PyAlgoTrade documentation

Contents:

• Introduction
• Tutorial
  • Trading
  • Optimizing
  • Plotting
• Documentation for the code
  • bar – Instrument prices
  • dataseries – Basic dataseries classes
  • feed – Basic feeds
    • CSV support
    • CSV support Example
  • barfeed – Bar providers
    • CSV
    • Yahoo! Finance
    • Google Finance
    • Quandl
    • Ninja Trader
  • technical – Technical indicators
    • Example
    • Moving Averages
    • Momentum Indicators
    • Other Indicators
  • broker – Order management classes
    • Base module and classes
    • Backtesting module and classes
  • strategy – Basic strategy classes
    • Strategy
    • Position
  • stratanalyzer – Strategy analyzers
    • Returns
    • Sharpe Ratio
    • DrawDown
    • Trades
    • Example
  • plotter – Strategy plotter
  • optimizer – Parallel optimizers
  • marketsession – Market sessions
• Tools
  • Yahoo! Finance
  • Quandl
  • BarFeed resampling
• Event profiler
  • Example
• Xignite support
  • xignite – Xignite reference
    • Feeds
  • Xignite Example
• Bitcoin
  • Bitstamp support
    • bitstamp – Bitstamp reference
    • Bitstamp Example
  • Bitcoin Charts support
    • bitcoincharts – Bitcoin Charts reference
    • Bitcoin Charts example
• Twitter support
  • twitter – Twitter feed reference
    • Feed
  • Twitter Example
• TA-Lib integration
• Computational Investing Part I
  • Homework 1
  • Homework 3 and 4
• Sample strategies
  • Momentum
    • VWAP Momentum Trade
    • SMA Crossover
    • Market Timing Using Moving-Average Crossovers
  • Mean Reversion
    • Ernie Chan’s Gold vs. Gold Miners
    • Bollinger Bands
    • RSI2
  • Others
    • Quandl integration

Indices and tables

• Index
• Module Index
• Search Page