/Algorithmic-Trading

Algorithmic Trading using Python

Primary LanguagePython

Algorithmic Trading in Python

Using the Alpaca API, we can easily create trading algorithms that trade on Alpaca's exchange.

To integrate and develop Strategies, we use Backtrader.

Setup

  • Install the requirements via: pip install -r requirements.txt
  • Setup a .env file containing:
ALPACA_KEY_ID=TEST
ALPACA_SECRET_KEY=TEST

Running

Run the main.py file after completing the setup steps above.

usage: main.py [-h] [--live] [--optimize] [-from FROMDATE] [-to TODATE] [-sc STARTCASH] [-t TICKERS [TICKERS ...]]
               {RSIStack,SuperScalper}

Backtest and Live Trading using Algorithms.

positional arguments:
  {RSIStack,SuperScalper}
                        the Strategy to be used

optional arguments:
  -h, --help            show this help message and exit
  --live                run live trading
  --optimize            optimize the strategy parameters for the given timeframe and ticker
  -from FROMDATE, --fromDate FROMDATE
                        date to start backtesting from formatted YYYY-MM-DD
  -to TODATE, --toDate TODATE
                        date to end backtesting from formatted YYYY-MM-DD
  -startcash STARTCASH  the amount of cash to start with default is $100,000
  -t TICKERS [TICKERS ...], --tickers TICKERS [TICKERS ...]
                        tickers to use

A example command to run the backtest:

python main.py SuperScalper -from 2020-01-03 -to 2020-01-20 -t AAPL