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

pip install -r requirements.txt

Configuration

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"

Modify config.json to adjust trading parameters:

SYMBOL: Stock to trade (default: SPY)
RISK_PER_TRADE: Risk per trade as % of equity (default: 0.01)
MAX_TRADES_PER_DAY: Daily trade limit (default: 5)
ENABLE_SHORT_SELLING: Enable/disable short positions (default: true)
MIN_SIGNAL_STRENGTH: Minimum signal strength to enter trades (default: 0.3)

Usage

python3 run.py

Or:

python3 -m alpaca_trader

Key Parameters

Entry/Exit Signals

SHORT_WINDOW: Fast moving average period (default: 10)
LONG_WINDOW: Slow moving average period (default: 30)
RSI_BUY_MAX: Maximum RSI for buy signals (default: 55)
RSI_SELL_MIN: Minimum RSI for sell signals (default: 30)
ADX_THRESHOLD: Minimum ADX for trend detection (default: 25)
MIN_SIGNAL_STRENGTH: Minimum signal strength threshold (default: 0.3)

Risk Management

ATR_STOP_MULTIPLIER: Stop loss distance in ATR units (default: 2.0)
USE_TRAILING_STOP: Enable trailing stop loss (default: true)
PROFIT_TARGET_1: First profit target in R (default: 2.0)
PROFIT_TARGET_2: Second profit target in R (default: 4.0)
MAX_DRAWDOWN: Maximum account drawdown threshold (default: 0.08)

Filters

MULTIFRAME_FILTER: Enable hourly timeframe confirmation (default: false)
USE_VIX_FILTER: Filter trades based on VIX (default: false)
USE_200_SMA_FILTER: Filter based on 200-day SMA (default: false)
VOLUME_MULTIPLIER: Minimum volume as multiple of average (default: 0.5)

Logging

trading.log: Main trading activity log
debug.log: Detailed debug information

Warning

DISCLAIMER: This software is provided for educational and research purposes only. The author is not responsible for any financial losses, damages, or liabilities incurred from using this trading bot. Use at your own risk.

Test thoroughly in paper trading before using real capital
Past performance does not guarantee future results
Trading involves substantial risk of loss
Never trade with money you cannot afford to lose
This is NOT financial advice
Consult a licensed financial advisor before making investment decisions