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import numpy as np
import yfinance as yf
import streamlit as st
import plotly.graph_objects as go
from plotly.subplots import make_subplots
from ta.momentum import RSIIndicator, AwesomeOscillatorIndicator, WilliamsRIndicator
from ta.trend import MACD
from ta.volatility import BollingerBands
# Helper functions
def fetch_stock_data(ticker: str, start_date: str, end_date: str) -> pd.DataFrame:
"""Fetch stock or crypto data from Yahoo Finance."""
data = yf.download(ticker, start=start_date, end=end_date, auto_adjust=False)
if isinstance(data.columns, pd.MultiIndex):
data.columns = data.columns.get_level_values(0)
return data
def plot_z_score(close_prices: pd.Series, periods: list, z_thresh: float, n_days: int) -> go.Figure:
fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1,
subplot_titles=('Close Prices', 'Rolling Z-Scores'))
# Plot stock price
fig.add_trace(go.Scatter(x=close_prices.index, y=close_prices, mode='lines', name='Close Prices'), row=1, col=1)
for period in periods:
rolling_mean = close_prices.rolling(window=period).mean()
rolling_std = close_prices.rolling(window=period).std()
z_scores = (close_prices - rolling_mean) / rolling_std
buy_signals = z_scores < -z_thresh
sell_signals = z_scores > z_thresh
future_prices = close_prices.shift(-n_days)
correct_buy_signals = (buy_signals & (close_prices < future_prices)).sum()
total_buy_signals = buy_signals.sum()
# Use scalar values for the conditional
buy_correct_pct = (correct_buy_signals / total_buy_signals * 100) if total_buy_signals > 0 else 0
correct_sell_signals = (sell_signals & (close_prices > future_prices)).sum()
total_sell_signals = sell_signals.sum()
# Use scalar values for the conditional
sell_correct_pct = (correct_sell_signals / total_sell_signals * 100) if total_sell_signals > 0 else 0
fig.add_trace(go.Scatter(x=close_prices[buy_signals].index, y=close_prices[buy_signals],
mode='markers', marker=dict(color='green', symbol='triangle-up', size=10),
name=f'Buy Signal {period} days'), row=1, col=1)
fig.add_trace(go.Scatter(x=close_prices[sell_signals].index, y=close_prices[sell_signals],
mode='markers', marker=dict(color='red', symbol='triangle-down', size=10),
name=f'Sell Signal {period} days'), row=1, col=1)
fig.add_trace(go.Scatter(x=close_prices.index, y=z_scores, mode='lines', name=f'Rolling Z-Score {period}'), row=2, col=1)
# Add threshold lines
fig.add_hline(y=z_thresh, line=dict(color='red', dash='dash'), row=2, col=1)
fig.add_hline(y=-z_thresh, line=dict(color='green', dash='dash'), row=2, col=1)
fig.update_layout(title=f'{ticker} Close Prices and Rolling Z-Scores', xaxis_title='Date', yaxis_title='Price', yaxis2_title='Rolling Z-Score')
return fig
def plot_roc(prices: pd.Series, n: int = 14) -> go.Figure:
roc = (prices - prices.shift(n)) / prices.shift(n) * 100
fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1,
subplot_titles=('Stock Price', 'Rate of Change (ROC)'))
# Plot stock price
fig.add_trace(go.Scatter(x=prices.index, y=prices, mode='lines', name='Stock Price'), row=1, col=1)
fig.add_trace(go.Scatter(x=prices.index, y=roc, mode='lines', name='ROC'), row=2, col=1)
buy_signals = (roc.shift(1) <= 0) & (roc > 0)
sell_signals = (roc.shift(1) >= 0) & (roc < 0)
fig.add_trace(go.Scatter(x=prices[buy_signals].index, y=prices[buy_signals], mode='markers',
marker=dict(color='blue', symbol='triangle-up', size=10), name='Buy Signal'), row=1, col=1)
fig.add_trace(go.Scatter(x=prices[sell_signals].index, y=prices[sell_signals], mode='markers',
marker=dict(color='red', symbol='triangle-down', size=10), name='Sell Signal'), row=1, col=1)
# Add threshold line
fig.add_hline(y=0, line=dict(color='gray', dash='dash'), row=2, col=1)
fig.update_layout(title='Rate of Change (ROC) with Buy/Sell Signals', xaxis_title='Date', yaxis_title='Price', yaxis2_title='ROC')
return fig
def plot_stochastic_oscillator(data: pd.DataFrame, buy_thresh: float, sell_thresh: float) -> go.Figure:
high14 = data['High'].rolling(14).max()
low14 = data['Low'].rolling(14).min()
data['%K'] = (data['Close'] - low14) * 100 / (high14 - low14)
data['%D'] = data['%K'].rolling(3).mean()
buy_signals = data['%K'] < buy_thresh
sell_signals = data['%K'] > sell_thresh
fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1,
subplot_titles=('Close Price', 'Stochastic Oscillator'))
fig.add_trace(go.Scatter(x=data.index, y=data['Close'], mode='lines', name='Close Price'), row=1, col=1)
