Trading Simulator and Analyzer

What this does?

This is a simple trading simulator and analyzer. It uses the jugaad-data API to get the stock data and then uses the data to simulate trading.

There are many strategies that are implemented in the strategies directory. You can also implement your own strategy and use it with this simulator. Some of the strategies implemented and ready to use are:

• Monotonic increasing strategy Basic strategy
• n-day moving average strategy DMA
• DMA with a stop loss DMA2
• Moving average convg/divergence MACD
• Relative Strength Index RSI
• Average Directional Movement Index ADX
• Linear Regression Linear
• Best of all the above strategies Best
• Mean-Reverting Pair Trading Pair
• Pair strategy with a stop loss Pair2

How to use?

To use

• Clone this repository.
• Run make strategy=<strategy> symbol=<symbol> n=<n> x=<x> ... with the attributes required for the strategy.

To clean

• Run make clean

For Contributors

There are three sections in this project:

• Strategies
• Util
• Handlers

Adding more Strategies

First identify if your strategy has similarities with the base strategies. If it does, then you can derive your strategy from the base strategy and implement the required functions. If not, only then you can implement a new base strategy.

• Define your strategy in the strategies directory.
  • Think of how your strategy would make use of the data that is already available and implement a init_fisrt_n_days function.
  • Think of how your strategy would work on one instance of the data and implement a run function.
• Add the required functions in the handlers directory.

Defining a new base strategy

Whenever defining a new base strategy, make sure to also complete the following:

• A new enum of the class Strategy_Types.
• A new handler for those kind of base strategies.
• Linking your definition .cpp files in the lib.cpp file.

See also

• Strategies
• Util
• Handlers