import streamlit as st import yfinance as yf import pandas as pd import plotly.graph_objs as go def fetch_data(ticker, start_date, end_date): data = yf.download(ticker, start=start_date, end=end_date) return data def calculate_indicators(data): # Exponential Moving Averages for trend data['EMA50'] = data['Close'].ewm(span=50, adjust=False).mean() data['EMA200'] = data['Close'].ewm(span=200, adjust=False).mean() # Relative Strength Index for momentum delta = data['Close'].diff() gain = (delta.where(delta > 0, 0)).rolling(window=14).mean() loss = (-delta.where(delta < 0, 0)).rolling(window=14).mean() rs = gain / loss data['RSI'] = 100 - (100 / (1 + rs)) return data def identify_signals(data): data['Buy Signal'] = (data['EMA50'] > data['EMA200']) & (data['RSI'] < 30) data['Sell Signal'] = (data['EMA50'] < data['EMA200']) & (data['RSI'] > 70) return data def plot_data(data): fig = go.Figure() # Adding price trace fig.add_trace(go.Candlestick(x=data.index, open=data['Open'], high=data['High'], low=data['Low'], close=data['Close'], name='Candlestick')) # Adding EMAs fig.add_trace(go.Scatter(x=data.index, y=data['EMA50'], name='EMA 50', line=dict(color='blue', width=1.5))) fig.add_trace(go.Scatter(x=data.index, y=data['EMA200'], name='EMA 200', line=dict(color='red', width=1.5))) # Adding Buy and Sell signals buys = data[data['Buy Signal']] sells = data[data['Sell Signal']] fig.add_trace(go.Scatter(x=buys.index, y=buys['Close'], mode='markers', name='Buy Signal', marker=dict(symbol='triangle-up', size=12, color='green'))) fig.add_trace(go.Scatter(x=sells.index, y=sells['Close'], mode='markers', name='Sell Signal', marker=dict(symbol='triangle-down', size=12, color='red'))) # Layout updates fig.update_layout(title='Momentum Reversal Trading Strategy Visualization', xaxis_title='Date', yaxis_title='Price', template='plotly_dark') fig.update_xaxes(rangeslider_visible=True) return fig def main(): st.title("Momentum Reversal Trading Strategy Visualization") ticker = st.text_input("Enter the ticker symbol, e.g., 'AAPL'") start_date = st.date_input("Select the start date") end_date = st.date_input("Select the end date") if st.button("Analyze"): data = fetch_data(ticker, start_date, end_date) data = calculate_indicators(data) data = identify_signals(data) fig = plot_data(data) st.plotly_chart(fig, use_container_width=True) if __name__ == "__main__": main()