Matplotlib MACD sample

Matplotlib MACD

def MACD(df):
    df1 = df.copy()
    df1["MACD"] = df1.close.ewm(span=12, min_periods=1).mean() - df1.close.ewm(span=26, min_periods=1).mean()
    df1["signal"] = df1.MACD.ewm(span=9, min_periods=1).mean()
    df1["macd_diff"] = df1["MACD"] - df1["signal"]

    xdate = [x.date() for x in df1.index]
    plt.figure(figsize=(15,10))
    # plot the original
    plt.subplot(211)
    plt.plot(xdate, df1.close,label="original")
    plt.xlim(xdate[0], xdate[-1])
    plt.legend()
    plt.grid()
    # plot MACD
    plt.subplot(212)
    plt.title("MACD")
    plt.plot(xdate, df1.MACD, label="MACD")
    plt.plot(xdate, df1.signal, label="signal")
    plt.xlim(xdate[0], xdate[-1])
    plt.legend()
    plt.grid(True)

    # Cross points
    for i in range(1, len(df1)):
        if df1.iloc[i-1]["macd_diff"] < 0 and df1.iloc[i]["macd_diff"] > 0:
            print("{}:GOLDEN CROSS".format(xdate[0]))
            plt.scatter(xdate[i], df1.iloc[i]["MACD"], marker="o", s=100, color="b")

        if df1.iloc[i-1]["macd_diff"] > 0 and df1.iloc[i]["macd_diff"] < 0:
            print("{}:DEAD CROSS".format(xdate[0]))
            plt.scatter(xdate[i], df1.iloc[i]["MACD"], marker="o", s=100, color="r")
        
MACD(df)