Trading Bot

This program uses an algorithm to automatically make trades for you using python and the QuantConnect platform

Demo

https://www.youtube.com/watch?v=99FonnBm1X8

Strategy

Breakout Strategy

• Look at past highs of given instrument, if a breakout occurs, we buy
• Create a trailing stop loss behind it that rises with it, with an initial stop risk and trailing stop risk percentage
• If the market drops a certain amount, close the deal
• The stop loss helps protect against potential losses
• dynamically determine a lookback time frame which will help with deciding what defines a breakout
• The more change a market has, the farther the lookback
• The less change a market has, the shorter the lookback
• This allows the algorithm to automatically adapt to changes in a market's volatility

Usage

• Make a profile on https://www.quantconnect.com/
• Create a new python project and copy and paste main.py into the project
• Edit to the desired starting date->end date, the desired starting cash, and the desired markets under def Initialize(self):
• Build it and click Backtest to see the results (profit, where the bot bought/sold, etc.)
• Click Go Live if you wish to use real money or if you wish to paper trade

Authors

Zachary Chi zachchi@tamu.edu

License

This project is licensed under the MIT License - see the LICENSE.md file for details