/oandamomentum

Building a time series momentum strategy for Oanda by following this guide: https://www.oreilly.com/learning/algorithmic-trading-in-less-than-100-lines-of-python-code

Primary LanguageJupyter NotebookApache License 2.0Apache-2.0

oandamomentum

Build a time series momentum strategy for OANDA by following this guide: https://www.oreilly.com/learning/algorithmic-trading-in-less-than-100-lines-of-python-code

The guide by Dr. Yves Hilpisch is written for the legacy OANDA v1 API. Unfortunately, new accounts will default to OANDA's v20 API. The jupyter notebooks in this repository demonstrate the v1 and v20 API differences.

OANDA's official v20 python library is here: https://github.com/oanda/v20-python

I decided to use the unofficial 3rd party v20 python library here: https://github.com/hootnot/oanda-api-v20

Sample v20 python code is here: https://github.com/hootnot/oandapyV20-examples

I found the oanda-api-v20 documentation, samples, and overall ease of use better than the official v20-python library