autotrader 0.7.4

A Python-based platform for developing, optimising and deploying automated trading systems.

AutoTrader

AutoTrader is Python-based platform intended to help in the development, optimisation and deployment of automated trading systems. A basic level of experience with Python is recommended for using AutoTrader, but the docs aim to make using it as easy as possible with detailed tutorials and documentation.

Latest News

• Version 0.7 has been released, adding integrations with CCXT and dYdX crypto exchanges. Many more powerful upgrades too.
• AutoTrader has been featured in GitClone's recent article, Top Crypto Trader Open-Source Projects on Github.

Features

• A feature-rich trading simulator, supporting backtesting and papertrading. The 'virtual broker' allows you to test your strategies in a risk-free, simulated environment before going live. Capable of simulating multiple order types, stop-losses and take-profits, cross-exchange arbitrage and portfolio strategies, AutoTrader has more than enough to build a profitable trading system.
• Integrated data feeds, making OHLC data retrieval as easy as possible.
• Automated interactive visualisation using Bokeh
• Library of custom indicators.
• Live trading supported for multiple venues.
• Detailed documenation and tutorials
• Repository of example strategies

Supported Brokers and Exchanges

Broker	Asset classes	Integration status
Oanda	Forex CFDs	Complete
Interactive Brokers	Many	In progress
dYdX	Cryptocurrencies	Complete
CCXT	Cryptocurrencies	In progress

Installation

AutoTrader can be installed using pip:

pip install autotrader

Updating

AutoTrader can be updated by appending the --upgrade flag to the install command:

pip install autotrader --upgrade

Documentation

AutoTrader is very well documented in-code and on Read the Docs. There is also a detailed walthrough, covering everything from strategy concept to livetrading.

Example Strategies

Example strategies can be found in the demo repository. You can also request your own strategy to be built here.

Backtest Demo

The chart below is produced by a backtest of the MACD trend strategy documented in the tutorials (and available in the demo repository). Entry signals are defined by MACD crossovers, with exit targets defined by a 1.5 risk-to-reward ratio. Stop-losses are automatically placed using the custom swing detection indicator, and position sizes are dynamically calculated based on risk percentages defined in the strategy configuration.

Running this strategy with AutoTrader in backtest mode will produce the following interactive chart.

Note that stop loss and take profit levels are shown for each trade taken. This allows you to see how effective your exit strategy is - are you being stopped out too early by placing your stop losses too tight? Are you missing out on otherwise profitable trades becuase your take profits are too far away? AutoTrader helps you visualise your strategy and answer these questions.

Legal

License

AutoTrader is licensed under the GNU General Public License v3.0.

Disclaimer

This platform is currently under heavy development and should not be considered stable for livetrading until version 1.0.0 is released.

Never risk money you cannot afford to lose. Always test your strategies on a paper trading account before taking it live.