is when wt1 crosses above wt2 side should be labeled as 1.

Help would be appreciated!

Can you provide some sample data and your expected output please? — sophocles, Jan 14 '22 at 16:16
btw when somebody suggests you post some data they do not mean a picture of it; pls see [asking good Pandas questions](https://stackoverflow.com/questions/20109391/how-to-make-good-reproducible-pandas-examples) — piterbarg, Jan 14 '22 at 20:33

piterbarg · Answer 1 · 2022-01-14T20:50:38.787

Use shift in your condition:

long_signals =    (df.wt1 > df.wt2) & (df.wt1.shift() <= df.wt2.shift())
df.loc[long_signals, 'side'] = 1
df

if you do not like NaNs in 'side', use df.fillna(0) at the end

Your first piece of code also works with the following small modification

for i in range(len(df)):
    if df.wt1.iloc[i] > df.wt2.iloc[i] and df.wt1.iloc[i-1] <= df.wt2.iloc[i-1]:
        df.loc[i,'side'] = 1

1 Answers1