indicator for trading
import pandas as pd import numpy as np def bank_nifty_option_trading_indicator(data): """ This function returns an indicator for Bank Nifty option trading in 5 minutes time frame. Args: data: A Pandas DataFrame of Bank Nifty option prices. Returns: A Pandas DataFrame of the indicator values. """ # Calculate the moving average of the price over the past 5 minutes. moving_average = np.mean(data['Close'], 5) # Calculate the Bollinger bands of the price over the past 5 minutes. upper_band = moving_average + 2 * np.std(data['Close'], 5) lower_band = moving_average - 2 * np.std(data['Close'], 5) # Calculate the RSI of the price over the past 5 minutes. rsi = 100 - (100 / (1 + np.mean(np.diff(data['Close']) / data['Close']))) # Create a DataFrame of the indicator values. indicator = pd.DataFrame({ 'Moving average': moving_average, 'Bollinger bands upper': upper_band, 'Bollinger bands lower': lower_band, 'RSI': rsi }) # Return the DataFrame. return indicator if __name__ == '__main__': # Get the data. data = pd.read_csv('bank_nifty_option_prices.csv') # Calculate the indicator. indicator = bank_nifty_option_trading_indicator(data) # Print the indicator. print(indicator)
posted by Sunil @ 04:52
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