fig.add_trace(go.Scatter(x=data.index, y=data['%K'], mode='lines', name='%K'), row=2, col=1)
fig.add_trace(go.Scatter(x=data.index, y=data['%D'], mode='lines', name='%D'), row=2, col=1)
fig.add_trace(go.Scatter(x=data[buy_signals].index, y=data[buy_signals]['Close'], mode='markers',
marker=dict(color='green', symbol='triangle-up', size=10), name='Buy Signal'), row=1, col=1)
fig.add_trace(go.Scatter(x=data[sell_signals].index, y=data[sell_signals]['Close'], mode='markers',
marker=dict(color='red', symbol='triangle-down', size=10), name='Sell Signal'), row=1, col=1)
# Add threshold lines
fig.add_hline(y=buy_thresh, line=dict(color='green', dash='dash'), row=2, col=1)
fig.add_hline(y=sell_thresh, line=dict(color='red', dash='dash'), row=2, col=1)
fig.update_layout(title='Stochastic Oscillator with Buy/Sell Signals', xaxis_title='Date', yaxis_title='Price', yaxis2_title='%K and %D')
return fig
def plot_rsi(prices: pd.Series, buy_thresh: float, sell_thresh: float) -> go.Figure:
rsi = RSIIndicator(prices).rsi()
fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1,
subplot_titles=('Stock Price', 'RSI'))
fig.add_trace(go.Scatter(x=prices.index, y=prices, mode='lines', name='Stock Price'), row=1, col=1)
fig.add_trace(go.Scatter(x=prices.index, y=rsi, mode='lines', name='RSI'), row=2, col=1)
buy_signals = (rsi < buy_thresh)
sell_signals = (rsi > sell_thresh)
fig.add_trace(go.Scatter(x=prices[buy_signals].index, y=prices[buy_signals], mode='markers',
marker=dict(color='blue', symbol='triangle-up', size=10), name='Buy Signal'), row=1, col=1)
fig.add_trace(go.Scatter(x=prices[sell_signals].index, y=prices[sell_signals], mode='markers',
marker=dict(color='red', symbol='triangle-down', size=10), name='Sell Signal'), row=1, col=1)
# Add threshold lines
fig.add_hline(y=buy_thresh, line=dict(color='green', dash='dash'), row=2, col=1)
fig.add_hline(y=sell_thresh, line=dict(color='red', dash='dash'), row=2, col=1)
fig.update_layout(title='RSI with Buy/Sell Signals', xaxis_title='Date', yaxis_title='Price', yaxis2_title='RSI')
return fig
def plot_macd(prices: pd.Series) -> go.Figure:
macd = MACD(prices)
macd_line = macd.macd()
signal_line = macd.macd_signal()
macd_hist = macd.macd_diff()
fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1,
subplot_titles=('Stock Price', 'MACD'))
fig.add_trace(go.Scatter(x=prices.index, y=prices, mode='lines', name='Stock Price'), row=1, col=1)
fig.add_trace(go.Scatter(x=prices.index, y=macd_line, mode='lines', name='MACD'), row=2, col=1)
fig.add_trace(go.Scatter(x=prices.index, y=signal_line, mode='lines', name='Signal Line'), row=2, col=1)
fig.add_trace(go.Bar(x=prices.index, y=macd_hist, name='MACD Histogram'), row=2, col=1)
buy_signals = (macd_line > signal_line) & (macd_line.shift(1) <= signal_line.shift(1))
sell_signals = (macd_line < signal_line) & (macd_line.shift(1) >= signal_line.shift(1))
fig.add_trace(go.Scatter(x=prices[buy_signals].index, y=prices[buy_signals], mode='markers',
marker=dict(color='blue', symbol='triangle-up', size=10), name='Buy Signal'), row=1, col=1)
fig.add_trace(go.Scatter(x=prices[sell_signals].index, y=prices[sell_signals], mode='markers',
marker=dict(color='red', symbol='triangle-down', size=10), name='Sell Signal'), row=1, col=1)
fig.update_layout(title='MACD with Buy/Sell Signals', xaxis_title='Date', yaxis_title='Price', yaxis2_title='MACD')
return fig
def plot_bollinger_bands(prices: pd.Series) -> go.Figure:
bollinger = BollingerBands(prices)
upper_band = bollinger.bollinger_hband()
lower_band = bollinger.bollinger_lband()
fig = go.Figure()
fig.add_trace(go.Scatter(x=prices.index, y=prices, mode='lines', name='Stock Price'))
fig.add_trace(go.Scatter(x=prices.index, y=upper_band, mode='lines', name='Upper Band'))
fig.add_trace(go.Scatter(x=prices.index, y=lower_band, mode='lines', name='Lower Band'))
buy_signals = prices < lower_band
sell_signals = prices > upper_band
fig.add_trace(go.Scatter(x=prices[buy_signals].index, y=prices[buy_signals], mode='markers',
marker=dict(color='blue', symbol='triangle-up', size=10), name='Buy Signal'))
fig.add_trace(go.Scatter(x=prices[sell_signals].index, y=prices[sell_signals], mode='markers',
marker=dict(color='red', symbol='triangle-down', size=10), name='Sell Signal'))
fig.update_layout(title='Bollinger Bands with Buy/Sell Signals', xaxis_title='Date', yaxis_title='Price')
return fig
def plot_k_reversal(data: pd.DataFrame, n: int, buy_thresh: float, sell_thresh: float) -> go.Figure:
"""Plot K Reversal indicator with buy and sell signals."""
