aapl.py

# -*- coding: utf-8 -*-
"""Algoritmo em Python para estrategia de Trading usando MACD.ipynb

Automatically generated by Colaboratory.

Original file is located at
    https://colab.research.google.com/drive/13qIKfGpugwu7UrWFIQfGzNB_WPb9MiQR
"""

# Aplicação que utiliza Python para aplicar estratégia com MACD para determinar o momento de comprar ou vender no mercado de ações.
# https://www.youtube.com/watch?v=kz_NJERCgm8

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
plt.style.use('fivethirtyeight')

from google.colab import files
uploaded = files.upload()

df = pd.read_csv('AAPL (1).csv')
df = df.set_index(pd.DatetimeIndex(df['Date'].values))
df

plt.figure(figsize=(12.2, 4.5))
plt.plot(df['Close'], label='Close')
plt.xticks(rotation=45)
plt.title('Close Price History')
plt.xlabel('Date')
plt.ylabel('Price USD ($)')
plt.show()

ShortEMA = df.Close.ewm(span=12, adjust=False).mean()
LongEMA = df.Close.ewm(span=26, adjust=False).mean()
MACD = ShortEMA - LongEMA
signal = MACD.ewm(span=9, adjust=False).mean()

plt.figure(figsize=(12.2, 4.5))
plt.plot(df.index, MACD, label = 'AAPL MACD', color='red')
plt.plot(df.index, signal, label='Signal Line', color='blue')
plt.xticks(rotation = 45)
plt.legend(loc='upper left')
plt.show()

df['MACD'] = MACD
df['Signal Line'] = signal
df

def buy_sell(signal):
  Buy = []
  Sell = []
  flag = -1

  for i in range(0, len(signal)):
    if signal['MACD'][i] > signal['Signal Line'][i]:
      Sell.append(np.nan)
      if flag != 1:
        Buy.append(signal['Close'][i])
        flag = 1
      else:
        Buy.append(np.nan)
    elif signal['MACD'][i] < signal['Signal Line'][i]:
      Buy.append(np.nan)
      if flag != 0:
        Sell.append(signal['Close'][i])
        flag = 0
      else:
        Sell.append(np.nan)
    else:
      Buy.append(np.nan)
      Sell.append(np.nan)

  return (Buy, Sell)

a = buy_sell(df)
df['Buy_Signal_Price'] = a[0]
df['Sell_Signal_Price'] = a[1]

df

plt.figure(figsize=(12.2, 4.5))
plt.scatter(df.index, df['Buy_Signal_Price'], color='green', label='Buy', marker='^', alpha =1)
plt.scatter(df.index, df['Sell_Signal_Price'], color='red', label='Sell', marker='v', alpha =1)
plt.plot(df['Close'], label='Close Price', alpha = 0.35)
plt.title('Close Price Buy & Sell Signals')
plt.xticks(rotation = 45)
plt.xlabel('Date')
plt.ylabel('Close Price USD ($)')
plt.legend(loc = 'upper left')
plt.show()