Giter Club home page Giter Club logo

algorithmic-trading-with-python's Introduction

Algorithmic Trading with Python

This repository acts as a library of quantitative algorithms for algorithmic trading implemented in Python. There are currently 23 programs and more will be added with the passage of time. Based on the technical indicator's nature, the algorithms are classified into five directories: Advanced Strategies, Momentum, Overlap, Trend, and Volatility. Use the link here for a detailed explanation of each of the strategies represented: https://nikhiladithyan.medium.com/list/algorithmic-trading-with-python-152fa99c535a

This folder contains strategies that use two or more technical indicators.

  1. ADX_RSI.py: A strategy that uses Average Directional Index and RSI
  2. BB_KC_RSI.py: A strategy that uses Bollinger Bands, Keltner Channel, and RSI
  3. BB_STOCH.py: A strategy that uses Bollinger Bands and Stochastic Oscillator
  4. STOCH_MACD.py: A strategy that uses Stochastic Oscillator and MACD
  5. W%R_MACD.py: A strategy that uses Williams %R and MACD

This folder contains strategies that uses Momentum-based technical indicators

  1. AO.py: A strategy based on the Awesome Oscillator
  2. CCI.py: A strategy based on the Commodity Channel Index
  3. CC.py: A strategy based on the Coppock Curve indicator
  4. DI.py: A strategy based on the Disparity Index
  5. KST.py: A strategy based on the Know Sure Thing indicator
  6. MACD.py: A strategy based on the Moving Average Convergence/Divergence indicator
  7. RSI.py: A strategy based on the Relative Strength Index
  8. RVI.py: A strategy based on the Relative Vigor Index
  9. STOCH.py: A strategy based on the Stochastic Oscillator
  10. TSI.py: A strategy based on the True Strength Index
  11. W%R.py: A strategy based on the Williams %R indicator

This folder contains strategies that uses Overlap-based technical indicators

  1. ST.py: A strategy based on the SuperTrend indicator
  2. SMA.py: A strategy based on the Simple Moving Average indicator

This folder contains strategies that uses Trend-based technical indicators

  1. ADX.py: A strategy based on the Average Directional Index
  2. AROON.py: A strategy based on the Aroon indicator
  3. CI.py: A strategy based on the Choppiness Index

This folder contains strategies that uses Volatility-based technical indicators

  1. BB.py: A strategy based on the Bollinger Bands
  2. KC.py: A strategy based on the Keltner Channel

algorithmic-trading-with-python's People

Contributors

nikhil-adithyan avatar

Stargazers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

Watchers

 avatar

algorithmic-trading-with-python's Issues

Key error 0

Hi Nikhil, thank so much for sharing.
I am trying to reproduce yor code.
I have some isues with the POSITION module.
When I execute it gives me an error.

ERROR: unknown command "install--upgrade" - maybe you meant "install"

KeyError Traceback (most recent call last)
/usr/local/lib/python3.7/dist-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
3360 try:
-> 3361 return self._engine.get_loc(casted_key)
3362 except KeyError as err:

4 frames
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()

pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()

KeyError: 0

The above exception was the direct cause of the following exception:

KeyError Traceback (most recent call last)
/usr/local/lib/python3.7/dist-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
3361 return self._engine.get_loc(casted_key)
3362 except KeyError as err:
-> 3363 raise KeyError(key) from err
3364
3365 if is_scalar(key) and isna(key) and not self.hasnans:

KeyError: 0

I would appreciate your help.

BR,

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.