import streamlit as st import yfinance as yf import pandas as pd import matplotlib.pyplot as plt from matplotlib import dates as mdates import plotly.graph_objects as go # Initialize the Streamlit app st.title('Momentum Reversal Trading Strategy Analysis') # User input for asset ticker, start date, and end date ticker = st.text_input('Enter the ticker symbol of the asset:', 'AAPL') start_date = st.date_input('Start Date') end_date = st.date_input('End Date') analyze_button = st.button('Analyze') if analyze_button: # Fetch historical data from Yahoo Finance data = yf.download(ticker, start=start_date, end=end_date) # Calculate RSI delta = data['Adj Close'].diff() gain = (delta.where(delta > 0, 0)).fillna(0) loss = (-delta.where(delta < 0, 0)).fillna(0) avg_gain = gain.rolling(window=14, min_periods=14).mean() avg_loss = loss.rolling(window=14, min_periods=14).mean() rs = avg_gain / avg_loss rsi = 100 - (100 / (1 + rs)) # Calculate MACD exp1 = data['Adj Close'].ewm(span=12, adjust=False).mean() exp2 = data['Adj Close'].ewm(span=26, adjust=False).mean() macd = exp1 - exp2 signal = macd.ewm(span=9, adjust=False).mean() # Identify buy and sell signals buy_signals = (macd > signal) & (macd.shift(1) <= signal.shift(1)) sell_signals = (macd < signal) & (macd.shift(1) >= signal.shift(1)) data['Buy Signal'] = buy_signals data['Sell Signal'] = sell_signals # Plotting fig = go.Figure() fig.add_trace(go.Candlestick(x=data.index, open=data['Open'], high=data['High'], low=data['Low'], close=data['Close'], name='Market data')) fig.add_trace(go.Scatter(x=data.index, y=rsi, name='RSI')) fig.add_trace(go.Scatter(x=data.index, y=macd, name='MACD', line=dict(color='blue'))) fig.add_trace(go.Scatter(x=data.index, y=signal, name='Signal Line', line=dict(color='orange'))) fig.update_layout(title='Trading Signals', xaxis_title='Date', yaxis_title='Price') st.plotly_chart(fig) # Display Buy and Sell Signals in a table signals = pd.DataFrame(index=data.index) signals['Price'] = data['Adj Close'] signals['Buy'] = data['Buy Signal'] signals['Sell'] = data['Sell Signal'] signals_filtered = signals[(signals['Buy'] | signals['Sell'])] st.table(signals_filtered) # Streamlit app will run when this script is called