SMA based intraday-trading

Some basic intraday trading strategis [Credits :TwelveData for bars & Indicators, Alpaca Markets Paper]

Needed packages

1. twelvedata : https://github.com/twelvedata/twelvedata-python
2. Alpaca trade Api : https://github.com/alpacahq/alpaca-trade-api-python

SMA Strategy

• Applied on a set of 10 stocks (Symbols List)
• SMA : Simple Moving Average
• SMAX, X = Average Window Size
• This strategie implements rules of SMA5, SMA8 and SMA13 (5, 8, 13) for intraday trading
• Rule(1) LastSMA5 > LastSMA8
• Rule(2) PreviousSMA5 < PreviousSMA8
• Rule(3) LastSMA5 > LastSMA20
• Rule(4) LastSMA5 < LastSMA8
• Rule(5) PreviousSMA5 > Previous SMA8
• Rule(6) LastSMA8 > LastSMA13
• Buy (Long) if : (1) & (2) & (3) & have no/less than 50 shares in the portfolio
• Sell (Short) if : (4) & (5) & (6) & Profit/Loss higher than 1%
• Else : Do nothing (None)
• The strtegie loops every 1 minute till the market close
• If Market is closed, wait till opens