Algorithmic Trading with Python

This repository acts as a library of quantitative algorithms for algorithmic trading implemented in Python. There are currently 23 programs and more will be added with the passage of time. Based on the technical indicator's nature, the algorithms are classified into five directories: Advanced Strategies, Momentum, Overlap, Trend, and Volatility. Use the link here for a detailed explanation of each of the strategies represented: https://nikhiladithyan.medium.com/list/algorithmic-trading-with-python-152fa99c535a

Advanced Strategies (5)

This folder contains strategies that use two or more technical indicators.

1. ADX_RSI.py: A strategy that uses Average Directional Index and RSI
2. BB_KC_RSI.py: A strategy that uses Bollinger Bands, Keltner Channel, and RSI
3. BB_STOCH.py: A strategy that uses Bollinger Bands and Stochastic Oscillator
4. STOCH_MACD.py: A strategy that uses Stochastic Oscillator and MACD
5. W%R_MACD.py: A strategy that uses Williams %R and MACD

Momentum (11)

This folder contains strategies that uses Momentum-based technical indicators

1. AO.py: A strategy based on the Awesome Oscillator
2. CCI.py: A strategy based on the Commodity Channel Index
3. CC.py: A strategy based on the Coppock Curve indicator
4. DI.py: A strategy based on the Disparity Index
5. KST.py: A strategy based on the Know Sure Thing indicator
6. MACD.py: A strategy based on the Moving Average Convergence/Divergence indicator
7. RSI.py: A strategy based on the Relative Strength Index
8. RVI.py: A strategy based on the Relative Vigor Index
9. STOCH.py: A strategy based on the Stochastic Oscillator
10. TSI.py: A strategy based on the True Strength Index
11. W%R.py: A strategy based on the Williams %R indicator

Overlap (2)

This folder contains strategies that uses Overlap-based technical indicators

1. ST.py: A strategy based on the SuperTrend indicator
2. SMA.py: A strategy based on the Simple Moving Average indicator

Trend (3)

This folder contains strategies that uses Trend-based technical indicators

1. ADX.py: A strategy based on the Average Directional Index
2. AROON.py: A strategy based on the Aroon indicator
3. CI.py: A strategy based on the Choppiness Index

Volatility (2)

This folder contains strategies that uses Volatility-based technical indicators

1. BB.py: A strategy based on the Bollinger Bands
2. KC.py: A strategy based on the Keltner Channel