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@s-tlm
s-tlm / MACD.py
Last active January 11, 2021 10:20
Complete MACD implementation
import pandas as pd
from matplotlib import pyplot as plt
import os
# Class setup
class MovingAverage():
def __init__(self, closing_prices):
self.data = pd.DataFrame(closing_prices)
def EMA(self, averaging_length=50):
@s-tlm
s-tlm / Signal_Generator.py
Last active January 8, 2021 04:16
Buy/Sell signal generator
buy = pd.DataFrame(index=closing_prices.index, columns=['Buy']) # an empty data-frame to store buy signals
sell = pd.DataFrame(index=closing_prices.index, columns=['Sell']) # an empty data-frame to store sell signals
for i in range(1, len(closing_prices)): # ignores first value of historical data as MACD will be equal to signal line there
if i == 1:
if MACD['EMA'].iloc[i] > signal_line['EMA'].iloc[i]:
high = 'MACD'
else:
high = 'SIGNAL'
elif MACD['EMA'].iloc[i] > signal_line['EMA'].iloc[i]:
@s-tlm
s-tlm / MovingAverage().py
Last active January 11, 2021 10:14
Moving Average Code
import pandas as pd
import os
# Class setup
class MovingAverage():
def __init__(self, closing_prices):
self.data = pd.DataFrame(closing_prices)
def EMA(self, averaging_length=50):
ret = self.data.ewm(