Skip to content

Final Submission for Algo Assessment

Latest
Latest

Choose a tag to compare

View all tags
@Loiseu8 Loiseu8 released this 06 Nov 14:16
· 2 commits to main since this release
final_submission
c6fdfea

Coding Black Females - Trading Algorithm Project by Toluwanimi Oladejo

This project showcases a trading algorithm designed to analyse market data, execute trades based on a Simple Moving Average (SMA), and manage risk with a stop-loss mechanism. The algorithm is structured to adapt to varied market conditions, ensuring stability and profitability.

Key Achievements

  • SMA Calculation: Uses recent bid prices to determine optimal trade conditions.
  • Buy and Sell Logic: Executes buy orders when conditions are favourable and sells to meet profit targets.
  • Risk Management: Incorporates a stop-loss feature to mitigate losses.
  • Exit Control: Limits orders to maintain system stability.

Features and Functionality

  • SMA-Based Trading: Calculates SMA for decision-making.
  • Order Management: Implements buy, sell, and stop-loss mechanisms.
  • Backtesting: Validates performance under simulated market conditions.
  • Performance Logging: Tracks execution times for ongoing optimisation.

UI Front-End Exercise

I developed a Depth of Market (DOM) UI view using React and TypeScript, enhancing market data visualisation. Although not yet integrated with the trading algo itself, this component lays the groundwork for a dynamic interface.

ezgif-6-204e6c1e15

Future Improvements

  • Unit test refinements for sell and stop-loss logic.
  • UI integration with the algorithm for real-time monitoring.
  • Fine-tuning of thresholds for improved performance.

Link to Full Project README

(https://github.com/Loiseu8/trading-algorithm-assessment/blob/main/algo-exercise/README.md)

Assets 2
Loading