Cross Spread

systematica.signals.cross_spread

run_cross_spread_nb

run_cross_spread_nb(
    model_output: numpy.ndarray,
    long_entries: float,
    long_exits: float,
    short_entries: float,
    short_exits: float,
    clean: bool = True,
) ‑> systematica.signals.base.Signals

Compute trading signals using a mixed crossover and spread strategy.

This function combines crossover-based signals with spread-based signals for enhanced signal generation.

Parameters:

Name	Type	Default	Description
model_output	ndarray	--	A 2D array representing model predictions.
long_entries	float	--	Values for detecting long entry conditions.
long_exits	float	--	Values for detecting long exit conditions.
short_entries	float	--	Values for detecting short entry conditions.
short_exits	float	--	Values for detecting short exit conditions.
clean	bool	to	True Clean signals. Defaults to True.

Returns:

Type	Description
Signals	A Signals object containing mixed strategy signals.