/pyalgotradetutorial

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PyAlgoTrade Tutorial

Small library showing walkthrough of pyalgotrade tutorial

Set up environment with

virtualenv venv --python=python3
source venv/bin/activate
pip install pyalgotrade

Step 1: Getting Sample Data

Command:

python -m "pyalgotrade.tools.quandl" --source-code="WIKI" --table-code="ORCL" --from-year=2000 --to-year=2000 --storage=. --force-download --frequency=daily

Step 2: First Strategy

Shown in first-strategy.py

Step 3: Simple Moving Average Strategy

Shown in first-sma-strategy.py

Step 4: Simple Moving Average + Relative Strength Index Strategy

Shown in first-sma-rsi-strategy.py

Step 5: Simulate Trading with Simple Moving Average

Shown in sma-strategy.py