/swing

A Python implementation of automatic swing trading execution.

Primary LanguagePythonApache License 2.0Apache-2.0

Swing

A Python implementation of automatic swing trading execution algorithm.

Documentation

Jupyter Notebook: swing.ipynb

Features

  • Automatically reverse positions while market price swings in a pre-defined range.
  • Swing range is split into price zones to gradually increase or decrease holding positions to reduce risk and smooth out capital usage.
  • Grid-based oscillatory trading in each price zone by trailing stop.
  • Advanced adaptive order type reduces timing risk with 4 excecution modes: PATIENT, ACCELERATED, URGENT, PANIC, used for long/short reversal, stop loss and profit taking.
  • Automatic stop for loss cut or profit taking.