moving_average_envelopes.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()
import sys
import os
parent_dir = os.path.dirname(os.getcwd())
sys.path.append(parent_dir)
import ta_functions as ta

# input
symbol = "AAPL"
start = dt.date.today() - dt.timedelta(days=180)
end = dt.date.today()

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

df["20SMA"] = ta.SMA(df["Adj Close"], timeperiod=20)
df["Upper_Envelope"] = df["20SMA"] + (df["20SMA"] * 0.025)
df["Lower_Envelope"] = df["20SMA"] - (df["20SMA"] * 0.025)

# Line Chart
plt.figure(figsize=(14, 7))
plt.plot(df["Adj Close"])
plt.plot(df["Upper_Envelope"], color="blue")
plt.plot(df["Lower_Envelope"], color="red")
plt.plot(
    df["Adj Close"].rolling(20).mean(),
    color="orange",
    label="Average Price",
    linestyle="--",
)
plt.title("Stock of Moving Average Envelopes")
plt.ylabel("Price")
plt.xlabel("Date")
plt.legend(loc="best")
plt.show()

# ## Candlestick with MAE
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(111)
candlestick_ohlc(ax1, dfc.values, width=0.5, colorup="g", colordown="r", alpha=1.0)
ax1.plot(df["Upper_Envelope"], color="blue")
ax1.plot(df["Lower_Envelope"], color="red")
ax1.plot(df["Adj Close"].rolling(20).mean(), color="orange")
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.legend(loc="best")
ax1.set_ylabel("Price")
ax1.set_xlabel("Date")
plt.show()