True Bautist - A Lumibot Adaptation

I built this buggy little application to help you learn algo-trading or by some infinitesimal chance, wealth accumulation. Leveraging a great open-source framework called Lumibot as a back-end engine, I hacked together a configuration file-based system that allows noob algo-traders to develop their own strategies. "Traders" can identify stocks to trade, select own indicators to track, specify entry/exit conditions for their positions and set risk-management guardrails for their trades.

Installation

Mac OS / Linux

pip install -r requirements.txt

Windows (Godspeed)

Install the msi for TA-Lib, a technical analysis library, then run msiexec from the command line.

Technical Analysis Library Github

Then run the requirements.txt. pip install -r requirements.txt

How do I use the True Bautist?

I did most of the work for you already so all you need to do is follow a few steps to get this thing working.

1. Clone the repo:

git clone https://github.com/Fred-Macdo/true-bautist.git

2. Edit your config file:

• Start with the trading universe or overall configurations.

# TRADING UNIVERSE
symbols: ["PLTR", "SOFI", "HIMS"]
timeframe: "1D" #keys = ["1Min", "5Min", "15Min", "30Min", "1h", "1d", "2d", "1w", "1month"]
start_date: "2024-01-01"
end_date: "2025-01-01"

• Choose the indicators you want to include and their respective parameters

# REQUIRED INDICATORS
indicators:
  - name: "EMA"
    params:
      period: 5
  - name: "SMA"
    params:
      period: 20
  - name: "RSI"
    params:
      period: 14
  - name: "BBANDS"
    params:
      period: 20
      std_dev: 2
  - name: "ATR"
    params:
      period: 14

• Next, specify the conditions which you want your algo to enter a trade and the conditions which trigger an exit.

# ENTRY CONDITIONS
entry_conditions:
  - indicator: "close"
    comparison: "above"
    value: "sma_20"
  - indicator: "ema_5"
    comparison: "above"
    value: sma_20

# EXIT CONDITIONS
exit_conditions:
  - indicator: "close"
    comparison: "below"
    value: "sma_20"
  - indicator: "ema_5"
    comparison: "crosses_below"
    value: "sma_20"
  # Price breaking below bands
  - indicator: "close"
    comparison: "below"
    value: "lowerband"

• Finally, tweak the risk-management framework which will help you protect your assets during trading. NOTE: risk_per_trade, stop_loss, and take_profit are expressed as percents. [

3. Run the backtest using the live, paper, or backtest keyword argument after specifying config/api keys

Stocks

To run paper trading of stocks on your <configuration.yaml> file:

python stock_trading.py -c <configuration.yaml> -k <api_keys.yaml> paper

Crypto

To run a backtest of crypto trading using your <configuration.yaml> file:

python crypto_trading.py -c <configuration.yaml> -k <api_keys.yaml> backtest

NOTE: You will need to specify your <api_keys.yaml> after the configuration.yaml file running on the command line. I have set it up for Alpaca Trading. Alpaca is an API First Brokerage that enables completely free algo trading.