How to Create a Positive / Negative Crossover Signal

How to Create a Positive / Negative Crossover Signal

#region Namespaces
# ---------- DON'T REMOVE OR EDIT THESE LINES -------------------
# These lines are required for integrating Python with our .NET platform.
import clr
clr.AddReference("Tickblaze.Model")
import ScriptCode
from SignalAPI import *
from AssemblySignal_3000_ImportedScripts import *
# ---------------------------------------------------------------
#endregion

## <summary>
## Signal scripts are used for generating numeric buy/sell trading signals based on the price, volume and open interest of an underlying symbol. 
## Common use-cases include plotting them on a chart, displaying them as watchlist columns and using them to implement other scripts.
## </summary>
class MySignal(ScriptCode.SignalScriptBase): # NEVER CHANGE THE CLASS NAME
    #region Variables
    # Variables Content
    #endregion

    #region OnInitialize
    ## <summary>
    ## This function accepts the user parameters for the script and is called when a new signal instance is created. 
    ## One of the parameters accepted by it must be that of a symbol or another script that is
    ## based on a symbol (drawing, indicator, pattern or signal). This symbol will be used as the underlying symbol for the signal.
    ## 
    ## The parameter values can be specified from the user interface (UI) or from another script, depending on usage.
    ## </summary>
    ## --------------------------------------------------------------------------------------------------
    ##                                 INSTRUCTIONS - PLEASE READ CAREFULLY
    ## --------------------------------------------------------------------------------------------------
    ## YOU MUST SET A PARAM TAG FOR EACH PARAMETER ACCEPTED BY THIS FUNCTION.
    ## ALL PARAM TAGS SHOULD BE SET IN THE 'OnInitialize' REGION, RIGHT ABOVE THE 'OnInitialize' FUNCTION.
    ## THE ORDER OF THE TAGS MUST MATCH THE ORDER OF THE ACTUAL PARAMETERS.

    ## REQUIRED ATTRIBUTES:
    ## (1) name: The exact parameter name.
    ## (2) type: The type of data to collect from the user: 
    ## Set to "Integer" when the data type is 'int'
    ## Set to "IntegerArray" when the data type is 'int[]'
    ## Set to "DateTime" when the data type is 'long' (The 'long' data type can only be used for date/time representation)
    ## Set to "DateTimeArray" when the data type is 'long[]' (The 'long' data type can only be used for date/time representation)
    ## Set to "Boolean" when the data type is 'bool'
    ## Set to "BooleanArray" when the data type is 'bool[]'
    ## Set to "Double" when the data type is 'double'
    ## Set to "DoubleArray" when the data type is 'double[]'
    ## Set to "String" when the data type is 'string'
    ## Set to "StringArray" when the data type is 'string[]'
    ## Set to "Indicator" when the data type is 'Indicator'
    ## Set to "Pattern" when the data type is 'Pattern'
    ## Set to "Signal" when the data type is 'Signal'
    ## Set to "Drawing" when the data type is 'Drawing'
    ## Set to "Symbol" when the data type is 'int' representing a symbol index.

    ## OPTIONAL ATTRIBUTES:
    ## (3) default: The default parameter value is only valid when the type is Integer, Boolean, Double, String or an API Type. 
    ## (4) min: The minimum parameter value is only valid when the type is Integer or Double.
    ## (5) max: The maximum parameter value is only valid when the type is Integer or Double.

    ## EXAMPLE: <param name="" type="" default="" min="" max="">Enter the parameter description here.</param> 
    ## --------------------------------------------------------------------------------------------------
	## <param name="analyzedIndicator" type="Indicator" default="">The indicator to analyze for crossovers.</param>    
    def OnInitialize(self,analyzedIndicator):
        # Create a variable to hold the provided indicator.
        self._analyzedIndicator = analyzedIndicator
    #endregion

    #region OnBarUpdate
    ## <summary>
    ## This function is called to calculate the signal for the latest bar.
    ## </summary>
    ## <returns type="Double">A trading signal ranging from -100 (strong sell) to 100 (strong buy) for the latest bar.</returns>
    def OnBarUpdate(self):
        # Check for a negative crossover and return -100 if found.
        if self._analyzedIndicator[0] < 0 and self._analyzedIndicator[1] >= 0:
            return -100
        # Check for a positive crossover and return 100 if found.
        elif self._analyzedIndicator[0] > 0 and self._analyzedIndicator[1] <= 0:
            return 100
        # No crossover found, return 0
        else:
            return 0
    #endregion