Book Image

Python Algorithmic Trading Cookbook

By : Pushpak Dagade
Book Image

Python Algorithmic Trading Cookbook

By: Pushpak Dagade

Overview of this book

If you want to find out how you can build a solid foundation in algorithmic trading using Python, this cookbook is here to help. Starting by setting up the Python environment for trading and connectivity with brokers, you’ll then learn the important aspects of financial markets. As you progress, you’ll learn to fetch financial instruments, query and calculate various types of candles and historical data, and finally, compute and plot technical indicators. Next, you’ll learn how to place various types of orders, such as regular, bracket, and cover orders, and understand their state transitions. Later chapters will cover backtesting, paper trading, and finally real trading for the algorithmic strategies that you've created. You’ll even understand how to automate trading and find the right strategy for making effective decisions that would otherwise be impossible for human traders. By the end of this book, you’ll be able to use Python libraries to conduct key tasks in the algorithmic trading ecosystem. Note: For demonstration, we're using Zerodha, an Indian Stock Market broker. If you're not an Indian resident, you won't be able to use Zerodha and therefore will not be able to test the examples directly. However, you can take inspiration from the book and apply the concepts across your preferred stock market broker of choice.
Table of Contents (16 chapters)

EMA-Regular-Order strategy – fetching the strategy

In this recipe, you will fetch the StrategyEMARegularOrder strategy class from your account on the AlgoBulls platform, which you uploaded while going through the EMA-Regular-Order strategy – uploading the strategy recipe in Chapter 8, Algorithmic Trading Strategies – Coding Step by Step, on the AlgoBulls trading platform. This recipe starts with setting up a connection to the AlgoBulls platform, querying all available strategies in your account, and fetching the details of the required strategy class, StrategyEMARegularOrder.

Make sure you have gone through the first six recipes of the previous chapter to get a complete picture of the strategy class we will be using; that is, StrategyEMARegularOrder.

How to do it…

We execute the following steps for this recipe:

  1. Import the necessary modules:
>>> from pyalgotrading.algobulls import AlgoBullsConnection
  1. Create a new AlgoBulls connection object: