Need guidance for different entry and exit rules

[andreas-vester]

I am looking for some guidance as to how to implement the following strategy:

Enter long:

• Close > SMA(200)
• SMA(200) from today > SMA(200) from yesterday (rising SMA(200))
• SMA(10) > SMA(50)

Exit long:

• SMA(10) < SMA(50)

Enter Short:

• Close < SMA(200)
• SMA(200) from today < SMA(200) from yesterday (falling SMA(200))
• SMA(10) < SMA(50)

Exit Short:

• SMA(10) > SMA(50)

I am wondering if I should create a pd.DataFrame with signals (+1, 0, -1) and use Portfolio.from_signals or if I should use Portfolio.from_orders_func? If using the latter, I am not really sure where to start.

A hint regarding the most suitable direction would be appreciated. - Thanks.