Alpaca Trader

README.md

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+# Alpaca Trader
+
+Automated day trading bot for Alpaca Markets using technical indicators and risk management.
+
+## Features
+
+- Multiple technical indicators (SMA/EMA, RSI, ADX, ATR, MACD, Bollinger Bands)
+- Advanced risk management with trailing stops and profit targets
+- Market regime detection (trend/range/high vol/low vol)
+- Multi-timeframe confluence analysis
+- Position sizing based on account equity and risk per trade
+- Support for both long and short positions
+- Configurable via JSON config file
+
+## Requirements
+
+- Python 3.8+
+- Alpaca Markets account (paper or live)
+
+## Installation
+
+```bash
+pip install -r requirements.txt
+```
+
+## Configuration
+
+1. Create `.env` file in `alpaca_trader/` directory:
+```
+APCA_API_KEY_ID="your_api_key"
+APCA_API_SECRET_KEY="your_secret_key"
+APCA_API_BASE_URL="https://paper-api.alpaca.markets"
+```
+
+2. Modify `config.json` to adjust trading parameters:
+- `SYMBOL`: Stock to trade (default: SPY)
+- `RISK_PER_TRADE`: Risk per trade as % of equity (default: 0.005)
+- `MAX_TRADES_PER_DAY`: Daily trade limit (default: 5)
+- `ENABLE_SHORT_SELLING`: Enable/disable short positions (default: true)
+
+## Usage
+
+```bash
+python run.py
+```
+
+Or:
+
+```bash
+python -m alpaca_trader
+```
+
+## Key Parameters
+
+- **SHORT_WINDOW**: Fast moving average period (default: 20)
+- **LONG_WINDOW**: Slow moving average period (default: 50)
+- **ADX_THRESHOLD**: Minimum ADX for trend detection (default: 20)
+- **ATR_STOP_MULTIPLIER**: Stop loss distance in ATR units (default: 1.5)
+- **USE_TRAILING_STOP**: Enable trailing stop loss (default: true)
+- **PROFIT_TARGET_1**: First profit target in R (default: 1.5)
+- **PROFIT_TARGET_2**: Second profit target in R (default: 3.0)
+
+## Logging
+
+- `trading.log`: Main trading activity log
+- `debug.log`: Detailed debug information
+
+## Warning
+
+This is for educational purposes. Test thoroughly in paper trading before using real capital. Trading involves risk of loss.