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Short Term Trading Strategy developed using technical Indicators like RSI-MACD-ADX-Bollinger Bands and study the effect of Broad Market Directional filter for the same

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Lipishree/WQU-Capstone

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This repository is created as part of CAPSTONE project submission for WQU 2015-2017 It contains python sample code, that demonstrates short-term trading using a combination of monentum, volatility and trend indicators                                                            

  CAPSTONE is the Main program
  
  CAP_STCK_ENTRY This module allows user to enter his choice of stock through file or enter tickers manually on screen
  
  STOCK_DATA This This module fetches the historical data of the tickers entered above
  
  OUTLIER_STOCKS This module gets the most volatile stock among the lot and plots the same
  
  SIGNAL_FILTERS Computes the Indicators. TA-Lib library is used for the same [1]
  
  STRATEGY_ADX_BB_MACD_RSI This module has the trading strategy that uses MACD,RSI,ADX and Bollinger Bands to enter long or short
  
  KEY_PROCESS_INDICATORS KPI is calculates here and displayed on user screen
  
  PLOT_INDICATORS The Stock data along with the indicators are plotted for user refrence

The project has been developed in Windows OS in Python 2.7 environment

Apart from using the standard libraries, additional library TA-Lib is used

Installing the TA-Lib could be done as mentioned in 'https://mrjbq7.github.io/ta-lib/install.html '

Installation error was encountered while following the above.

So from http://www.lfd.uci.edu/~gohlke/pythonlibs/ downloaded and installed 'pycuda 2016.1.2+cuda7518 cp27 cp27m win_amd64.whl'

Installation is simple pip install

      pip install pycuda 2016.1.2+cuda7518 cp27 cp27m win_amd64.whl

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Short Term Trading Strategy developed using technical Indicators like RSI-MACD-ADX-Bollinger Bands and study the effect of Broad Market Directional filter for the same

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