def generate_signals(data):
short_window = 14
long_window = 28
high_low = data["high"] - data["low"]
high_close = abs(data["high"] - data["close"].shift(1))
low_close = abs(data["low"] - data["close"].shift(1))
true_range = high_low.to_frame().join(high_close.to_frame()).join(low_close.to_frame()).max(axis=1)
data["atr"] = true_range.rolling(window=14, min_periods=1).mean()
data["middle_line"] = data["close"].ewm(span=20, adjust=False).mean()
data["upper_band"] = data["middle_line"] + (2 * data["atr"])
data["lower_band"] = data["middle_line"] - (2 * data["atr"])
data["signal"] = 0
data.loc[data["close"] > data["upper_band"], "signal"] = 1
data.loc[data["close"] < data["lower_band"], "signal"] = -1
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