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Technical Analysis With Python

The document contains several Python scripts for analyzing stock data using various techniques such as rolling midpoint range, Fibonacci retracement, swing highs and lows, pivot point analysis, K-means clustering, volume profiling, and linear and polynomial regression. Each section includes code to download stock prices, calculate relevant metrics, and visualize the results using Matplotlib. The analyses focus on different stocks including BTC-USD, MSFT, AAPL, and NVDA, providing insights into support and resistance levels, price trends, and clustering of price data.

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ayushgoel.9817
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15 views6 pages

Technical Analysis With Python

The document contains several Python scripts for analyzing stock data using various techniques such as rolling midpoint range, Fibonacci retracement, swing highs and lows, pivot point analysis, K-means clustering, volume profiling, and linear and polynomial regression. Each section includes code to download stock prices, calculate relevant metrics, and visualize the results using Matplotlib. The analyses focus on different stocks including BTC-USD, MSFT, AAPL, and NVDA, providing insights into support and resistance levels, price trends, and clustering of price data.

Uploaded by

ayushgoel.9817
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

## 1 Rolling Midpoint Range

import numpy as np
import pandas as pd
import yfinance as yf
import [Link] as plt

def find_levels(data, window):


high = data['High'].rolling(window=window).max()
low = data['Low'].rolling(window=window).min()
midpoint = (high + low) / 2
diff = high - low
resistance = midpoint + (diff / 2)
support = midpoint - (diff / 2)
return support, resistance

# Download historical stock prices


symbol = "BTC-USD"
start_date = '2015-01-01'
end_date = '2024-04-04'
data = [Link](symbol, start=start_date, end=end_date)

window = 30

# Calculate support and resistance levels


support, resistance = find_levels(data, window)

# Plot the stock price, support, and resistance lines


fig, ax = [Link](figsize=(24, 8))
[Link]([Link], data['Close'], label='Stock Price')
[Link]([Link], support, label='Support', linestyle='--', color='green')
[Link]([Link], resistance, label='Resistance', linestyle='--', color='red')
ax.set_xlabel('Date')
ax.set_ylabel('Price')
ax.set_title(f'{symbol} Stock Price with Support and Resistance Levels')
[Link]()

# Add annotations for last support and resistance levels


last_support = [Link][-1]
last_resistance = [Link][-1]
[Link](f'Support: {last_support:.2f}', xy=([Link][-1], last_support),
xytext=([Link][-1] - [Link](days=30), last_support + 10),
arrowprops=dict(facecolor='green', arrowstyle='->'))
[Link](f'Resistance: {last_resistance:.2f}', xy=([Link][-1], last_resistance),
xytext=([Link][-1] - [Link](days=30), last_resistance - 10),
arrowprops=dict(facecolor='red', arrowstyle='->'))

[Link]()

[*********************100%%**********************] 1 of 1 completed

## 2 Fibonacci Retracement

import yfinance as yf
import pandas as pd
import numpy as np
import [Link] as plt

# Get the stock data for [Link]


symbol = "MSFT"
stock_data = [Link](symbol, start="2018-01-01", end="2024-04-04")

# Define the lookback period for calculating high and low prices
lookback_period = 15

# Calculate the high and low prices over the lookback period
high_prices = stock_data["High"].rolling(window=lookback_period).max()
low_prices = stock_data["Low"].rolling(window=lookback_period).min()

# Calculate the price difference and Fibonacci levels


price_diff = high_prices - low_prices
levels = [Link]([0, 0.236, 0.382, 0.5, 0.618, 0.786, 1])
fib_levels = low_prices.[Link](-1, 1) + price_diff.[Link](-1, 1) * levels

# Get the last price for each Fibonacci level


last_prices = fib_levels[-1, :]

# Define a color palette for the Fibonacci levels


colors = ['red', 'orange', 'yellow', 'green', 'blue', 'indigo', 'violet']

