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Fixed signal logic bugs: changed if to elif for mutually exclusive signals, added RSI_SELL_MIN condition, fixed crossover boundary checks

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Justin Oros
2026-02-04 10:22:07 -07:00
parent efdbcd0899
commit 0a943754a3
1 changed files with 16 additions and 14 deletions
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alpaca_trader/engine.py
+16 -14
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@@ -441,21 +441,23 @@ def advanced_signal_generator(symbol):
for i in range(1, CROSSOVER_LOOKBACK + 1): for i in range(1, CROSSOVER_LOOKBACK + 1):
bar_index = current_bar_index - i bar_index = current_bar_index - i
if short_ma_series.iloc[-i-1] <= long_ma_series.iloc[-i-1] and short_ma_series.iloc[-i] > long_ma_series.iloc[-i]: if bar_index >= 1 and (i + 1) < len(short_ma_series):
if bar_index > signal_state.last_bullish_crossover_bar: if short_ma_series.iloc[-i-1] <= long_ma_series.iloc[-i-1] and short_ma_series.iloc[-i] > long_ma_series.iloc[-i]:
bullish_crossover = True if bar_index > signal_state.last_bullish_crossover_bar:
signal_state.last_bullish_crossover_bar = bar_index bullish_crossover = True
debug_print(f"Bullish crossover detected {i} bars ago") signal_state.last_bullish_crossover_bar = bar_index
break debug_print(f"Bullish crossover detected {i} bars ago")
break
for i in range(1, CROSSOVER_LOOKBACK + 1): for i in range(1, CROSSOVER_LOOKBACK + 1):
bar_index = current_bar_index - i bar_index = current_bar_index - i
if short_ma_series.iloc[-i-1] >= long_ma_series.iloc[-i-1] and short_ma_series.iloc[-i] < long_ma_series.iloc[-i]: if bar_index >= 1 and (i + 1) < len(short_ma_series):
if bar_index > signal_state.last_bearish_crossover_bar: if short_ma_series.iloc[-i-1] >= long_ma_series.iloc[-i-1] and short_ma_series.iloc[-i] < long_ma_series.iloc[-i]:
bearish_crossover = True if bar_index > signal_state.last_bearish_crossover_bar:
signal_state.last_bearish_crossover_bar = bar_index bearish_crossover = True
debug_print(f"Bearish crossover detected {i} bars ago") signal_state.last_bearish_crossover_bar = bar_index
break debug_print(f"Bearish crossover detected {i} bars ago")
break
rsi_val = rsi(closes, 14).iloc[-1] rsi_val = rsi(closes, 14).iloc[-1]
adx_val = adx(highs, lows, closes).iloc[-1] adx_val = adx(highs, lows, closes).iloc[-1]
@@ -500,7 +502,7 @@ def advanced_signal_generator(symbol):
position_type = "long" position_type = "long"
debug_print(f"BUY signal: strength={strength:.2f}, stop=${stop:.2f}") debug_print(f"BUY signal: strength={strength:.2f}, stop=${stop:.2f}")
if short_ma < long_ma and rsi_val < RSI_SELL_MAX: elif short_ma < long_ma and rsi_val > RSI_SELL_MIN and rsi_val < RSI_SELL_MAX:
if REQUIRE_MA_CROSSOVER and not bearish_crossover: if REQUIRE_MA_CROSSOVER and not bearish_crossover:
debug_print("Bearish signal rejected: no recent crossover") debug_print("Bearish signal rejected: no recent crossover")
elif REQUIRE_CANDLE_PATTERN and not bearish_pattern: elif REQUIRE_CANDLE_PATTERN and not bearish_pattern:
@@ -525,7 +527,7 @@ def advanced_signal_generator(symbol):
position_type = "long" position_type = "long"
debug_print(f"Range BUY signal: strength={strength:.2f}, stop=${stop:.2f}") debug_print(f"Range BUY signal: strength={strength:.2f}, stop=${stop:.2f}")
if current_price >= upper.iloc[-1] and rsi_val > RSI_RANGE_OVERBOUGHT: elif current_price >= upper.iloc[-1] and rsi_val > RSI_RANGE_OVERBOUGHT:
if REQUIRE_CANDLE_PATTERN and not bearish_pattern: if REQUIRE_CANDLE_PATTERN and not bearish_pattern:
debug_print("Range sell rejected: candle pattern required") debug_print("Range sell rejected: candle pattern required")
else: else: