Algorithmic Trading Platform

A Python-based algorithmic trading platform that integrates with Zerodha for automated trading strategies. The platform provides a comprehensive set of technical indicators and backtesting capabilities.

🚀 Quick Start

1. Clone the repository:

git clone https://github.com/yourusername/algotrading.git
cd algotrading

2. Set up the environment:

python -m venv venv
source venv/bin/activate # On Windows: venv\Scripts\activate
pip install -r requirements.txt

3. Configure Zerodha credentials and trading parameters

📊 Technical Indicators

The platform includes the following technical indicators:

Indicator	Description	Implementation
EMA	Exponential Moving Average	indicators/EMA.py
MACD	Moving Average Convergence Divergence	indicators/MACD.py
RSI	Relative Strength Index	indicators/RSI.py
ATR	Average True Range	indicators/ATR.py
MFI	Money Flow Index	indicators/MFI.py
SuperTrend	Trend-following indicator	indicators/SuperTrend.py
VWAP	Volume Weighted Average Price	indicators/VWAP.py

📁 Project Structure

algotrading/
├── data/ # Data storage and configuration
├── indicators/ # Technical analysis indicators
│ ├── ATR.py # Average True Range
│ ├── EMA.py # Exponential Moving Average
│ ├── MACD.py # Moving Average Convergence Divergence
│ ├── MFI.py # Money Flow Index
│ ├── RSI.py # Relative Strength Index
│ ├── SuperTrend.py # SuperTrend indicator
│ └── VWAP.py # Volume Weighted Average Price
├── zerodha/ # Zerodha trading integration
│ ├── backtest.py # Backtesting functionality
│ ├── setup.py # Trading setup and configuration
│ └── ema_crossover.py # EMA Crossover strategy
└── requirements.txt # Python dependencies

💻 Usage

Running a Strategy

fromzerodhaimportsetupfromindicatorsimportRSI, MACD# Initialize trading setuptrading_setup=setup.initialize()
# Example: EMA Crossover Strategyfromzerodha.strategies.ema_crossoverimportEMACrossoverstrategy=EMACrossover()
strategy.run()

Backtesting

fromzerodha.strategiesimportbacktest# Run backtest on historical databacktest.run(strategy, start_date='2023-01-01', end_date='2023-12-31')

🛠 Development

Adding New Indicators

1. Create a new file in indicators/
2. Follow the existing pattern:
   • Use type hints
   • Add comprehensive docstrings
   • Include error handling
3. Add tests in tests/

Testing

pytest

📝 License

MIT License - See LICENSE for details.

⚠️ Disclaimer

This software is for educational purposes only. Use it at your own risk. The authors and contributors are not responsible for any financial losses incurred through the use of this software.