SitrucL/NextTrade

A system that performs algorithmic trading

NextTrade

A system to create, test, optimize, and deploy algorithmic trading strategies

Features

1. Combine conditions to form compound conditions. Combine compound conditions and create trading strategies.
   • For example:
     • Condition A: QQQ stock is 1 SD below its 5-day mean price
     • Condition B: Buying power is above $8,000.
     • Condition C: Condition A and condition B
     • Strategy: If condition C, buy $3000 of SPY
2. Create unlimited portfolios with different combinations of strategies
3. Backtest those strategies using historical data.
   • Only stocks are currently supported, but cryptocurrency and options support is baked into the architecture
4. Optimize the strategy's parameters using a genetic algorithm
   • Choose hyperparameters like mutation rate, training period, validation period, and population size
   • Choose to optimize percent gain, sortino ratio, sharpe ratio, or max drawdown
5. Deploy the strategies live and see how it performs in real-time

System Architecture and Design

Some architectural artifacts can be found at this link: https://drive.google.com/drive/folders/1TgZNGPd7TBWi47dWh0TI2nZ_9WUhv_P_?usp=sharing

Local Installation

Prerequisites

1. Mac, Linux or WSL2 preferred
   • How to set up Linux on Windows with WSL 2
2. Tradier Account (with at least a free sandbox token; additional brokers TBD)
   • Production vs Sandbox data details
   • Sandbox Account and Signup info

Mac Setup

1. Clone the repository.
2. Install MongoDB community edition and enable it.
3. Install the dependencies: npm run install-all
4. Make sure all tests pass: cd app && npm t && cd ..
5. Add your Tradier token to the ./app/env file and rename the file to .env

Linux/WSL2 setup (tested on Ubuntu 20.04)

1. If needed, install Node.js. NVM Option:
   1. curl -o- https://raw.githubusercontent.com/nvm-sh/nvm/master/install.sh | bash
   2. Exit and restart the terminal session.
   3. nvm install --lts
2. Install MongoDB community edition and enable. For Ubuntu 20.04:
   1. curl -fsSL https://www.mongodb.org/static/pgp/server-4.4.asc | sudo apt-key add -
   2. echo "deb [ arch=amd64,arm64 ] https://repo.mongodb.org/apt/ubuntu focal/mongodb-org/4.4 multiverse" | sudo tee /etc/apt/sources.list.d/mongodb-org-4.4.list
   3. sudo apt update
   4. sudo apt install mongodb-org
   5. Linux/Ubuntu specific:
      1. sudo systemctl status mongod (verify it's running)
      2. sudo systemctl enable mongod (to auto-start at boot)
   6. WSL2 specific:
      1. sudo mkdir -p /data/db
      2. sudo chown -R `id -un` /data/db
      3. wget -O mongod.sh https://raw.githubusercontent.com/mongodb/mongo/master/debian/init.d
      4. sudo mv ./mongod.sh /etc/init.d/mongod
      5. sudo chmod +x /etc/init.d/mongod
      6. sudo service mongod start
         • Auto-start options for WSL2 on Win11
      7. sudo service mongod status (verify it's running)
   7. mongo --eval 'db.runCommand({ connectionStatus: 1 })' (verify it's working)
3. Clone the NextTrade repository: cd ~ && git clone https://github.com/austin-starks/NextTrade && cd NextTrade
4. Install the dependencies: npm run install-all
5. Copy the sample config file to .env cp ./app/env ./app/.env
6. Add your Tradier token to the ./app/.env file
7. Make sure all tests pass: cd app && npm t; cd ..

Turning on the system

Manually managed

Development environment

1. Open two terminal windows.
2. In a terminal instance, turn on the client: cd client; npm start
3. In another terminal instance, turn on the server: cd app; npm start
4. Once started, load the app: http://localhost:3000

PM2 Managed

Setup

1. npm install pm2@latest -g
2. cd ~/NextTrade/client && pm2 start npm --name "NextTrade-Client" -- start
3. cd ~/NextTrade/app && pm2 start npm --name "NextTrade-App" -- start
4. pm2 save

Running (assuming no other PM2 apps)

1. To start the client+app: pm2 start all
2. To stop the client+app: pm2 stop all
3. Other Useful commands: pm2 status, pm2 logs, pm2 monit See PM2 Quickstart for more.