movAvgAlgo.py

import datetime as dt
import matplotlib.pyplot as plt
import pandas_datareader as web

plt.style.use("dark_background")

ma_1 = 30
ma_2 = 100

start = dt.datetime.now() - dt.timedelta(days=356 * 5)
end = dt.datetime.now()

data = web.DataReader('SPY', 'yahoo', start, end)
data[f'SMA_{ma_1}'] = data['Adj Close'].rolling(window=ma_1).mean()
data[f'SMA_{ma_2}'] = data['Adj Close'].rolling(window=ma_2).mean()

# display data from ma_2
data = data.iloc[ma_2:]

# plt.plot(data['Adj Close'], label="Share Price", color="lightgray")
# plt.plot(data[f'SMA_{ma_1}'], label=f"SMA_{ma_1}", color="orange")
# plt.plot(data[f'SMA_{ma_2}'], label=f"SMA_{ma_2}", color="blue")
# plt.legend(loc="upper left")
# plt.show()
#

buy_signals = []
sell_signals = []
trigger = 0

# if ma_1 is larger than 2 and trigger not 1, we have buy signal at location x, leave sell_sig to empty, set trigger to 1, and vice verse
for x in range(len(data)):
    if data[f'SMA_{ma_1}'].iloc[x] > data[f'SMA_{ma_2}'].iloc[x] and trigger != 1:
        buy_signals.append(data['Adj Close'].iloc[x])
        sell_signals.append(float('nan'))
        trigger = 1
    elif data[f'SMA_{ma_1}'].iloc[x] < data[f'SMA_{ma_2}'].iloc[x] and trigger != -1:
        buy_signals.append(float('nan'))
        sell_signals.append(data['Adj Close'].iloc[x])
        trigger = -1
    else:
        buy_signals.append(float('nan'))
        sell_signals.append(float('nan'))

data['Buy Signals'] = buy_signals
data['Sell Signals'] = sell_signals

print(data)

plt.plot(data['Adj Close'], label="Share Price", alpha=0.5)
plt.plot(data[f'SMA_{ma_1}'], label=f"SMA_{ma_1}",
         color="orange", linestyle="--")
plt.plot(data[f'SMA_{ma_2}'], label=f"SMA_{ma_2}",
         color="pink", linestyle="--")
plt.scatter(data.index, data['Buy Signals'],
            label="Buy Signal", marker="^", color="#00ff00", lw=3)
plt.scatter(data.index, data['Sell Signals'],
            label="Sell Signal", marker="v", color="#ff0000", lw=3)

plt.legend(loc="upper left")
plt.show()