Bollinger band ve super trend ile oluşturulmuş bir indikatör

١٢ أكتوبر ٢٠٢٣

import pandas as pd
import numpy as np

# Super Trend hesaplama fonksiyonu
def calculate_super_trend(data, atr_period, multiplier):
tr = data['High'] - data['Low']
atr = tr.rolling(atr_period).mean()
super_trend_upper = data['High'] - (multiplier * atr)
super_trend_lower = data['Low'] + (multiplier * atr)
data['SuperTrend'] = (super_trend_upper + super_trend_lower) / 2
return data

# Bollinger Bands hesaplama fonksiyonu
def calculate_bollinger_bands(data, window, num_std_dev):
rolling_mean = data['Close'].rolling(window=window).mean()
rolling_std = data['Close'].rolling(window=window).std()
data['BollingerUpper'] = rolling_mean + (rolling_std * num_std_dev)
data['BollingerLower'] = rolling_mean - (rolling_std * num_std_dev)
return data

# Veriyi yükle
data = pd.read_csv('your_data.csv')
data['Date'] = pd.to_datetime(data['Date'])
data.set_index('Date', inplace=True)

# Super Trend ve Bollinger Bands hesaplama
atr_period = 14
multiplier = 1.0
bollinger_window = 20
num_std_dev = 2.0

data = calculate_super_trend(data, atr_period, multiplier)
data = calculate_bollinger_bands(data, bollinger_window, num_std_dev)

# Al-Sat kararları
data['Buy_Signal'] = np.where(data['Close'] > data['SuperTrend'], 1, 0)
data['Sell_Signal'] = np.where(data['Close'] < data['SuperTrend'], -1, 0)
data['Buy_Signal'] = np.where(data['Close'] > data['BollingerUpper'], 1, data['Buy_Signal'])
data['Sell_Signal'] = np.where(data['Close'] < data['BollingerLower'], -1, data['Sell_Signal'])

# Al-Sat sinyallerini birleştirme
data['Signal'] = data['Buy_Signal'] + data['Sell_Signal']

# Veriyi gösterme
print(data)