FutTrader / footprint-systemLinks
A footprint reversal system to be used inline with your market structure analysis.
☆82Updated 5 years ago
Alternatives and similar repositories for footprint-system
Users that are interested in footprint-system are comparing it to the libraries listed below
Sorting:
- This Python package manages methods to reshape tick by tick data for order flow analysis☆103Updated last week
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆167Updated 5 years ago
- Plot orderflow footprint charts using plotly in python.☆167Updated 10 months ago
- Python library - detection of support and resistance trendlines for technical analysis. With tuning parameters and plotting capabilities☆102Updated 8 months ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆72Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 months ago
- algo trading backtesting on BitMEX☆79Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- Orderflow chart GUI using finplot and pyqt5graph☆112Updated 2 years ago
- Hi I'm Gabriel Zenobi, this is a toolkit that I developed for investment funds, banks and traders of all kinds.☆259Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆136Updated 7 years ago
- Forex & Equities Trading Strategies using Machine Learning, Deep Learning and Statistical Techniques☆104Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Example of adaptive trend following strategy based on Renko☆121Updated 6 years ago
- An event-driven backtester☆107Updated 5 years ago
- Visualisation for auction market theory with live charts☆124Updated 4 years ago
- ☆115Updated 7 years ago
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated last year
- 非平衡订单流高频交易模型☆111Updated 6 years ago
- ☆139Updated 2 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆297Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆246Updated last month
- ☆89Updated 2 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆74Updated 5 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆70Updated 7 years ago
- Example of order book modeling.☆58Updated 6 years ago
- OrderFlowBot lets you trade your orderflow strategy using NinjaTrader's volumetric data. It simplifies trading by enabling semi-automated…☆160Updated 7 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆66Updated 4 years ago
- Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…☆109Updated 4 years ago
- A python script that estimates the support and resistance lines of a stock's prices or a period☆76Updated 4 years ago