high_n = data['High'].rolling(n).max()
low_n = data['Low'].rolling(n).min()
k_values = 100 * (data['Close'] - low_n) / (high_n - low_n)
fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1,
subplot_titles=('Close Price', 'K Reversal'))
fig.add_trace(go.Scatter(x=data.index, y=data['Close'], mode='lines', name='Close Price'), row=1, col=1)
fig.add_trace(go.Scatter(x=data.index, y=k_values, mode='lines', name='K Reversal'), row=2, col=1)
buy_signals = k_values < buy_thresh
sell_signals = k_values > sell_thresh
fig.add_trace(go.Scatter(x=data[buy_signals].index, y=data[buy_signals]['Close'], mode='markers',
marker=dict(color='green', symbol='triangle-up', size=10), name='Buy Signal'), row=1, col=1)
fig.add_trace(go.Scatter(x=data[sell_signals].index, y=data[sell_signals]['Close'], mode='markers',
marker=dict(color='red', symbol='triangle-down', size=10), name='Sell Signal'), row=1, col=1)
# Add threshold lines
fig.add_hline(y=buy_thresh, line=dict(color='green', dash='dash'), row=2, col=1)
fig.add_hline(y=sell_thresh, line=dict(color='red', dash='dash'), row=2, col=1)
fig.update_layout(title='K Reversal with Buy/Sell Signals', xaxis_title='Date', yaxis_title='Price', yaxis2_title='K Reversal')
return fig
def plot_awesome_oscillator(data: pd.DataFrame, signal_period: int, buy_thresh: float, sell_thresh: float) -> go.Figure:
"""Plot Awesome Oscillator with buy and sell signals."""
ao_indicator = AwesomeOscillatorIndicator(high=data['High'], low=data['Low'])
data['AO'] = ao_indicator.awesome_oscillator()
data['Signal'] = data['AO'].rolling(window=signal_period).mean()
fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1,
subplot_titles=('Close Price', 'Awesome Oscillator'))
fig.add_trace(go.Scatter(x=data.index, y=data['Close'], mode='lines', name='Close Price'), row=1, col=1)
fig.add_trace(go.Bar(x=data.index, y=data['AO'] - data['Signal'], name='AO Histogram', marker_color='blue'), row=2, col=1)
fig.add_trace(go.Scatter(x=data.index, y=data['Signal'], mode='lines', name='Signal Line', line=dict(color='orange')), row=2, col=1)
buy_signals = (data['AO'] > buy_thresh) & (data['AO'].shift(1) <= buy_thresh)
sell_signals = (data['AO'] < sell_thresh) & (data['AO'].shift(1) >= sell_thresh)
fig.add_trace(go.Scatter(x=data[buy_signals].index, y=data['Close'][buy_signals], mode='markers',
marker=dict(color='green', symbol='triangle-up', size=10), name='Buy Signal'), row=1, col=1)
fig.add_trace(go.Scatter(x=data[sell_signals].index, y=data['Close'][sell_signals], mode='markers',
marker=dict(color='red', symbol='triangle-down', size=10), name='Sell Signal'), row=1, col=1)
# Add threshold lines
fig.add_hline(y=buy_thresh, line=dict(color='green', dash='dash'), row=2, col=1)
fig.add_hline(y=sell_thresh, line=dict(color='red', dash='dash'), row=2, col=1)
fig.update_layout(title='Awesome Oscillator with Buy/Sell Signals', xaxis_title='Date', yaxis_title='Price', yaxis2_title='AO')
return fig
def plot_williams_r(data: pd.DataFrame, n: int, buy_thresh: float, sell_thresh: float) -> go.Figure:
"""Plot Williams %R with buy and sell signals."""
