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@shashankvemuri
Last active February 3, 2023 23:32
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Minervini Conditions
# Checking Minervini conditions of top 30% of stocks in given list
rs_stocks = rs_df['Ticker']
for stock in rs_stocks:
try:
df = pd.read_csv(f'{stock}.csv', index_col=0)
sma = [50, 150, 200]
for x in sma:
df["SMA_"+str(x)] = round(df['Adj Close'].rolling(window=x).mean(), 2)
# Storing required values
currentClose = df["Adj Close"][-1]
moving_average_50 = df["SMA_50"][-1]
moving_average_150 = df["SMA_150"][-1]
moving_average_200 = df["SMA_200"][-1]
low_of_52week = round(min(df["Low"][-260:]), 2)
high_of_52week = round(max(df["High"][-260:]), 2)
RS_Rating = round(rs_df[rs_df['Ticker']==stock].RS_Rating.tolist()[0])
try:
moving_average_200_20 = df["SMA_200"][-20]
except Exception:
moving_average_200_20 = 0
# Condition 1: Current Price > 150 SMA and > 200 SMA
condition_1 = currentClose > moving_average_150 > moving_average_200
# Condition 2: 150 SMA and > 200 SMA
condition_2 = moving_average_150 > moving_average_200
# Condition 3: 200 SMA trending up for at least 1 month
condition_3 = moving_average_200 > moving_average_200_20
# Condition 4: 50 SMA> 150 SMA and 50 SMA> 200 SMA
condition_4 = moving_average_50 > moving_average_150 > moving_average_200
# Condition 5: Current Price > 50 SMA
condition_5 = currentClose > moving_average_50
# Condition 6: Current Price is at least 30% above 52 week low
condition_6 = currentClose >= (1.3*low_of_52week)
# Condition 7: Current Price is within 25% of 52 week high
condition_7 = currentClose >= (.75*high_of_52week)
# If all conditions above are true, add stock to exportList
if(condition_1 and condition_2 and condition_3 and condition_4 and condition_5 and condition_6 and condition_7):
exportList = exportList.append({'Stock': stock, "RS_Rating": RS_Rating ,"50 Day MA": moving_average_50, "150 Day Ma": moving_average_150, "200 Day MA": moving_average_200, "52 Week Low": low_of_52week, "52 week High": high_of_52week}, ignore_index=True)
print (stock + " made the Minervini requirements")
except Exception as e:
print (e)
print(f"Could not gather data on {stock}")
exportList = exportList.sort_values(by='RS_Rating', ascending=False)
print('\n', exportList)
writer = ExcelWriter("ScreenOutput.xlsx")
exportList.to_excel(writer, "Sheet1")
writer.save()
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