Created
September 28, 2020 07:06
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Trend indicator sample
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import matplotlib.pyplot as plt | |
def SMA(df, s, l): | |
df["sma"] = df.Close.rolling(window=s).mean() | |
df["lma"] = df.Close.rolling(window=l).mean() | |
df["diff"] = df.sma - df.lma | |
xdate = [x.date() for x in df.index] | |
plt.figure(figsize=(15, 5)) | |
plt.plot(xdate, df.Close, label="close") | |
plt.plot(xdate, df.sma,label="short") | |
plt.plot(xdate, df.lma,label="long") | |
plt.xlim(xdate[0], xdate[-1]) | |
plt.grid() | |
# Cross points | |
for i in range(1, len(df)): | |
if df.iloc[i-1]["diff"] < 0 and df.iloc[i]["diff"] > 0: | |
print("{}:GOLDEN CROSS".format(xdate[i])) | |
plt.scatter(xdate[i], df.iloc[i]["sma"], marker="o", s=100, color="b", alpha=0.9) | |
if df.iloc[i-1]["diff"] > 0 and df.iloc[i]["diff"] < 0: | |
print("{}:DEAD CROSS".format(xdate[i])) | |
plt.scatter(xdate[i], df.iloc[i]["sma"], marker="o", s=100, color="r", alpha=0.9) | |
plt.legend() |
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