williams_r = WilliamsRIndicator(high=data['High'], low=data['Low'], close=data['Close'], lbp=n)
data['Williams %R'] = williams_r.williams_r()
fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1,
subplot_titles=('Close Price', 'Williams %R'))
fig.add_trace(go.Scatter(x=data.index, y=data['Close'], mode='lines', name='Close Price'), row=1, col=1)
fig.add_trace(go.Scatter(x=data.index, y=data['Williams %R'], mode='lines', name='Williams %R'), row=2, col=1)
buy_signals = (data['Williams %R'] > buy_thresh) & (data['Williams %R'].shift(1) <= buy_thresh)
sell_signals = (data['Williams %R'] < sell_thresh) & (data['Williams %R'].shift(1) >= sell_thresh)
fig.add_trace(go.Scatter(x=data[buy_signals].index, y=data[buy_signals]['Close'], mode='markers',
marker=dict(color='green', symbol='triangle-up', size=10), name='Buy Signal'), row=1, col=1)
fig.add_trace(go.Scatter(x=data[sell_signals].index, y=data[sell_signals]['Close'], mode='markers',
marker=dict(color='red', symbol='triangle-down', size=10), name='Sell Signal'), row=1, col=1)
# Add threshold lines
fig.add_hline(y=buy_thresh, line=dict(color='green', dash='dash'), row=2, col=1)
fig.add_hline(y=sell_thresh, line=dict(color='red', dash='dash'), row=2, col=1)
fig.update_layout(title='Williams %R with Buy/Sell Signals', xaxis_title='Date', yaxis_title='Price', yaxis2_title='Williams %R')
return fig
def plot_aroon(data: pd.DataFrame, aroon_osc: pd.Series, buy_signals: pd.Series, sell_signals: pd.Series) -> go.Figure:
"""Plot Aroon Oscillator with buy and sell signals."""
fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1,
subplot_titles=('Close Price', 'Aroon Oscillator'))
fig.add_trace(go.Scatter(x=data.index, y=data['Close'], mode='lines', name='Close Price'), row=1, col=1)
fig.add_trace(go.Scatter(x=data.index, y=aroon_osc, mode='lines', name='Aroon Oscillator', line=dict(color='purple')), row=2, col=1)
fig.add_trace(go.Scatter(x=buy_signals.index[buy_signals], y=data['Close'][buy_signals], mode='markers',
marker=dict(color='green', symbol='triangle-up', size=10), name='Buy Signal'), row=1, col=1)
fig.add_trace(go.Scatter(x=sell_signals.index[sell_signals], y=data['Close'][sell_signals], mode='markers',
marker=dict(color='red', symbol='triangle-down', size=10), name='Sell Signal'), row=1, col=1)
# Add threshold line
fig.add_hline(y=0, line=dict(color='black', dash='dash'), row=2, col=1)
fig.update_layout(title='Aroon Oscillator with Buy/Sell Signals', xaxis_title='Date', yaxis_title='Price', yaxis2_title='Aroon Oscillator')
return fig
def aroon_oscillator(data: pd.DataFrame, period: int) -> pd.Series:
"""Calculate Aroon Oscillator."""
aroon_up = 100 * (data['High'].rolling(period + 1).apply(lambda x: np.argmax(x[::-1]), raw=True) / period)
aroon_down = 100 * (data['Low'].rolling(period + 1).apply(lambda x: np.argmin(x[::-1]), raw=True) / period)
aroon_osc = aroon_up - aroon_down
return aroon_osc
# Streamlit app
st.set_page_config(page_title="Technical Analysis", layout="wide")
st.title('Technical Analysis Indicators')
st.sidebar.title('Input Parameters')
# Sidebar for method selection
with st.sidebar.expander("Method Selection", expanded=True):
selected = st.radio("Select Indicator", ["Rolling Z-Score", "Rate of Change (ROC)", "Stochastic Oscillator", "Relative Strength Index (RSI)", "MACD", "Bollinger Bands", "K Reversal", "Awesome Oscillator", "Williams %R", "Aroon Oscillator"])
# Sidebar for "How to Use" instructions specific to the selected method
with st.sidebar.expander("How to Use", expanded=False):
if selected == "Rolling Z-Score":
st.markdown("""
