whchien / ai-trader

Implement AI Trading Strategies with Backtrader

ai-trader

中文版說明 (Chinese Subpage)

This repository demonstrates how to implement 20+ algorithmic trading strategies using Backtrader framework with a focus on AI. It includes examples for both the US and Taiwanese stock markets.

Some of the codes are still in development and not fully clean or functional at the moment, but I am actively working on updates and improvements.

For example, use a Triple RSI Rotation strategy to manage a stock portfolio.

Strategy overview

Single stock trading

• SMA (Niave SMA & Cross SMA)
• Bollinger Band
• Momentum
• RSI
• Resistance Support Relative Strength (RSRS)
• ROC
• Double Top
• Risk Averse
• Turtle
• Volatility Contraction Pattern (VCP)

Portfolio trading

• ROC rotation
• RSRS rotation
• Triple RSI rotation
• Multi Bollinger Bands rotation

Machine learning based (dev)

• Logistic regression
• Feature engineering
• Gradient boosting
• DNN
• RNN
• LSTM
• Reinforcemnt learning
• (More to come!)

How to Start

1. Clone the repository:

   git https://github.com/whchien/ai-trader.git
   cd ai-trader
   

2. Install the required dependencies:

   pip install -r requirements.txt
   

3. (Optional) Download the data (you can also prepare your own).

   python ai_trader/loader.py
   

4. Test the first strategy.

   python ai_trader/strategy/classic/bbands.py 
   

Tutorials

In the future, I will share some tutorial notebooks to share my learning with the community. If you find it helpful, please give the repo a star ⭐️. Your support would mean a lot to me.

ai-trader's Issues

How to debug strategy

Hi, this is a great project!

I am trying to add 'print' statements in order to understand how backtrader works.

Just started from your TripleRsiStrategy and added following two lines when buy signal triggered.

In stdout, I am able to see the correct daily closing and SMA value. However, the RSI_long, RSI_mid and RSI_short do not change.
May I know how to get the values correctly? Looking forwards to your guidance and help. Thanks.

No module named 'ai_trader' issue

安裝完測試環境後，執行
python ai_trader/strategy/classic/bbands.py
結果出現以下錯誤，請問如何調整？

raceback (most recent call last): File "/Volumes/Win11SSD/GitHub/ai-trader/ai_trader/strategy/classic/bbands.py", line 3, in <module> from ai_trader.trader import AITrader ModuleNotFoundError: No module named 'ai_trader'