focus1691 / orderflow
An Orderflow service that builds Footprint Candles by aggregating raw trades from Websockets.
☆19Updated 2 weeks ago
Alternatives and similar repositories for orderflow:
Users that are interested in orderflow are comparing it to the libraries listed below
- Plot orderflow footprint charts using plotly in python.☆113Updated 3 months ago
- integrate backtrader with interactive brokers☆43Updated 3 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆61Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- Orderflow chart GUI using finplot and pyqt5graph☆100Updated last year
- A footprint reversal system to be used inline with your market structure analysis.☆78Updated 5 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆56Updated 3 years ago
- A python library for computing technical analysis indicators on streaming data.☆82Updated last month
- Collection of indicators that I used in my strategies.☆51Updated last year
- Async integration between backtrader and Interactive brokers.☆68Updated last year
- This Python package manages methods to reshape tick by tick data for order flow analysis☆75Updated this week
- Python library - detection of support and resistance trendlines for technical analysis. With tuning parameters and plotting capabilities☆82Updated 2 months ago
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆36Updated last year
- An event-driven backtester☆94Updated 4 years ago
- Automate the detection of chart patterns☆33Updated 6 months ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆31Updated last year
- A Technical Analysis Library with indicators for Volume Profile, Market Profile, Orderflow, Trading Ranges☆11Updated last week
- Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…☆104Updated 3 years ago
- High-frequency statistical arbitrage☆158Updated last year
- RSI divergence detector finds regular and hidden bullish and bearish divergences☆94Updated last year
- A python library for testing and optimizing trading strategies.☆42Updated 4 months ago
- View the exposures of four option greeks—delta, gamma, vanna, and charm—for stocks & indexes☆65Updated 7 months ago
- Python Implementations of popular Algorithmic Trading Strategies☆112Updated 2 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆82Updated 5 months ago
- backtrader with DRL ( Deep Reinforcement Learning)☆63Updated last year
- Visualisation for auction market theory with live charts☆121Updated 4 years ago
- ☆107Updated 7 years ago
- ☆15Updated 8 months ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆63Updated 7 months ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆103Updated last year