1. Enter the stock or crypto symbol (e.g., 'AAPL' for Apple or 'BTC-USD' for Bitcoin).
2. Choose the date range.
3. Set the number of days for the z-score calculation.
4. Set the z-score threshold.
5. Click 'Fetch Data' to load the data.
6. The chart will display the rolling z-scores and highlight buy/sell signals based on the thresholds.
""")
elif selected == "Rate of Change (ROC)":
st.markdown("""
1. Enter the stock or crypto symbol.
2. Choose the date range.
3. Set the number of days for the ROC calculation.
4. Click 'Fetch Data' to load the data.
5. The chart will display the ROC and highlight buy/sell signals based on ROC crossing zero.
""")
elif selected == "Stochastic Oscillator":
st.markdown("""
1. Enter the stock or crypto symbol.
2. Choose the date range.
3. Set the buy and sell thresholds.
4. Click 'Fetch Data' to load the data.
5. The chart will display the Stochastic Oscillator and highlight buy/sell signals.
""")
elif selected == "Relative Strength Index (RSI)":
st.markdown("""
1. Enter the stock or crypto symbol.
2. Choose the date range.
3. Set the buy and sell thresholds.
4. Click 'Fetch Data' to load the data.
5. The chart will display the RSI and highlight buy/sell signals.
""")
elif selected == "MACD":
st.markdown("""
1. Enter the stock or crypto symbol.
2. Choose the date range.
3. Click 'Fetch Data' to load the data.
4. The chart will display the MACD, Signal line, and Histogram, and highlight buy/sell signals based on MACD crossovers.
""")
elif selected == "Bollinger Bands":
st.markdown("""
1. Enter the stock or crypto symbol.
2. Choose the date range.
3. Click 'Fetch Data' to load the data.
4. The chart will display the Bollinger Bands and highlight buy/sell signals based on price crossing the bands.
""")
elif selected == "K Reversal":
st.markdown("""
1. Enter the stock or crypto symbol.
2. Choose the date range.
3. Set the period for the K Reversal calculation.
4. Set the buy and sell thresholds.
5. Click 'Fetch Data' to load the data.
6. The chart will display the K Reversal indicator and highlight buy/sell signals.
""")
elif selected == "Awesome Oscillator":
st.markdown("""
1. Enter the stock or crypto symbol.
2. Choose the date range.
3. Set the signal line period.
4. Set the buy and sell thresholds.
5. Click 'Fetch Data' to load the data.
6. The chart will display the Awesome Oscillator and highlight buy/sell signals.
""")
elif selected == "Williams %R":
st.markdown("""
1. Enter the stock or crypto symbol.
2. Choose the date range.
3. Set the look-back period.
4. Set the buy and sell thresholds.
5. Click 'Fetch Data' to load the data.
6. The chart will display the Williams %R and highlight buy/sell signals.
""")
elif selected == "Aroon Oscillator":
st.markdown("""
1. Enter the stock or crypto symbol.
2. Choose the date range.
3. Set the look-back period.
4. Click 'Fetch Data' to load the data.
5. The chart will display the Aroon Oscillator and highlight buy/sell signals based on thresholds.
""")
# Sidebar for input parameters inside an expander
with st.sidebar.expander("Input Parameters", expanded=True):
ticker = st.text_input('Enter Stock or Crypto Symbol (e.g., AAPL or BTC-USD)', 'AAPL', help="Enter the ticker symbol for the stock or cryptocurrency you want to analyze.")
start_date = st.date_input('Start Date', pd.to_datetime('2019-01-01'), help="Select the start date for the data range.")
end_date = st.date_input('End Date', pd.to_datetime(pd.Timestamp.now().date() + pd.Timedelta(days=1)), help="Select the end date for the data range.")
# Fetch data
if 'data' not in st.session_state or st.sidebar.button('Fetch Data'):
data = fetch_stock_data(ticker, start_date, end_date)
if data.empty:
st.error(f"No data returned for {ticker} from {start_date} to {end_date}")
else:
st.session_state.data = data
if 'data' in st.session_state and not st.session_state.data.empty:
data = st.session_state.data
close_prices = data['Close']
# Display results based on the selected method
if selected == "Rolling Z-Score":
st.markdown("## Rolling Z-Score")
st.markdown("The rolling z-score method identifies overbought and oversold conditions by standardizing stock prices over different periods.")
with st.expander("Formula and Method Description", expanded=False):
st.markdown("""
**How it Works:**
1. **Calculate Rolling Mean and Standard Deviation:**
- For each time period (e.g., 20 days), compute the rolling mean and rolling standard deviation of the stock prices.
