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A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.

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AutoTrader

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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.

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Features

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.

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.

MACD-backtest-demo

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.

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A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.

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  • Python 99.5%
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