def check_for_signal():

    global position
    atr_stop_loss = max(0.5,round(ATR(ohlc,120)["ATR"][len(ATR(ohlc,120)["ATR"]) - 1],0))
    atr_stop_loss *= 5

    if position == "None" and price <= renko_df["MA"].iloc[-1] + atr_stop_loss and price >= renko_df["MA"].iloc[-1] - atr_stop_loss:

        if float(renko_df["high"].iloc[-1]) > float(renko_df["MA"].iloc[-1]) and float(renko_df["low"].iloc[-1]) > float(renko_df["MA"].iloc[-1]):
            order = client.futures_create_order(
                symbol='BTCUSDT',
                side=Client.SIDE_BUY,
                type=Client.ORDER_TYPE_MARKET,
                quantity=quantity)

            print(f"BUY MARKET {quantity}")

            order_stop_loss = client.futures_create_order(
                symbol='BTCUSDT',
                side=Client.SIDE_SELL,
                type="STOP_MARKET",
                quantity=quantity,
                stopPrice="{:.2f}".format(float(renko_df["MA"].iloc[-1]) - atr_stop_loss)
            )
            stop_loss = "{:.2f}".format(float(renko_df["MA"].iloc[-1]) - atr_stop_loss)
            print(f"STOP LOSS {stop_loss}")

            position = "Long"

        if float(renko_df["high"].iloc[-1]) < float(renko_df["MA"].iloc[-1]) and float(renko_df["low"].iloc[-1]) < float(renko_df["MA"].iloc[-1]):
            order = client.futures_create_order(
                symbol='BTCUSDT',
                side=Client.SIDE_SELL,
                type=Client.ORDER_TYPE_MARKET,
                quantity=quantity)

            print(f"SELL MARKET {quantity}")

            order_stop_loss = client.futures_create_order(
                symbol='BTCUSDT',
                side=Client.SIDE_BUY,
                type="STOP_MARKET",
                quantity=quantity,
                stopPrice="{:.2f}".format(float(renko_df["MA"].iloc[-1]) + atr_stop_loss)
            )
            stop_loss = "{:.2f}".format(float(renko_df["MA"].iloc[-1]) + atr_stop_loss)
            print(f"STOP LOSS {stop_loss}")

            position = "Short"

    if position == "Long" and float(renko_df["high"].iloc[-1]) < float(renko_df["MA"].iloc[-1]) and float(renko_df["low"].iloc[-1]) < float(renko_df["MA"].iloc[-1]):

        client.futures_cancel_all_open_orders(symbol="BTCUSDT")
        print("CANCEL ALL ORDERS")

        order = client.futures_create_order(
            symbol='BTCUSDT',
            side=Client.SIDE_SELL,
            type=Client.ORDER_TYPE_MARKET,
            quantity=quantity * 2)

        print(f"CLOSE LONG {quantity}")
        print(f"SELL MARKET {quantity}")

        order_stop_loss = client.futures_create_order(
            symbol='BTCUSDT',
            side=Client.SIDE_BUY,
            type="STOP_MARKET",
            quantity=quantity,
            stopPrice="{:.2f}".format(float(renko_df["MA"].iloc[-1]) + atr_stop_loss)
        )
        stop_loss = "{:.2f}".format(float(renko_df["MA"].iloc[-1]) + atr_stop_loss)
        print(f"STOP LOSS {stop_loss}")

        position = "Short"

    if position == "Short" and float(renko_df["high"].iloc[-1]) > float(renko_df["MA"].iloc[-1]) and float(renko_df["low"].iloc[-1]) > float(renko_df["MA"].iloc[-1]):

        client.futures_cancel_all_open_orders(symbol="BTCUSDT")

        print("CANCEL ALL ORDERS")

        order = client.futures_create_order(
            symbol='BTCUSDT',
            side=Client.SIDE_BUY,
            type=Client.ORDER_TYPE_MARKET,
            quantity=quantity * 2)

        print(f"CLOSE SHORT {quantity}")
        print(f"BUY MARKET {quantity}")

        order_stop_loss = client.futures_create_order(
            symbol='BTCUSDT',
            side=Client.SIDE_SELL,
            type="STOP_MARKET",
            quantity=quantity,
            stopPrice="{:.2f}".format(float(renko_df["MA"].iloc[-1]) - atr_stop_loss)
        )
        stop_loss = "{:.2f}".format(float(renko_df["MA"].iloc[-1]) - atr_stop_loss)
        print(f"STOP LOSS {stop_loss}")

        position = "Long"