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Improve RSI indicator

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didier
2021-02-04 23:33:32 +00:00
parent 229de95970
commit 6ea2969d87
1 changed files with 52 additions and 2 deletions
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54
technical_analysis/momentum.py
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@@ -199,13 +199,63 @@ def rsi(l_args, s_ticker, s_interval, df_stock):
if s_interval == "1440min":
df_ta = ta.rsi(df_stock['5. adjusted close'], length=ns_parser.n_length, scalar=ns_parser.n_scalar,
drift=ns_parser.n_drift, offset=ns_parser.n_offset).dropna()
plot_stock_and_ta(df_stock['5. adjusted close'], s_ticker, df_ta, "RSI")
plt.subplot(211)
plt.plot(df_stock.index, df_stock['5. adjusted close'].values, 'k', lw=3)
plt.title(f"Relative Strength Index (RSI) on {s_ticker}")
plt.xlim(df_stock.index[0], df_stock.index[-1])
plt.ylabel(f'Share Price ($)')
plt.grid(b=True, which='major', color='#666666', linestyle='-')
plt.minorticks_on()
plt.grid(b=True, which='minor', color='#999999', linestyle='-', alpha=0.2)
plt.subplot(212)
plt.plot(df_ta.index, df_ta.values, 'k', lw=2)
plt.xlim(df_stock.index[0], df_stock.index[-1])
plt.axhspan(70, 100, facecolor='r', alpha=0.2)
plt.axhspan(0, 30, facecolor='g', alpha=0.2)
plt.axhline(70, linewidth=3, color='r', ls='--')
plt.axhline(30, linewidth=3, color='g', ls='--')
plt.xlabel('Time')
plt.grid(b=True, which='major', color='#666666', linestyle='-')
plt.minorticks_on()
plt.grid(b=True, which='minor', color='#999999', linestyle='-', alpha=0.2)
plt.ylim([0, 100])
plt.gca().twinx()
plt.ylim(plt.gca().get_ylim())
plt.yticks([.15, .85], ('OVERSOLD', 'OVERBOUGHT'))
plt.show()
# Intraday
else:
df_ta = ta.rsi(df_stock['4. close'], length=ns_parser.n_length, scalar=ns_parser.n_scalar,
drift=ns_parser.n_drift, offset=ns_parser.n_offset).dropna()
plot_stock_and_ta(df_stock['4. close'], s_ticker, df_ta, "RSI")
plt.subplot(211)
plt.plot(df_stock.index, df_stock['4. close'].values, 'k', lw=3)
plt.title(f"Relative Strength Index (RSI) on {s_ticker}")
plt.xlim(df_stock.index[0], df_stock.index[-1])
plt.ylabel(f'Share Price ($)')
plt.grid(b=True, which='major', color='#666666', linestyle='-')
plt.minorticks_on()
plt.grid(b=True, which='minor', color='#999999', linestyle='-', alpha=0.2)
plt.subplot(212)
plt.plot(df_ta.index, df_ta.values, 'k', lw=2)
plt.xlim(df_stock.index[0], df_stock.index[-1])
plt.axhspan(70, 100, facecolor='r', alpha=0.2)
plt.axhspan(0, 30, facecolor='g', alpha=0.2)
plt.axhline(70, linewidth=3, color='r', ls='--')
plt.axhline(30, linewidth=3, color='g', ls='--')
plt.xlabel('Time')
plt.grid(b=True, which='major', color='#666666', linestyle='-')
plt.minorticks_on()
plt.grid(b=True, which='minor', color='#999999', linestyle='-', alpha=0.2)
plt.ylim([0, 100])
plt.gca().twinx()
plt.ylim(plt.gca().get_ylim())
plt.yticks([.15, .85], ('OVERSOLD', 'OVERBOUGHT'))
plt.show()
print("")
except:
print("")