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import streamlit as st | |
import pandas as pd | |
import plotly.graph_objects as go | |
from plotly.subplots import make_subplots | |
import yfinance as yf | |
# Function to calculate Moving Averages and Parabolic SAR | |
def calculate_indicators(data, ema_periods=[5, 25, 50]): | |
for period in ema_periods: | |
data[f'EMA_{period}'] = data['Close'].ewm(span=period, adjust=False).mean() | |
data['high'] = data['High'].rolling(window=2).max() | |
data['low'] = data['Low'].rolling(window=2).min() | |
data['af'] = 0.02 | |
data['psar'] = data['Close'][0] | |
for i in range(1, len(data)): | |
if data['Close'][i] > data['psar'][i-1]: | |
data['psar'][i] = data['psar'][i-1] + data['af'][i-1] * (data['high'][i-1] - data['psar'][i-1]) | |
else: | |
data['psar'][i] = data['psar'][i-1] - data['af'][i-1] * (data['psar'][i-1] - data['low'][i-1]) | |
if data['psar'][i] > data['Close'][i]: | |
data['psar'][i] = data['low'][i-1] | |
else: | |
data['psar'][i] = data['high'][i-1] | |
if (data['Close'][i] > data['Close'][i-1] and data['af'][i-1] < 0.2): | |
data['af'][i] = data['af'][i-1] + 0.02 | |
elif (data['Close'][i] < data['Close'][i-1]): | |
data['af'][i] = 0.02 | |
return data | |
# Function to plot the data | |
def plot_data(data): | |
fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.02) | |
fig.add_trace(go.Candlestick(x=data.index, | |
open=data['Open'], high=data['High'], | |
low=data['Low'], close=data['Close'], | |
name='Candlestick'), row=1, col=1) | |
for ema in [5, 25, 50]: | |
fig.add_trace(go.Scatter(x=data.index, y=data[f'EMA_{ema}'], mode='lines', name=f'EMA {ema}'), row=1, col=1) | |
fig.add_trace(go.Scatter(x=data.index, y=data['psar'], mode='markers', marker_symbol='circle', name='Parabolic SAR'), row=1, col=1) | |
return fig | |
# Streamlit app layout | |
st.title('Profit Parabolic Trading Strategy Visualization') | |
st.sidebar.header('User Input Parameters') | |
ticker = st.sidebar.text_input('Ticker Symbol', 'AAPL') | |
start_date = st.sidebar.date_input('Start Date', pd.to_datetime('2020-01-01')) | |
end_date = st.sidebar.date_input('End Date', pd.to_datetime('today')) | |
button = st.sidebar.button('Analyze') | |
if button: | |
data = yf.download(ticker, start=start_date, end=end_date) | |
data = calculate_indicators(data) | |
fig = plot_data(data) | |
st.plotly_chart(fig, use_container_width=True) | |