charles-chou-technicalanalysis 0.1.0

provide technical analysis of financial markets

Technical Analysis Project

A Python-based project for performing technical analysis on financial data. This project includes various indicators and strategies, along with backtesting capabilities.

Features

• Volume-Price Divergence Signal
• Bollinger Bands, ATR, Stochastic Oscillator
• Fibonacci Retracement Levels
• Sharpe Ratio Calculation
• Portfolio Performance Visualization with Plotly

Installation

1. Clone the repository:

   git clone https://github.com/charleschou99/TechnicalAnalysis.git
   cd TechnicalAnalysis
   

2. Install the required packages:

   pip install -r requirements.txt
   

Usage

1. Backtest a Trading Strategy

Run the backtest_volume_signal.py script to backtest the volume-price divergence strategy on a stock (e.g., AMD):

python backtest_volume_signal.py

Example Output:

Final Portfolio Value: $12,345.67
Total Profit: $2,345.67
Return: 23.46%
Sharpe Ratio: 1.45

2. Customize Backtest Parameters

You can modify the ticker, time range, and initial capital in backtest_strategy:

backtest_strategy(ticker="AMD", start_date="2022-11-01", end_date="2023-11-01", initial_capital=10000)

3. Visualize Portfolio Performance

After running the backtest, a Plotly graph will appear, showing:

• Portfolio Value over time
• Cash Balance
• Stock Holdings Value

Project Structure

├── dataGetter                  # Data retrieval from Yahoo Finance (v0)
├── signal                      # Signal generation scripts
├── backtest                    # Backtest and example script
├── tests                       # Example script for base functions
├── requirements.txt            # Python package dependencies
├── README.md                   # Project documentation

Dependencies

Install all dependencies with:

pip install -r requirements.txt

License

This project is licensed under the MIT License.

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Feel free to contribute, report issues, or suggest improvements!