yongghongg

# Add MACD as subplot
def MACD(df, window_slow, window_fast, window_signal):
    macd = pd.DataFrame()
    macd['ema_slow'] = df['Close'].ewm(span=window_slow).mean()
    macd['ema_fast'] = df['Close'].ewm(span=window_fast).mean()
    macd['macd'] = macd['ema_slow'] - macd['ema_fast']
    macd['signal'] = macd['macd'].ewm(span=window_signal).mean()
    macd['diff'] = macd['macd'] - macd['signal']
    macd['bar_positive'] = macd['diff'].map(lambda x: x if x > 0 else 0)
    macd['bar_negative'] = macd['diff'].map(lambda x: x if x < 0 else 0)

yongghongg

# Stochastic
def Stochastic(df, window, smooth_window):
    stochastic = pd.DataFrame()
    stochastic['%K'] = ((df['Close'] - df['Low'].rolling(window).min()) \
                        / (df['High'].rolling(window).max() - df['Low'].rolling(window).min())) * 100
    stochastic['%D'] = stochastic['%K'].rolling(smooth_window).mean()
    stochastic['%SD'] = stochastic['%D'].rolling(smooth_window).mean()
    stochastic['UL'] = 80
    stochastic['DL'] = 20
    return stochastic

yongghongg

macd = MACD(df, 12, 26, 9)
stochastic = Stochastic(df, 14, 3)
plots  = [
    mpf.make_addplot((macd['macd']), color='#606060', panel=2, ylabel='MACD (12,26,9)', secondary_y=False),
    mpf.make_addplot((macd['signal']), color='#1f77b4', panel=2, secondary_y=False),
    mpf.make_addplot((macd['bar_positive']), type='bar', color='#4dc790', panel=2),
    mpf.make_addplot((macd['bar_negative']), type='bar', color='#fd6b6c', panel=2),
    mpf.make_addplot((stochastic[['%D', '%SD', 'UL', 'DL']]), ylim=[0, 100], panel=3, ylabel='Stoch (14,3)')
]
mpf.plot(df, type='candle', style='yahoo', mav=(5,20), volume=True, addplot=plots, panel_ratios=(3,1,3,3), figscale=1.5)