def initialize(context):
attach_pipeline(make_pipeline(), 'my_pipeline')
def make_pipeline():
# Yesterday's close price
yesterday_close = USEquityPricing.close.latest
sma_5 = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=5)
sma_6 = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=6)
sma_200 = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=200)
sma_201 = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=201)
# Creates the SMA values for yesterday
p_sma_5 = ((sma_6*6)-yesterday_close)/5
p_sma_200 = ((sma_201*201)-yesterday_close)/200
pipe = Pipeline(
screen = (sma_200>sma_5) & (p_sma_5>p_sma_200) ,
columns = {
'close': yesterday_close,
}
)
return pipe```