TradingBot

Implementation of The Alpha Engine: Automated Trading Algorithm. See algorithm's description in the paper: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2951348

This software uses demo API of OANDA API: http://developer.oanda.com/rest-live-v20/introduction/

How to run the software:

The TradingBot uses demo access to OANDA API. For using it you should open an account on https://oanda.com and create access token on the Manage API Access page here: https://www.oanda.com/demo-account/tpa/personal_token

After that is done you need to put the token into src/OandaApi/OandaAuth.cs file.

To run the software:

1. Execute dotnet restore
2. Execute dotnet run

Demo mode will be started: It will obtain an accountId for provided token, then it will print account details including balance. Finally, it will open price stream for EUR_USD instrument and starts to print prices and The Alpha Engine intrinsic time events: Overshoot or Directional change. See the paper for details.

After two minutes the demo is over and program will automatically stop.

How to run it in Docker:

1. Clone the repo to /TradingBot directory
2. Go to that directory and execute dotnet restore command to restore dependencies
3. Execute dotnet build -c release command to build project
4. Execute dotnet publish -c release -o app command to create app folder with all project's files
5. Execute docker build --tag tradingbot command to build docker image named tradingbot
6. Execute docker run tradingbot for run container from the image