luke/autotrader

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Luke Wilson 2fb44614e9 Try to fix image sources

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Making trade charting more reliable and informative

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Making trade charting more reliable and informative

2024-11-04 12:14:56 -06:00

Add images and readme information

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Error when the Oanda token or account ID is not set

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backtesting_test.go

Fixed so many IndexedSeries bugs...

2023-05-24 11:24:10 -05:00

backtesting.go

Making trade charting more reliable and informative

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broker.go

Making trade charting more reliable and informative

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frame_indexed.go

Fixed MORE bugs

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frame_test.go

Fixed so many IndexedSeries bugs...

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frame.go

Add IndexedFrame

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go.mod

Working on Ichimoku cloud and updated some Series functions

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go.sum

Working on Ichimoku cloud and updated some Series functions

2023-05-19 22:09:56 -05:00

indicators_test.go

Use type safety for RSI indicator

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indicators.go

Fixed Ichimoku bugs

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LICENSE

Change to 0BSD license

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README.md

Try to fix image sources

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series_float.go

Add IndexedSeries

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series_indexed.go

Fixed MORE bugs

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series_test.go

Fixed MORE bugs

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series.go

Fixed MORE bugs

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signals.go

Gave the Series, Frame, and Signals a lot of needed love

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strategy.go

Done some initial work

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trader.go

Making trade charting more reliable and informative

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utils_test.go

Added Round function and unit tests

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utils.go

Making trade charting more reliable and informative

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README.md

autotrader

Autotrader is a forex quantitative trading engine I developed in two weeks using Go. The unique backtesting simulations runs a user-designed trading algorithm against historical market data. The simulation accounts for brokerage fees, hedging, leverage, market orders, limit orders, stop orders, and more. Once a reliable strategy has been identified, the user can run the trading algorithm they created on their live brokerage account.

Autotrader inserts layers of abstraction all the way down from the implementation of the trading strategy to the orders and positions maintained by the brokers over their JSON REST APIs. All financial algorithms and data structures used in this project were developed from scratch, including a time series table inspired by the NumPy Python data science library.

The following page is a report generated by Autotrader when backtesting a naive SMA crossover strategy using realtime Forex market data:

![https://raw.githubusercontent.com/lukewilson2002/autotrader/refs/heads/main/images/livetrades-example.jpeg](Graph of live trades as executed by the strategy.)

![https://raw.githubusercontent.com/lukewilson2002/autotrader/refs/heads/main/images/profit-example.jpeg](Return on investment of the strategy plotted over time.)

![https://raw.githubusercontent.com/lukewilson2002/autotrader/refs/heads/main/images/profitability-example.jpeg](Profitability graph of the strategy.)

License

Zero-clause BSD (0BSD)