bitcorr / find-divergence-in-rsi
This code helps identify tops and bottoms and find rsi divergence in price action
☆15Updated 5 years ago
Alternatives and similar repositories for find-divergence-in-rsi:
Users that are interested in find-divergence-in-rsi are comparing it to the libraries listed below
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated 6 months ago
- An automatic high frequency trading bot for cryptocurrencies☆20Updated 4 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 4 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Updated 5 years ago
- A financial trading method using machine learning.☆59Updated last year
- Derive order flow from Tick and Trade data.☆27Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 4 years ago
- A python script that estimates the support and resistance lines of a stock's prices or a period☆71Updated 4 years ago
- Python library - detection of support and resistance trendlines for technical analysis. With tuning parameters and plotting capabilities☆83Updated 2 months ago
- Different quantitative trading models research☆53Updated last month
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆27Updated 2 years ago
- Python Trading Indicators for Freqtrade. Mostly conversion of MT4 and TradingView indicators.☆63Updated last year
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Updated 2 years ago
- ☆39Updated 3 years ago
- Modular IB_Insync strategy --☆24Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- Example of adaptive trend following strategy based on Renko☆118Updated 5 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 4 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆23Updated 4 years ago
- A genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy.☆26Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆14Updated 4 years ago
- Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…☆104Updated 3 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆64Updated 7 months ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆48Updated 4 years ago