You could try a breakout signal. For example, if it's a 30-day high, use that as a buy/long signal, and if it's a 30-day low, use that as a sell/short signal. You can do this by storing the last 30 highs and lows and checking if the current price exceeds the high or falls below the low.
So this example doesn't work great, it's not representative of the strategy, just something you can play around with. I just slightly modified your example, you can see a few new lines added and some adjusted if statements.
Also, you could try using stop or limit orders instead of checking every day to see if your price goes out of certain bounds. Although, you will probably have to update the stop or limit orders, but just something to think about. See here: https://www.quantopian.com/help#ide-ordering
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