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The document appears to be market data containing indexes, dates, times, and price information for open, high, low, close values over multiple dates from October 2021 through January 2022. It also includes additional technical indicators like moving averages.

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harshkumar patel
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85 views4 pages

Python Export

The document appears to be market data containing indexes, dates, times, and price information for open, high, low, close values over multiple dates from October 2021 through January 2022. It also includes additional technical indicators like moving averages.

Uploaded by

harshkumar patel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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index DateTime Open High

30 289 2021-10-05 00:00:00 09:15:00 AM 17645 17684.4


32 291 2021-10-05 00:00:00 09:35:00 AM 17654.6 17687.45
258 517 2021-10-13 00:00:00 09:15:00 AM 18050 18095
296 555 2021-10-14 00:00:00 09:15:00 AM 18260 18283.65
562 821 2021-10-26 00:00:00 09:15:00 AM 18180.05 18238.85
571 830 2021-10-26 00:00:00 10:45:00 AM 18197.5 18197.5
1177 1436 2021-11-22 00:00:00 09:15:00 AM 17797.75 17805
1215 1474 2021-11-23 00:00:00 09:15:00 AM 17325 17374
1823 2082 2021-12-15 00:00:00 09:15:00 AM 17325 17379.5
1854 2113 2021-12-15 00:00:00 02:25:00 PM 17315.45 17339
1899 2158 2021-12-17 00:00:00 09:15:00 AM 17310.05 17310.05
1921 2180 2021-12-17 00:00:00 12:55:00 PM 17057.95 17098
2127 2386 2021-12-27 00:00:00 09:15:00 AM 16950 16954.4
2128 2387 2021-12-27 00:00:00 09:25:00 AM 16876.45 16969
2203 2462 2021-12-29 00:00:00 09:15:00 AM 17238 17265.5
2209 2468 2021-12-29 00:00:00 10:15:00 AM 17259.8 17259.8
2279 2538 2021-12-31 00:00:00 09:15:00 AM 17268 17350
2313 2572 2021-12-31 00:00:00 02:55:00 PM 17418.45 17419.95
2507 2766 2022-01-10 00:00:00 09:15:00 AM 17925 17979.9
2545 2804 2022-01-11 00:00:00 09:15:00 AM 18026.65 18083.95
Low Close Volume Datee SPH SPL LPH LPL MA_Fast MA_Slow
17631 17678.75 673100 10/5/2021 17718 17631 17724 17631 17672.43 17688.74
17650.2 17669.95 194650 10/5/2021 17718 17631 17724 17631 17672.26 17685.11
18042 18061 511100 10/13/202 17940.8 17901 18059.6 17862.6 17869.03 17964.55
18240 18277.5 700450 10/14/202 18283.65 18240 18059.6 17862.6 17944.58 18166.21
18157.15 18225.6 590650 10/26/202 18210 18075.75 18234.35 18075.75 18208.52 18148.2
18142 18162 405950 10/26/202 18285 18075.75 18234.35 18075.75 18210.19 18187.79
17642.85 17661.25 1001600 11/22/202 17854.1 17761.25 17854.1 17692.1 17957.49 17781.09
17250 17276.25 895050 11/23/202 17468 17250 17854.1 17250 17838.62 17458.72
17312.9 17318.75 563700 12/15/202 17379.5 17292.3 17688 17435.45 17408.96 17351.24
17308.05 17332 210100 12/15/202 17329.75 17232.25 17688 17217 17380.03 17291.53
17208.25 17208.25 1042700 12/17/202 17348.85 17233 17348.85 17233 17353.7 17288.76
17057.95 17084.95 249550 12/17/202 17087.45 17015.6 17348.85 17015.6 17308.33 17101.57
16842.4 16875.9 954550 12/27/202 17079.95 16842.4 17079.95 16842.4 17016.51 16997.68
16865.25 16907.65 652700 12/27/202 17079.95 16842.4 17079.95 16842.4 17015.65 16991.01
17186.05 17246.4 573300 12/29/202 17258.8 17166.15 17258.8 17166.15 17077.66 17226.56
17211.1 17249.6 336050 12/29/202 17287 17166.15 17287 17166.15 17086.35 17240.4
17265.1 17337.75 832650 12/31/202 17250 17185 17262.25 17151.6 17147.99 17230.86
17396.2 17410 223850 12/31/202 17443 17396.2 17448 17396.2 17210.22 17404.12
17910 17944.1 833700 1/10/2022 17834.8 17767.6 17949 17736 17673.52 17836.82
18011.4 18054.75 674450 1/11/2022 18083.95 17987.45 18024.2 17987.45 17758.98 18008.06
MACD Signal Trend ret units signal cum_return
cum_roll_max
drawdown
drawdown_pct
-16.31296 -12.13751 bearish 0 0 Sell17642. -44.3505 0 44.3505 inf
-12.84639 -12.5835 bearish -0.001711 -44.10563 sell_buy17-88.45613 0 88.45613 inf
-95.52284 -83.43654 bearish 0 0 Buy18059. 296.6041 296.6041 0 0
-221.63 -215.0426 bearish 0.005557 116.9 Buy_Sell a 413.5041 413.5041 0 0
60.31983 67.01461 bearish 0 0 Buy18234. 463.6944 599.6541 135.9598 0.22673
22.40174 31.99863 bearish -0.000508 -45.58588 Buy_Sell a 418.1085 599.6541 181.5456 0.302751
176.4002 174.2674 bullish 0 0 Sell17692. 1047.066 1047.066 0 0
379.9067 364.2559 bullish -0.001182 245.8 sell_buy17 1292.866 1292.866 0 0
57.72009 55.24722 bullish 0 0 Sell17325. 1621.989 1789.202 167.2138 0.093457
88.50279 96.67192 bearish -0.000133 -4.75 sell_buy17 1617.239 1789.202 171.9638 0.096112
64.94042 65.13591 bearish 0 0 Sell17233. 1572.4 1789.202 216.803 0.121173
206.7668 192.5377 bullish 0 145.55 sell_buy17 1717.95 1789.202 71.25296 0.039824
18.82271 15.12557 bullish 0 0 Sell16920. 1838.069 1872.4 34.33022 0.018335
24.63138 17.02674 bullish -0.005094 -42.3 sell_buy16 1795.769 1872.4 76.63022 0.040926
-148.8993 -146.9801 bearish 0 0 Buy17258. 1786.131 1872.4 86.26872 0.046074
-154.0439 -151.7319 bearish -0.002581 -43.147 Buy_Sell a 1742.984 1872.4 129.4157 0.069118
-82.86788 -82.75531 bearish 0 0 Buy17268. 1742.984 1872.4 129.4157 0.069118
-193.9026 -194.0373 bullish -0.001174 130.25 Buy_Sell a 1873.234 1873.234 0 0
-163.2989 -159.6347 bearish 0 0 Buy17949. 2360.632 2360.632 0 0
-249.0784 -244.0777 bearish -1.11E-05 30.75 Buy_Sell a 2432.382 2432.382 0 0
rawdown_pct

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