2. **Compute Z-Score:**
- For each day, calculate the z-score using:
""")
st.latex(r'''
\text{Z-Score} = \frac{\text{Close Price} - \text{Rolling Mean}}{\text{Rolling Standard Deviation}}
''')
st.markdown("""
3. **Identify Signals:**
- **Overbought Condition:** Z-score above a set threshold (e.g., 2.0) suggests the stock may be overbought.
- **Oversold Condition:** Z-score below a set threshold (e.g., -2.0) suggests the stock may be oversold.
""")
periods = st.sidebar.multiselect('Periods to Compare', options=[10, 20, 30, 40, 50], default=[20], help="Select multiple periods to compare the rolling z-scores.")
z_thresh = st.sidebar.slider('Z-Score Threshold', min_value=0.5, max_value=3.0, value=2.0, step=0.1, help="Set the z-score threshold for identifying overbought and oversold conditions.")
n_days = st.sidebar.number_input('Number of Days', min_value=1, value=10, help="Set the number of days to shift for future price comparison.")
fig = plot_z_score(close_prices, periods, z_thresh, n_days)
st.plotly_chart(fig)
elif selected == "Rate of Change (ROC)":
st.markdown("## Rate of Change (ROC)")
st.markdown("The Rate of Change (ROC) method measures the percentage change in stock prices over a specified period. It helps identify momentum and potential reversal points in the stock price.")
with st.expander("Formula and Method Description", expanded=False):
st.markdown("""
**How it Works:**
1. **Calculate ROC:**
- For each day, calculate the ROC using the formula:
""")
st.latex(r'''
\text{ROC} = \frac{\text{Current Price} - \text{Price} \, n \, \text{days ago}}{\text{Price} \, n \, \text{days ago}} \times 100
''')
st.markdown("""
2. **Identify Signals:**
- **Buy Signal:** Occurs when the ROC crosses above zero, indicating potential upward momentum.
- **Sell Signal:** Occurs when the ROC crosses below zero, indicating potential downward momentum.
""")
n_days = st.sidebar.number_input('Number of Days', min_value=1, value=14, help="Set the number of days for the ROC calculation.")
fig = plot_roc(close_prices, n_days)
st.plotly_chart(fig)
elif selected == "Stochastic Oscillator":
st.markdown("## Stochastic Oscillator")
st.markdown("The Stochastic Oscillator compares a stock's closing price to its price range over a specified period. It helps identify overbought and oversold conditions.")
with st.expander("Formula and Method Description", expanded=False):
st.markdown("""
**How it Works:**
1. **Calculate %K and %D:**
- The %K line is calculated as follows:
""")
st.latex(r'''
\%K = \frac{\text{Current Close} - \text{Lowest Low}}{\text{Highest High} - \text{Lowest Low}} \times 100
''')
st.markdown("""
- The %D line is the 3-period moving average of %K.
2. **Identify Signals:**
- **Buy Signal:** Occurs when %K crosses above a set threshold (e.g., 20), indicating potential upward momentum.
- **Sell Signal:** Occurs when %K crosses below a set threshold (e.g., 80), indicating potential downward momentum.
""")
buy_thresh = st.sidebar.slider('Stochastic Buy Threshold', min_value=0, max_value=100, value=5, help="Set the threshold for generating buy signals using the Stochastic Oscillator.")
sell_thresh = st.sidebar.slider('Stochastic Sell Threshold', min_value=0, max_value=100, value=95, help="Set the threshold for generating sell signals using the Stochastic Oscillator.")
fig = plot_stochastic_oscillator(data, buy_thresh, sell_thresh)
st.plotly_chart(fig)
elif selected == "Relative Strength Index (RSI)":
st.markdown("## Relative Strength Index (RSI)")
st.markdown("The RSI measures the magnitude of recent price changes to evaluate overbought or oversold conditions.")
with st.expander("Formula and Method Description", expanded=False):
st.markdown("""
**How it Works:**
1. **Calculate RSI:**
- Compute the average gains and average losses over a specified period (typically 14 days).
- Calculate the RSI using the formula:
""")
st.latex(r'''
\text{RSI} = 100 - \frac{100}{1 + \frac{\text{Average Gain}}{\text{Average Loss}}}
''')
st.markdown("""
2. **Identify Signals:**
- **Buy Signal:** Occurs when the RSI crosses below a set threshold (e.g., 30), indicating the stock may be oversold.
- **Sell Signal:** Occurs when the RSI crosses above a set threshold (e.g., 70), indicating the stock may be overbought.
