https://github.com/gfleury/narrowtrade

Dumb naive bot to trade on Saxobank
https://github.com/gfleury/narrowtrade

bot openapi saxobank trade

Last synced: about 1 month ago
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Dumb naive bot to trade on Saxobank

• Host: GitHub
• URL: https://github.com/gfleury/narrowtrade
• Owner: gfleury
• License: mit
• Created: 2020-08-16T18:53:46.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2024-11-03T09:53:27.000Z (2 months ago)
• Last Synced: 2024-11-03T10:25:00.577Z (2 months ago)
• Topics: bot, openapi, saxobank, trade
• Language: Go
• Homepage:
• Size: 737 KB
• Stars: 2
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

README

        
# narrowTrader

## Roadmap:

- Full-fledged robo-trading (non low latency) - OK

- Portfolio Automation - OK

- rebalancing portfolio - OK

- auto investing - OK

- remove all IEX code and create Instrument analysis interface. - OK

- Stock Trading based on dynamic data from external systems or from the API - OK

- Forex Trading based on dynamic data from external systems or from the API - OK

- Rebalance CashPerSymbol if any order fail during the Trade() - OK

- StockNaive with pricing per percentage and moving averages. - OK

- Add context timeout on all API calls.

- Portfolio rebalancing and monitoring across clients for smaller wealth managers or hedge funds

- Check how to implement analysis for resistance/support

- Trading on specific times

- Only Trade when exchange is about 20 minutes to open

- StockNaive GetCashPerSymbol testing for different edge cases

- API's context with timeout and exponential backoff 

  `sleep = min(2000, random.uniform(5, sleep * 3))`

- Removed closed orders from .narrow_tags

Standalone tools:

- FX hedging - sheets can be configured to automatically hedge other positions or transactions once these are committed

## Nice to check technical projects:

- https://github.com/sdcoffey/techan

- https://github.com/ivopetiz/technical-indicators

## Strategies to implement

### Mean Reversion

The mean reversion strategy is based on a straightforward assumption – if the price of a coin shift from its average, then it’s eventually going to revert back to it. 

### Momentum Trading

The core philosophy behind this is the belief that the prices of an asset will spike above its average and then run out of momentum and fall down. 

### Naive Bayes