# Plot the stock price with the Fibonacci retracement levels and last prices
fig, ax = [Link](figsize=(24,8))
[Link](stock_data.index, stock_data["Close"], label="Stock Price")

offsets = [-16, -14, -12, -10, 8, 10, 12]

for i, level in enumerate(levels):


if level == 0 or level == 1:
linestyle = "--"
else:
linestyle = "-"
[Link](stock_data.index, fib_levels[:, i], label=f"Fib {level:.3f}", linestyle=linestyle, color=colors[i])
[Link](f"{last_prices[i]:.2f}",
xy=(stock_data.index[-1], fib_levels[-1, i]),
xytext=(stock_data.index[-1] + [Link](days=5), fib_levels[-1, i] + offsets[i]),
ha="left", va="center", fontsize=16, color=colors[i])

ax.set_xlabel("Date")
ax.set_ylabel("Price")
ax.set_title(f"{symbol} with Fibonacci Retracement Levels")
[Link](loc="lower right", fontsize=14)

[Link]()

[*********************100%%**********************] 1 of 1 completed

## 3 Swing Highs and Lows

import yfinance as yf
import pandas as pd
from [Link] import argrelextrema
import [Link] as plt

# Download stock data


symbol = "AAPL"
stock_data = [Link](symbol, start="2020-01-01", end="2024-04-04")

# Identify local maxima (swing highs)


stock_data['Swing_High'] = stock_data['High'][argrelextrema(stock_data['High'].values, np.greater_equal, order=5

# Identify local minima (swing lows)


stock_data['Swing_Low'] = stock_data['Low'][argrelextrema(stock_data['Low'].values, np.less_equal, order=5)[0]]

# Find last two non-NaN values for Swing Highs and Swing Lows
last_two_resistances = stock_data['Swing_High'].dropna().tail(2)
last_two_supports = stock_data['Swing_Low'].dropna().tail(2)

# Plotting
[Link](figsize=(24,8))
[Link](stock_data['Close'], label="Close Price")
[Link](stock_data.index, stock_data['Swing_High'], color='r', label='Swing Highs', marker='o')
[Link](stock_data.index, stock_data['Swing_Low'], color='g', label='Swing Lows', marker='o')

# Annotate the last two resistance and support prices


for date, price in last_two_resistances.items():
[Link](f"{price:.2f}", (date, price), textcoords="offset points", xytext=(10,10), ha='center', color='r'
for date, price in last_two_supports.items():
[Link](f"{price:.2f}", (date, price), textcoords="offset points", xytext=(10,-15), ha='center', color=

[Link](f'{symbol} with Swing Highs & Lows')


[Link]()
[Link]()

[*********************100%%**********************] 1 of 1 completed
/var/folders/18/sbrpvhfj1mj55h_nf1msrh4m0000gn/T/ipykernel_1078/[Link]: FutureWarning: Series.__getite
m__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as label
s (consistent with DataFrame behavior). To access a value by position, use `[Link][pos]`
stock_data['Swing_High'] = stock_data['High'][argrelextrema(stock_data['High'].values, np.greater_equal, orde
r=5)[0]]
/var/folders/18/sbrpvhfj1mj55h_nf1msrh4m0000gn/T/ipykernel_1078/[Link]: FutureWarning: Series.__getite
m__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as label
s (consistent with DataFrame behavior). To access a value by position, use `[Link][pos]`
stock_data['Swing_Low'] = stock_data['Low'][argrelextrema(stock_data['Low'].values, np.less_equal, order=5)[0
]]

## 4 Pivot Point Analysis

import pandas as pd
import numpy as np
import [Link] as plt
import yfinance as yf

def calculate_pivot_points(df):
df['Pivot'] = (df['High'] + df['Low'] + df['Close']) / 3
df['R1'] = 2 * df['Pivot'] - df['Low']
df['S1'] = 2 * df['Pivot'] - df['High']
df['R2'] = df['Pivot'] + (df['High'] - df['Low'])
df['S2'] = df['Pivot'] - (df['High'] - df['Low'])
return df

ticker = 'NVDA'
start_date = '2023-01-01'
end_date = '2024-04-04'

data = [Link](ticker, start=start_date, end=end_date)


df = calculate_pivot_points(data)
df = [Link]()

fig, ax = [Link](figsize=(30, 9))

