diff --git a/alpaca_trader/engine.py b/alpaca_trader/engine.py index 4067d26..7e147e0 100644 --- a/alpaca_trader/engine.py +++ b/alpaca_trader/engine.py @@ -1639,6 +1639,7 @@ def main(): signal_rsi = 0 signal_adx = 0 signal_ma_spread = 0 + regime = 'unknown' if bars_for_signal is not None and len(bars_for_signal) >= LONG_WINDOW: closes = bars_for_signal['close'] highs = bars_for_signal['high'] @@ -1652,6 +1653,7 @@ def main(): short_ma = sma(closes, SHORT_WINDOW).iloc[-1] long_ma = sma(closes, LONG_WINDOW).iloc[-1] signal_ma_spread = short_ma - long_ma + regime = detect_market_regime(bars_for_signal, ADX_THRESHOLD) if trades_today >= MAX_TRADES_PER_DAY: if signal in ['buy', 'sell'] and strength > 0: