fibonacci bollinger bands

models/Trading.py

@@ -50,6 +50,7 @@ def addAll(self):
         self.addEMA(26)
         self.addGoldenCross()
         self.addDeathCross()
+        self.addFibonacciBollingerBands()
 
         self.addRSI(14)
         self.addMACD()
@@ -364,6 +365,36 @@ def calculateRelativeStrengthIndex(self, series, interval=14):
 
         return rsi
 
+    def addFibonacciBollingerBands(self, interval=20, multiplier=3):
+        """Adds Fibonacci Bollinger Bands."""
+
+        if not isinstance(interval, int):
+            raise TypeError('Interval integer required.')
+
+        if not isinstance(multiplier, int):
+            raise TypeError('Multiplier integer required.')
+
+        tp = (self.df['high'] + self.df['low'] + self.df['close']) / 3
+        sma = tp.rolling(interval).mean()
+        sd = multiplier * tp.rolling(interval).std()
+
+        sma = sma.fillna(0)
+        sd = sd.fillna(0)
+
+        self.df['fbb_mid'] = sma
+        self.df['fbb_upper0_236'] = sma + (0.236 * sd)
+        self.df['fbb_upper0_382'] = sma + (0.382 * sd)
+        self.df['fbb_upper0_5'] = sma + (0.5 * sd)
+        self.df['fbb_upper0_618'] = sma + (0.618 * sd)
+        self.df['fbb_upper0_764'] = sma + (0.764 * sd)
+        self.df['fbb_upper1'] = sma + (1 * sd)
+        self.df['fbb_lower0_236'] = sma - (0.236 * sd)
+        self.df['fbb_lower0_382'] = sma - (0.382 * sd)
+        self.df['fbb_lower0_5'] = sma - (0.5 * sd)
+        self.df['fbb_lower0_618'] = sma - (0.618 * sd)
+        self.df['fbb_lower0_764'] = sma - (0.764 * sd)
+        self.df['fbb_lower1'] = sma - (1 * sd)
+
     def movingAverageConvergenceDivergence(self):
         """Calculates the Moving Average Convergence Divergence (MACD)"""
 

views/TradingGraphs.py

@@ -126,6 +126,47 @@ def renderBuySellSignalEMA1226MACD(self, saveFile='', saveOnly=False):
         if saveOnly == False:
             plt.show()
 
+    def renderFibonacciBollingerBands(self, period=50, saveFile='', saveOnly=False):
+        """Render FibonacciBollingerBands"""
+
+        if not isinstance(period, int):
+            raise TypeError('Period parameter is not perioderic.')
+
+        if period < 1 or period > len(self.df):
+            raise ValueError('Period is out of range')
+
+        df_subset = self.df.iloc[-period::]
+
+        plt.subplot(111)
+        plt.suptitle(df_subset.iloc[0]['market'] + ' | ' + str(df_subset.iloc[0]['granularity']), fontsize=12)
+        plt.plot(df_subset.fbb_upper0_236, label="23.6%", color="blue")
+        plt.plot(df_subset.fbb_lower0_236, label="-23.6%", color="blue")
+        plt.plot(df_subset.fbb_upper0_382, label="38.2%", color="green")
+        plt.plot(df_subset.fbb_lower0_382, label="3-8.2%", color="green")
+        plt.plot(df_subset.fbb_upper0_5, label="50%", color="cyan")
+        plt.plot(df_subset.fbb_lower0_5, label="-50%", color="cyan")
+        plt.plot(df_subset.fbb_upper0_618, label="61.8%", color="pink")
+        plt.plot(df_subset.fbb_lower0_618, label="-61.8%", color="pink")
+        plt.plot(df_subset.fbb_upper0_764, label="76.4%", color="red")
+        plt.plot(df_subset.fbb_lower0_764, label="-76.4%", color="red")
+        plt.plot(df_subset.fbb_upper1, label="100%", color="magenta")
+        plt.plot(df_subset.fbb_lower1, label="-100%", color="magenta")
+        plt.plot(df_subset.fbb_mid, label="mid", color="orange")
+        plt.plot(df_subset.close, label="price", color="black")
+        plt.legend()
+        plt.ylabel('Price')
+        plt.xticks(rotation=90)
+        plt.tight_layout()
+
+        try:
+            if saveFile != '':
+                plt.savefig(saveFile)
+        except OSError:
+            raise SystemExit('Unable to save: ', saveFile) 
+
+        if saveOnly == False:
+            plt.show()
+
     def renderPriceEMA12EMA26(self, saveFile='', saveOnly=False):
         """Render the price, EMA12 and EMA26