Lean - Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

•    CSharp

Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. It was designed in Mono and operates in Windows, Linux and Mac platforms. Lean drives the web based algorithmic trading platform QuantConnect.Handle all messages from the algorithmic trading engine. Decide what should be sent, and where the messages should go. The result processing system can send messages to a local GUI, or the web interface.

Ta4j - Technical Analysis for Java

•    Java

Ta4j is an open source Java library for technical analysis. It provides the basic components for creation, evaluation and execution of trading strategies. It is a powerful engine for building custom trading strategies. It supports more than 130 technical indicators (Aroon, ATR, moving averages, parabolic SAR, RSI, etc.).

Gekko-Strategies - Strategies to Gekko trading bot with backtests results and some useful tools.

•    Javascript

Gekko Trading Bot. Repository of strategies which I found at Git and Google, orginal source is in README or .js file. Strategies was backtested, results are in backtest_database.csv file. I used ForksScraper and Gekko BacktestTool to create content of this repository.

algotrading - Algorithmic trading framework for cryptocurrencies.

•    Python

Algotrading Framework is a repository with tools to build and run working trading bots, backtest strategies, assist on trading, define simple stop losses and trailing stop losses, etc. This framework work with data directly from Crypto exchanges API, from a DB or CSV files. Can be used for data-driven and event-driven systems. Made exclusively for crypto markets for now and written in Python.

gdax-tt - The GDAX trading toolkit

•    TypeScript

Provide all the tools traders need, both professional and hobbyist alike, to create automated trading bots on the GDAX and supported digital asset exchanges. Note: Node 7.6 or above is required.The src/samples folder contains many working demo scripts showcasing different aspects of the toolkit, while the tutorials folder contains running demo programs to accompany the GTT documentation.

automated-trading - Automated Trading: Trading View Strategies => Bitfinex, itBit, DriveWealth

•    Javascript

That is to say, this is already a working solution for placing automated trades with various exchanges via Trading View strategies. Resources. Email. Meeting.

ta-rs - Technical analysis library for Rust language

•    Rust

Technical analysis library for Rust. See more in the examples here. Check also the documentation.

jiji2 - Forex algorithmic trading framework using OANDA REST API.

•    Javascript

Start the Forex system trading, using your own trading strategies. Jiji is a forex algorithmic trading framework using OANDA REST API. Fork this repository on github.

Cryptobot - Cryptobot running on binance.com

•    CSharp

Cryptobot running on binance.com

bad-robot

•    MQL5

Imagine um programa de computador que, observando a movimentação dos preços de um ativo ao longo do tempo, é capaz de, sozinho, sem interferência humana, determinar a hora de comprá-lo ou vendê-lo. Esse projeto foi desenvolvido para facilitar a criação de robôs traders escritos na linguagem mql5 para a plataforma metatrader 5. Todos os robôs encontram em seus respectivos repositórios, acompanhados de um arquivo .set de configuração da estratégia.

box

•    MQL5

Este metodo baseia-se em acumulação de preço. Escolha em qual tempo grafico e a quantidade de candles para o mesmo criar uma "box" de acumulação no preço em questão.

first-candle

•    MQL5

Este setup é um classico, consiste em pegar o primeiro candle de hora do dia e marcar sua maxima para entrar na compra caso seja rompida e sua minima para o mesmo porem na venda. Porem com esse robot é possivel determinar qualquer tempo grafico, não entendeu? Que tal entrar no rompimento da maxima do primeiro candle de 5min? é possivel! basta configurar a sua estrategia.

Sequence-to-Sequence-Learning-of-Financial-Time-Series-in-Algorithmic-Trading - My bachelor's thesis—analyzing the application of LSTM-based RNNs on financial markets

•    TeX

This is my bachelor's thesis that I wrote over the course of two months during my final year of studies, earning my Bachelor of Science in Computer Science degree. The thesis was co-authored by my good friend Tobias Ånhed. Click here for revised edition on DiVA.

catalyst-docs - Documentation for the Catalyst algorithmic trading library

All the documentation for Catalyst can be found in the documentation website. This repo is no longer active. Refer to the Catalyst main repository for the code, report issues and submit pull requests.

kelp - Kelp is a free and open-source trading bot for the Stellar universal marketplace

•    Go

Kelp is a free and open-source trading bot for the Stellar universal marketplace. Kelp includes several configurable trading strategies and exchange integrations. You can define your own parameters or use the sample configurations to quickly get up and running with a trading bot in a matter of minutes. The modular design allows you to easily create new trading strategies, exchange integrations, and assets to give you full control over the bot.

crypto-algotrading - Algorithmic trading framework for cryptocurrencies.

•    Python

Crypto AlgoTrading Framework is a repository with tools to build and run working trading bots, backtest strategies, assist on trading, define simple stop losses and trailing stop losses, etc. This framework work with data directly from Crypto exchanges API, from a DB or csv files. Can be used for data-driven and event-driven systems. Made exclusively for crypto markets for now and written in Python. In realtime, Trading Bot operates in real time, with live data from exchanges APIs. It doesn't need pre stored data or DB to work. In this mode, bot can trade real money, simulate or alert user when is time to buy or sell, based on entry and exit strategies defined by user. Can also simulate user's strategies and present the results in real time.

go-trader - financial exchange written in Go, designed for algorithmic trading tests

•    Go

A financial exchange written in Go. Uses quickfixgo or gRPC for client/server communication.

alpaca-backtrader-api - Alpaca Trading API integrated with backtrader

•    Python

alpaca-backtrader-api is a python library for the Alpaca trade API within backtrader framework. It allows rapid trading algo development easily, with support for the both REST and streaming interfaces. For details of each API behavior, please see the online API document. Note this module supports only python version 3.5 and above, due to the underlying library alpaca-trade-api.

example-hftish - Example Order Book Imbalance Algorithm

•    Python

The aim of this algorithm is to capture slight moves in the bid/ask spread as they happen. It is only intended to work for high-volume stocks where there are frequent moves of 1 cent exactly. It is one of the trading strategies based on order book imbalance. For more details about it, please refer to Darryl Shen, 2015 or other online articles. This algorithm will make many trades on the same security each day, so any account running it will quickly encounter PDT rules. Please make sure your account balance is well above $25,000 before running this script in a live environment.

tickgrinder - Low-latency algorithmic trading platform written in Rust

•    Rust

TickGrinder is a high performance algorithmic trading platform written primarily in Rust. It is designed with the goal of efficiently processing event-based market data as quickly as possible in order to automatically place and manage trades. Currently this platform is only compiles and runs on Linux-based systems. Windows functionality is planned for the future but no set schedule has been defined for its implementation.