Algo Trading

This is an attempt at algorithmic trading. I'll start off with a simple algorithm and expand from there.

Buy the Dip Algorithm

Target Company Profile

Fortune 1000 company

Indicators

Buy

• Drop of 5%+ in a single trading day
• No more than 40% off All Time high
• Have we purchased this stock in the last 1 day

Sell

• 30% return

Development Configuration

Pre-requisites

• python
• poetry
• API keys for ALPACA and Twelvedata in environment variables.

Notable Dependencies

1. Uses TwelveData
   1. Specifically uses the price call. Example response:

     {
       "symbol": "AAPL",
       "name": "Apple Inc",
       "exchange": "NASDAQ",
       "mic_code": "XNAS",
       "currency": "USD",
       "datetime": "2021-09-16",
       "timestamp": 1631772000,
       "open": "148.44000",
       "high": "148.96840",
       "low": "147.22099",
       "close": "148.85001",
       "volume": "67903927",
       "previous_close": "149.09000",
       "change": "-0.23999",
       "percent_change": "-0.16097",
       "average_volume": "83571571",
       "rolling_1d_change": "123.123",
       "rolling_7d_change": "123.123",
       "rolling_period_change": "123.123"
       "is_market_open": false,
       "fifty_two_week": {
           "low": "103.10000",
           "high": "157.25999",
           "low_change": "45.75001",
           "high_change": "-8.40999",
           "low_change_percent": "44.37440",
           "high_change_percent": "-5.34782",
           "range": "103.099998 - 157.259995"
       },
       "extended_change": "0.09",
       "extended_percent_change": "0.05",
       "extended_price": "125.22",
       "extended_timestamp": 1649845281
     }

2. Uses Alpaca