I want write an algo using the SMA-short crosses over the SMA-long. Simply using the SMA-short > SMA-long is not enough. I have to check if the SMA-short of yesterday < SMA-long and the SMA-short of today > SMA-long.
Surely I could use the talib.SMA to do this. But I want using the built-in factor of 'SimpleMovingAverage', since using pipeline is much faster.
Has someone idea?
Cheers
Thomas