[Link]([Link], df['Close'], label='Price', linewidth=2)


[Link]([Link], df['Pivot'], label='Pivot', linestyle='--', linewidth=1, color='black')
[Link]([Link], df['R1'], label='Resistance 1', linestyle='--', linewidth=1, color='red')
[Link]([Link], df['S1'], label='Support 1', linestyle='--', linewidth=1, color='green')
[Link]([Link], df['R2'], label='Resistance 2', linestyle='--', linewidth=1, color='orange')
[Link]([Link], df['S2'], label='Support 2', linestyle='--', linewidth=1, color='blue')

ax.set_title(f'{ticker} Stock Price with Pivot Points and Support/Resistance Levels')


ax.set_xlabel('Date')
ax.set_ylabel('Price')
[Link]()

# Annotate prices for the last observation


last_date = [Link][-1]
points = {
'Price': df['Close'].iloc[-1],
'Pivot': df['Pivot'].iloc[-1],
'R1': df['R1'].iloc[-1],
'S1': df['S1'].iloc[-1],
'R2': df['R2'].iloc[-1],
'S2': df['S2'].iloc[-1],
}

colors = {
'Price': 'blue',
'Pivot': 'black',
'R1': 'red',
'S1': 'green',
'R2': 'orange',
'S2': 'blue'
}

sorted_points = sorted([Link](), key=lambda x: x[1])

for i, (label, value) in enumerate(sorted_points):


[Link](f"{value:.2f}", xy=(last_date, value), xytext=(5, i * 15),
textcoords="offset points", fontsize=15, ha='left', va='center', color=colors[label])

[Link]()

[*********************100%%**********************] 1 of 1 completed

## 5 K-Means Price Clustering

import yfinance as yf
import numpy as np
import [Link] as plt
from [Link] import KMeans

# Download stock data


symbol = "BTC-USD"
stock_data = [Link](symbol, start="2020-01-01", end="2024-04-04")

# Preparing data for clustering: Normalize time and price to have similar scales
X_time = [Link](0, 1, len(stock_data)).reshape(-1, 1)
X_price = (stock_data['Close'].values - [Link](stock_data['Close'])) / ([Link](stock_data['Close']) - [Link](stock_da
X_cluster = np.column_stack((X_time, X_price))

# Applying KMeans clustering


num_clusters = 5
kmeans = KMeans(n_clusters=num_clusters)
[Link](X_cluster)

# Extract cluster centers and rescale back to original price range


cluster_centers = kmeans.cluster_centers_[:, 1] * ([Link](stock_data['Close']) - [Link](stock_data['Close'])) +

# Plotting
[Link](figsize=(28,7))
[Link](stock_data['Close'], label="Close Price")
for center in cluster_centers:
[Link](y=center, color='r', linestyle='--')
[Link](f"{center:.2f}", xy=(stock_data.index[-1], center * 1.01), xytext=(5,0), textcoords="offset points"

[Link](f'{symbol} Price Data with KMeans Clustering')


[Link]()
[Link]()

[*********************100%%**********************] 1 of 1 completed

## 6 Volume Profiler
import yfinance as yf
import numpy as np
import [Link] as plt

# Download stock data


symbol = "BTC-USD"
stock_data = [Link](symbol, start="2018-01-01", end="2024-04-04")

# Calculate volume profile


price_bins = [Link](stock_data['Low'].min(), stock_data['High'].max(), 100)
volume_profile = []

for i in range(len(price_bins)-1):
bin_mask = (stock_data['Close'] > price_bins[i]) & (stock_data['Close'] <= price_bins[i+1])
volume_profile.append(stock_data['Volume'][bin_mask].sum())

# Estimating support and resistance


current_price = stock_data['Close'].iloc[-1]
support_idx = [Link](volume_profile[:[Link](current_price, price_bins)])
resistance_idx = [Link](volume_profile[[Link](current_price, price_bins):]) + [Link](current_price,

support_price = price_bins[support_idx]
resistance_price = price_bins[resistance_idx]

