Git Product home page Git Product logo

algorithmic-trading-simulation's Introduction

Algorithmic-Trading-Simulation

This repository provides a Python implementation of the Bollinger Bands indicator trading strategy. The Bollinger Bands indicator is a popular technical analysis tool that helps identify overbought and oversold conditions in the financial markets.

Overview

The Bollinger Bands indicator consists of three lines:

  1. Middle Band (20-day Moving Average)
  2. Upper Band (Middle Band + 2 standard deviations)
  3. Lower Band (Middle Band - 2 standard deviations)

This trading strategy generates buy and sell signals based on the price crossing above or below the Bollinger Bands. When the price crosses above the upper band, it is considered overbought, and a sell signal is generated. Conversely, when the price crosses below the lower band, it is considered oversold, and a buy signal is generated.

Features

  • Calculation of the Bollinger Bands (Middle Band, Upper Band, Lower Band)
  • Generation of buy and sell signals based on the Bollinger Bands
  • Calculation of cumulative returns from the trading strategy
  • Visualization of stock prices, Bollinger Bands, and trading signals

Requirements

  • Python 3.x
  • pandas
  • yfinance
  • matplotlib

Sample Output

image

image

Contributing

If you would like to contribute to the development of the Bollinger Bands indicator or have suggestions for improvement, feel free to submit a pull request or open an issue in the repository. Contributions and feedback are always welcome!

License

This project is licensed under the MIT License. You are free to use, modify, and distribute the code as per the terms of the license.

Acknowledgements

The implementation of the Bollinger Bands indicator is based on the original concept introduced by John Bollinger. Special thanks to John Bollinger for his contributions to technical analysis.

algorithmic-trading-simulation's People

Contributors

itsmekartikgupta avatar

Stargazers

Andrew Vittiglio  avatar

Watchers

 avatar

Forkers

uidauid

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.