Trading Bot

A sophisticated algorithmic trading platform written in C++ that provides tools for backtesting and optimizing trading strategies using various technical indicators and optimization algorithms.

Features

• Multiple trading strategies:
  • Mean Reversion
  • Momentum
  • Bollinger Bands
  • RSI (Relative Strength Index)
• Optimization algorithms:
  • Genetic Algorithm
  • Hill Climbing
• Parallel processing support
• Configurable fitness functions
• Comprehensive performance metrics
• JSON-based configuration and results

Quick Start

Prerequisites

• C++17 or later
• OpenMP
• nlohmann/json
• CMake 3.10 or later

Installation

# Clone the repository
git clone https://github.com/doomhammerhell/tradingbot.git
cd tradingbot

# Create build directory
mkdir build && cd build

# Configure and build
cmake -DENABLE_OPTIMIZATION=ON ..
make

Usage

# Basic optimization
./tradingbot_optimize data.csv

# With specific strategy and algorithm
./tradingbot_optimize --strategy=rsi --algorithm=hill_climbing data.csv

# With custom weights
./tradingbot_optimize --weights=profit:0.6,sharpe:0.3,drawdown:0.1 data.csv

Documentation

For detailed documentation, please see the docs directory.

License

This project is licensed under the MIT License - see the LICENSE file for details.

Author

• Mayckon Giovani
  • Email: doomhammerhell@gmail.com
  • GitHub: @doomhammerhell

Contributing

1. Fork the repository
2. Create your feature branch
3. Commit your changes
4. Push to the branch
5. Create a new Pull Request