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107 changes: 107 additions & 0 deletions MACD_Signal-Copy1.py
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#!/usr/bin/env python
# coding: utf-8

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import pandas as pd
import numpy as np
import matplotlib.pyplot as plt


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data = pd.read_csv('C://Users//aruni//Documents//Data//AAPL.csv')


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data.head()


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data.describe()


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data['12d_ema']= data["Adj. Close"].ewm(span=12).mean()


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data['26d_ema']= data["Adj. Close"].ewm(span=26).mean()


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data.describe()


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data['buy_signal']=0
data['sell_signal']=0


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data['MACD']=data['12d_ema']-data['26d_ema']


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data.describe()


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data['singal_line']= data['MACD'].ewm(span=9).mean()


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data.describe()


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data.loc[data['MACD']>data['singal_line'], 'buy_signal']=1


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data.loc[data['MACD']<data['singal_line'], 'sell_signal']=1


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print(data[['MACD','singal_line','buy_signal','sell_signal']])


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172 changes: 172 additions & 0 deletions MACD_yfin.py
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#!/usr/bin/env python
# coding: utf-8

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import pandas_datareader as web
import pandas as pd
import matplotlib.pyplot as plt


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pip install yfinance


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from pandas_datareader import data as pdr
import yfinance as yfin
yfin.pdr_override()


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from pandas_datareader import data as pdr
mkt = pdr.get_data_yahoo('SPY',start="2022-01-1",end="2022-12-31")


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mkt


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mkt['12dema']=mkt['Adj Close'].ewm(span=12).mean()
mkt['26dema']=mkt['Adj Close'].ewm(span=26).mean()
mkt['MACD']=mkt['12dema']-mkt['26dema']
mkt['signal']=mkt['MACD'].ewm(span=26).mean()
mkt.describe()


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plt.plot(mkt['MACD'])
plt.plot(mkt['signal'])

plt.show()


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mkt['buy_signal']=0
mkt['sell_signal']=0


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mkt.loc[mkt['MACD']>mkt['signal'], 'buy_signal']=1
mkt.loc[mkt['MACD']<mkt['signal'], 'sell_signal']=1


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print(mkt[['MACD','buy_signal','sell_signal']])


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