justin/alpaca-trader
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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 committed 2026-02-04 10:22:07 -07:00
1 parent efdbcd0899
commit 0a943754a3
1 file changed
+4 -2
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alpaca_trader/engine.py
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@@ -441,6 +441,7 @@ def advanced_signal_generator(symbol):
for i in range(1, CROSSOVER_LOOKBACK + 1):
bar_index = current_bar_index - i
if bar_index >= 1 and (i + 1) < len(short_ma_series):
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 > signal_state.last_bullish_crossover_bar:
bullish_crossover = True
@@ -450,6 +451,7 @@ def advanced_signal_generator(symbol):
for i in range(1, CROSSOVER_LOOKBACK + 1):
bar_index = current_bar_index - i
if bar_index >= 1 and (i + 1) < len(short_ma_series):
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 > signal_state.last_bearish_crossover_bar:
bearish_crossover = True
@@ -500,7 +502,7 @@ def advanced_signal_generator(symbol):
position_type = "long"
debug_print(f"BUY signal: strength={strength:.2f}, stop=${stop:.2f}")
if short_ma < long_ma and rsi_val < RSI_SELL_MAX:
elif short_ma < long_ma and rsi_val > RSI_SELL_MIN and rsi_val < RSI_SELL_MAX:
if REQUIRE_MA_CROSSOVER and not bearish_crossover:
debug_print("Bearish signal rejected: no recent crossover")
elif REQUIRE_CANDLE_PATTERN and not bearish_pattern:
@@ -525,7 +527,7 @@ def advanced_signal_generator(symbol):
position_type = "long"
debug_print(f"Range BUY signal: strength={strength:.2f}, stop=${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:
debug_print("Range sell rejected: candle pattern required")
else: