CCXT_Calculate_Support_and_Resistance.ipynb

Kernel: Python 3

CCXT - Calculate Support and Resistance

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Tags: #ccxt #bitcoin #trading #investors #analytics #plotly

Author: Jeremy Ravenel

Last update: 2023-04-12 (Created: 2021-02-28)

Description: This notebook provides a guide to using the CCXT library to calculate support and resistance levels for cryptocurrency trading.

Input

!pip install trendln matplotlib==3.1.3 --user

import naas
import ccxt
import pandas as pd
from datetime import datetime
import naas_drivers
import trendln
import plotly.tools as tls
import plotly.graph_objects as go

Setup Binance

👉 How to create API ?

binance_api = ""
binance_secret = ""

Variables

symbol = "BTC/USDT"
limit = 180
timeframe = "4h"

Model

Get data

binance = ccxt.binance({"apiKey": binance_api, "secret": binance_secret})

data = binance.fetch_ohlcv(symbol=symbol, limit=limit, timeframe=timeframe)

Data cleaning

df = pd.DataFrame(data, columns=["Date", "Open", "High", "Low", "Close", "Volume"])
df["Date"] = [datetime.fromtimestamp(float(time) / 1000) for time in df["Date"]]
df

Output

Plotting figure

fig = trendln.plot_support_resistance(
    df[-1000:].Close,  # as per h for calc_support_resistance
    xformatter=None,  # x-axis data formatter turning numeric indexes to display output
    # e.g. ticker.FuncFormatter(func) otherwise just display numeric indexes
    numbest=1,  # number of best support and best resistance lines to display
    fromwindows=True,  # draw numbest best from each window, otherwise draw numbest across whole range
    pctbound=0.1,  # bound trend line based on this maximum percentage of the data range above the high or below the low
    extmethod=trendln.METHOD_NUMDIFF,
    method=trendln.METHOD_PROBHOUGH,
    window=125,
    errpct=0.005,
    hough_prob_iter=50,
    sortError=False,
    accuracy=1,
)

plotly_fig = tls.mpl_to_plotly(fig)

layout = dict(
    dragmode="pan",
    xaxis_rangeslider_visible=False,
    showlegend=True,
)
new_data = list(plotly_fig.data)
new_data.pop(2)
new_data.pop(2)
new_data.pop(1)
new_data.pop(1)
fig = go.Figure(data=new_data, layout=layout)
fig