""")
buy_thresh = st.sidebar.slider('RSI Buy Threshold', min_value=0, max_value=100, value=30, help="Set the RSI threshold for generating buy signals.")
sell_thresh = st.sidebar.slider('RSI Sell Threshold', min_value=0, max_value=100, value=70, help="Set the RSI threshold for generating sell signals.")
fig = plot_rsi(close_prices, buy_thresh, sell_thresh)
st.plotly_chart(fig)
elif selected == "MACD":
st.markdown("## Moving Average Convergence Divergence (MACD)")
st.markdown("The MACD is a trend-following momentum indicator that shows the relationship between two moving averages of a stock's price.")
with st.expander("Formula and Method Description", expanded=False):
st.markdown("""
**How it Works:**
1. **Calculate MACD:**
- Compute the MACD line using the formula:
""")
st.latex(r'''
\text{MACD} = \text{EMA}_{12} - \text{EMA}_{26}
''')
st.markdown("""
- Compute the Signal line as the 9-day EMA of the MACD line.
- The MACD Histogram is the difference between the MACD line and the Signal line.
2. **Identify Signals:**
- **Buy Signal:** Occurs when the MACD line crosses above the Signal line, indicating potential upward momentum.
- **Sell Signal:** Occurs when the MACD line crosses below the Signal line, indicating potential downward momentum.
""")
fig = plot_macd(close_prices)
st.plotly_chart(fig)
elif selected == "Bollinger Bands":
st.markdown("## Bollinger Bands")
st.markdown("Bollinger Bands consist of a middle band (Simple Moving Average) and two outer bands (standard deviations from the SMA). They help identify overbought and oversold conditions.")
with st.expander("Formula and Method Description", expanded=False):
st.markdown("""
**How it Works:**
1. **Calculate Bollinger Bands:**
- Compute the middle band as the Simple Moving Average (SMA) of the stock prices over a specified period (typically 20 days).
- Calculate the upper and lower bands using the formulas:
""")
st.latex(r'''
\text{Upper Band} = \text{SMA} + k \cdot \text{Standard Deviation}
''')
st.latex(r'''
\text{Lower Band} = \text{SMA} - k \cdot \text{Standard Deviation}
''')
st.markdown("""
- Where \( k \) is a factor typically set to 2.
2. **Identify Signals:**
- **Buy Signal:** Occurs when the stock price crosses below the lower band, indicating the stock may be oversold.
- **Sell Signal:** Occurs when the stock price crosses above the upper band, indicating the stock may be overbought.
""")
fig = plot_bollinger_bands(close_prices)
st.plotly_chart(fig)
elif selected == "K Reversal":
st.markdown("## K Reversal")
st.markdown("The K Reversal indicator helps identify potential reversal points based on the stock's high and low prices over a specified period.")
with st.expander("Formula and Method Description", expanded=False):
st.markdown("""
**How it Works:**
1. **Calculate K Reversal:**
- Compute the highest high and lowest low over a specified period (e.g., 14 days).
- Calculate the K value using the formula:
""")
st.latex(r'''
K = \frac{\text{Close Price} - \text{Lowest Low}}{\text{Highest High} - \text{Lowest Low}} \times 100
''')
st.markdown("""
2. **Identify Signals:**
- **Buy Signal:** Occurs when the K value crosses below a set threshold (e.g., 20), indicating the stock may be oversold.
- **Sell Signal:** Occurs when the K value crosses above a set threshold (e.g., 80), indicating the stock may be overbought.
""")
k_period = st.sidebar.number_input('K Reversal Period', min_value=1, value=14, help="Set the period for calculating the K Reversal.")
k_buy_thresh = st.sidebar.slider('K Reversal Buy Threshold', min_value=0.0, max_value=100.0, value=10.0, help="Set the threshold for generating buy signals using the K Reversal indicator.")
k_sell_thresh = st.sidebar.slider('K Reversal Sell Threshold', min_value=0.0, max_value=100.0, value=90.0, help="Set the threshold for generating sell signals using the K Reversal indicator.")
fig = plot_k_reversal(data, k_period, k_buy_thresh, k_sell_thresh)
st.plotly_chart(fig)
elif selected == "Awesome Oscillator":
st.markdown("## Awesome Oscillator")
st.markdown("The Awesome Oscillator measures market momentum by comparing the 34-period and 5-period simple moving averages of the midpoints of each candlestick.")
with st.expander("Formula and Method Description", expanded=False):
st.markdown("""
**How it Works:**
1. **Calculate the Midpoint:**
- For each candlestick, compute the midpoint using:
""")
st.latex(r'''
\text{Midpoint} = \frac{\text{High} + \text{Low}}{2}
''')
st.markdown("""
2. **Compute the Moving Averages:**
- Calculate the 34-period and 5-period simple moving averages (SMA) of the midpoints.
