ckinateder / strike

Short, sweet, and simple algo-trading strategy with bollinger bands

strike

Strike is an algorithmic trading platform centered around bollinger bands.

Workflow

Workflow is pretty simple. Here's a quick example using the alpaca trade api.

import alpaca_trade_api as alpaca

alpaca = REST(
    key_id=api_key, secret_key=api_secret, base_url=base_url, api_version="v2"
)

df = alpaca.get_bars(
    ticker,
    TimeFrame.Minute,
    (datetime.now() - timedelta(hours=24 * days)).strftime(DTFORMAT),
    datetime.now().strftime(DTFORMAT),
    adjustment="raw",
).df

bowler = Bowl()

bowler.optimize(df["close"])
bowler.backtest(df["close"], loud=True)

optimize grid-searches the parameters for the best combination. This sets the controlling values for the best result. Then, it calls backtest to test on the previous data.

Live

To try to run it live, run app.py.