rustalib::indicators::short_term

Function mean_reversion_signals

Source 
pub fn mean_reversion_signals(
    df: &DataFrame,
    _trend_period: usize,
    _oversold_threshold: f64,
) -> Result<Series, PolarsError>
Expand description

Generate mean reversion signals based on oversold/overbought conditions

ยงArguments

  • df - DataFrame with OHLC data
  • trend_period - Period for trend identification
  • oversold_threshold - Threshold to identify oversold conditions