Trend indicator sample

macd.py

import matplotlib.pyplot as plt

def MACD(df, s, l, signal):
    df["macd"] = df.Close.ewm(span=s, min_periods=1).mean() - df.Close.ewm(span=l, min_periods=1).mean()
    df["signal"] = df.macd.ewm(span=signal, min_periods=1).mean()
    df["diff"] = df["macd"] - df["signal"]

    xdate = [x.date() for x in df.index]
    plt.figure(figsize=(15, 10))
    
    # plot the original closing line
    plt.subplot(211)
    plt.plot(xdate, df.Close, label="close")
    plt.xlim(xdate[0], xdate[-1])
    plt.legend()
    plt.grid()
    
    # plot MACD and signal
    plt.subplot(212)
    plt.title("MACD")
    plt.plot(xdate, df.macd, label="macd")
    plt.plot(xdate, df.signal, label="signal")
    plt.xlim(xdate[0], xdate[-1])
    plt.legend()
    plt.grid(True)

    # 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[0]))
            plt.scatter(xdate[i], df.iloc[i]["macd"], 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[0]))
            plt.scatter(xdate[i], df.iloc[i]["macd"], marker="o", s=100, color="r", alpha=0.9)