3. **Calculate the Awesome Oscillator:**
- Use the formula:
""")
st.latex(r'''
\text{AO} = \text{SMA}_{5}(\text{Midpoint}) - \text{SMA}_{34}(\text{Midpoint})
''')
st.markdown("""
4. **Identify Signals:**
- **Buy Signal:** Occurs when the AO crosses above the signal line (e.g., 0), indicating potential upward momentum.
- **Sell Signal:** Occurs when the AO crosses below the signal line, indicating potential downward momentum.
""")
signal_period = st.sidebar.number_input('Signal Line Period', min_value=1, value=9, help="Set the period for the signal line in the Awesome Oscillator.")
ao_buy_thresh = st.sidebar.slider('AO Buy Threshold', min_value=-100.0, max_value=100.0, value=0.0, help="Set the threshold for generating buy signals using the Awesome Oscillator.")
ao_sell_thresh = st.sidebar.slider('AO Sell Threshold', min_value=-100.0, max_value=100.0, value=0.0, help="Set the threshold for generating sell signals using the Awesome Oscillator.")
fig = plot_awesome_oscillator(data, signal_period, ao_buy_thresh, ao_sell_thresh)
st.plotly_chart(fig)
elif selected == "Williams %R":
st.markdown("## Williams %R")
st.markdown("The Williams %R measures overbought and oversold levels.")
with st.expander("Formula and Method Description", expanded=False):
st.markdown("""
**How it Works:**
1. **Calculate Williams %R:**
- Compute the highest high and lowest low over a specified look-back period (e.g., 14 days).
- Calculate the Williams %R using the formula:
""")
st.latex(r'''
\text{Williams \%R} = \frac{\text{Highest High} - \text{Close}}{\text{Highest High} - \text{Lowest Low}} \times -100
''')
st.markdown("""
2. **Identify Signals:**
- **Buy Signal:** Occurs when the Williams %R crosses below a set threshold (e.g., -80), indicating the stock may be oversold.
- **Sell Signal:** Occurs when the Williams %R crosses above a set threshold (e.g., -20), indicating the stock may be overbought.
""")
williams_r_period = st.sidebar.number_input('Look-back Period', min_value=1, value=14, help="Set the look-back period for the Williams %R calculation.")
williams_r_buy_thresh = st.sidebar.slider('Williams %R Buy Threshold', min_value=-100.0, max_value=0.0, value=-90.0, help="Set the threshold for generating buy signals using Williams %R.")
williams_r_sell_thresh = st.sidebar.slider('Williams %R Sell Threshold', min_value=-100.0, max_value=0.0, value=-10.0, help="Set the threshold for generating sell signals using Williams %R.")
fig = plot_williams_r(data, williams_r_period, williams_r_buy_thresh, williams_r_sell_thresh)
st.plotly_chart(fig)
elif selected == "Aroon Oscillator":
st.markdown("## Aroon Oscillator")
st.markdown("The Aroon Oscillator measures the strength of a trend in the stock's price.")
with st.expander("Formula and Method Description", expanded=False):
st.markdown("""
**How it Works:**
1. **Calculate Aroon Up and Aroon Down:**
- Compute the Aroon Up, which measures the time since the highest high during the look-back period:
""")
st.latex(r'''
\text{Aroon Up} = \frac{N - \text{Days Since Highest High}}{N} \times 100
''')
st.markdown("""
- Compute the Aroon Down, which measures the time since the lowest low during the look-back period:
""")
st.latex(r'''
\text{Aroon Down} = \frac{N - \text{Days Since Lowest Low}}{N} \times 100
''')
st.markdown("""
2. **Calculate the Aroon Oscillator:**
- Use the formula:
""")
st.latex(r'''
\text{Aroon Oscillator} = \text{Aroon Up} - \text{Aroon Down}
''')
st.markdown("""
3. **Identify Signals:**
- **Buy Signal:** Occurs when the Aroon Oscillator crosses above zero, indicating a potential upward trend.
- **Sell Signal:** Occurs when the Aroon Oscillator crosses below zero, indicating a potential downward trend.
""")
aroon_period = st.sidebar.number_input('Look-back Period', min_value=1, value=25, help="Set the look-back period for the Aroon Oscillator calculation.")
aroon_osc = aroon_oscillator(data, aroon_period)
buy_signals = (aroon_osc > 0) & (aroon_osc.shift(1) <= 0)
sell_signals = (aroon_osc < 0) & (aroon_osc.shift(1) >= 0)
fig = plot_aroon(data, aroon_osc, buy_signals, sell_signals)
st.plotly_chart(fig)
# Hide the default Streamlit menu and footer
hide_streamlit_style = """
<style>
#MainMenu {visibility: hidden;}
footer {visibility: hidden;}
</style>
"""
st.markdown(hide_streamlit_style, unsafe_allow_html=True) |