# Plotting
fig, (ax1, ax2) = [Link](nrows=1, ncols=2, figsize=(20, 5), gridspec_kw={'width_ratios': [3, 1]})
[Link](stock_data['Close'], label="Close Price")
[Link](y=support_price, color='g', linestyle='--', label='Support')
[Link](y=resistance_price, color='r', linestyle='--', label='Resistance')
[Link]()
ax1.set_title(f'{symbol} Price Data')
[Link](price_bins[:-1], volume_profile, height=(price_bins[1] - price_bins[0]), color='blue', edgecolor='none'
ax2.set_title('Volume Profile')

plt.tight_layout()
[Link]()

print(f"Estimated Support Price: {support_price:.2f}")


print(f"Estimated Resistance Price: {resistance_price:.2f}")

[*********************100%%**********************] 1 of 1 completed

Estimated Support Price: 8893.02


Estimated Resistance Price: 68048.35

## 7 Linear and Polinomial Regression

import yfinance as yf
import pandas as pd
import numpy as np
import [Link] as plt
from [Link] import argrelextrema
from [Link] import PolynomialFeatures
from sklearn.linear_model import LinearRegression

# Specify the ticker


symbol = "BTC-USD"

# Download stock data


stock_data = [Link](symbol, start="2023-01-01", end="2024-04-04")

# Identify local maxima (swing highs) and minima (swing lows)


swing_highs = argrelextrema(stock_data['High'].values, np.greater_equal, order=5)[0]
swing_lows = argrelextrema(stock_data['Low'].values, np.less_equal, order=5)[0]

# Linear regression for trendlines


upper_m, upper_b = [Link](swing_highs, stock_data['High'].values[swing_highs], 1)
lower_m, lower_b = [Link](swing_lows, stock_data['Low'].values[swing_lows], 1)

stock_data['Upper_Trendline'] = upper_m * [Link](len(stock_data)) + upper_b


stock_data['Lower_Trendline'] = lower_m * [Link](len(stock_data)) + lower_b

# Preparing data for polynomial regression


X = [Link](range(len(stock_data))).reshape(-1, 1)
y = stock_data['Close'].values
# Polynomial regression
poly = PolynomialFeatures(degree=5)
X_poly = poly.fit_transform(X)
poly_regressor = LinearRegression()
poly_regressor.fit(X_poly, y)
y_pred = poly_regressor.predict(X_poly)

# Plotting
fig, (ax1, ax2) = [Link](1, 2, figsize=(20,6))
[Link](stock_data['Close'], label="Close Price")
[Link](stock_data['Upper_Trendline'], label="Upper Trendline", color="orange")
[Link](stock_data['Lower_Trendline'], label="Lower Trendline", color="blue")

# Annotate last prices for Trendlines


[Link](f"{stock_data['Upper_Trendline'].iloc[-1]:.2f}",
xy=(stock_data.index[-1], stock_data['Upper_Trendline'].iloc[-1]),
xytext=(stock_data.index[-1], stock_data['Upper_Trendline'].iloc[-1] + 5),
arrowprops=dict(arrowstyle='->'))

[Link](f"{stock_data['Lower_Trendline'].iloc[-1]:.2f}",
xy=(stock_data.index[-1], stock_data['Lower_Trendline'].iloc[-1]),
xytext=(stock_data.index[-1], stock_data['Lower_Trendline'].iloc[-1] - 10),
arrowprops=dict(arrowstyle='->'))

ax1.set_title(f'{symbol} with Trendlines')


[Link](loc = "lower right")

[Link](stock_data['Close'], label="Close Price")


[Link](stock_data.index, y_pred, color='r', label="Polynomial Support/Resistance")

# Annotate last price for Polynomial Regression


[Link](f"{y_pred[-1]:.2f}",
xy=(stock_data.index[-1], y_pred[-1]),
xytext=(stock_data.index[-1], y_pred[-1] + 5),
arrowprops=dict(arrowstyle='->'))

ax2.set_title(f'{symbol} Price Data with Polynomial Regression')


[Link]()

plt.tight_layout()
[Link]()

[*********************100%%**********************] 1 of 1 completed

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