price_channels.py

# Import dependencies
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import yfinance as yf
import datetime as dt
yf.pdr_override()

# input
symbol = "AAPL"
start = dt.date.today() - dt.timedelta(days=365 * 2)
end = dt.date.today()

# Read data
df = yf.download(symbol, start, end)

df["ROC"] = (
    (df["Adj Close"] - df["Adj Close"].shift(1)) / df["Adj Close"].shift(1)
) * 100
df["35_Custom_EMA_ROC"] = (
    df["ROC"].ewm(ignore_na=False, span=35, min_periods=0, adjust=True).mean()
)
df["35_Custom_EMA_ROC_10"] = df["35_Custom_EMA_ROC"] * 10
df["PMO_Line"] = (
    df["35_Custom_EMA_ROC_10"]
    .ewm(ignore_na=False, span=20, min_periods=0, adjust=True)
    .mean()
)
df["PMO_Signal_Line"] = (
    df["PMO_Line"].ewm(ignore_na=False, span=10, min_periods=0, adjust=True).mean()
)
df = df.dropna()

fig = plt.figure(figsize=(14, 7))
ax1 = plt.subplot(2, 1, 1)
ax1.plot(df["Adj Close"])
ax1.set_title("Stock " + symbol + " Closing Price")
ax1.set_ylabel("Price")
ax1.legend(loc="best")

ax2 = plt.subplot(2, 1, 2)
ax2.plot(df["PMO_Line"], label="PMO Line")
ax2.plot(df["PMO_Signal_Line"], label="PMO Signal Line")
ax2.axhline(y=0, color="red")
ax2.grid()
ax2.legend(loc="best")
ax2.set_ylabel("PMO")
ax2.set_xlabel("Date")
plt.show()

# ## Candlestick with PMO
from matplotlib import dates as mdates

dfc = df.copy()
dfc["VolumePositive"] = dfc["Open"] < dfc["Adj Close"]
# dfc = dfc.dropna()
dfc = dfc.reset_index()
dfc["Date"] = mdates.date2num(dfc["Date"].tolist())
from mplfinance.original_flavor import candlestick_ohlc

fig = plt.figure(figsize=(14, 7))
ax1 = plt.subplot(2, 1, 1)
candlestick_ohlc(ax1, dfc.values, width=0.5, colorup="g", colordown="r", alpha=1.0)
ax1.xaxis_date()
ax1.xaxis.set_major_formatter(mdates.DateFormatter("%d-%m-%Y"))
ax1.grid(True, which="both")
ax1.minorticks_on()
ax1v = ax1.twinx()
colors = dfc.VolumePositive.map({True: "g", False: "r"})
ax1v.bar(dfc.Date, dfc["Volume"], color=colors, alpha=0.4)
ax1v.axes.yaxis.set_ticklabels([])
ax1v.set_ylim(0, 3 * df.Volume.max())
ax1.set_title("Stock " + symbol + " Closing Price")
ax1.set_ylabel("Price")

ax2 = plt.subplot(2, 1, 2)
ax2.plot(df["PMO_Line"], label="PMO_Line")
ax2.plot(df["PMO_Signal_Line"], label="PMO_Signal_Line")
ax2.axhline(y=0, color="red")
ax2.grid()
ax2.set_ylabel("PMO")
ax2.set_xlabel("Date")
ax2.legend(loc="best")
plt.show()