My current dataframe looks like this:
midprice ema12 ema26 difference
0 0.002990 0.002990 0.002990 0.000000e+00
1 0.002990 0.002990 0.002990 4.227920e-08
2 0.003018 0.002994 0.002992 2.295777e-06
3 0.003025 0.002999 0.002994 4.579221e-06
4 0.003067 0.003009 0.003000 9.708765e-06
5 0.003112 0.003025 0.003008 1.718520e-05
What I tried is the following:
df.loc[:, 'action'] = np.select(condlist=[df.difference[0] < df.difference[-1] < df.difference[-2], df.ema12 < df.ema26 ], choicelist=['buy', 'sell'], default='do nothing')
So update the column action
with buy
if three times in a row the values of the column difference
is smaller than it's previous value. Any idea on how to proceed? Thanks!
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