juliazxu / alpaca-polygon-test

Testing Alpaca and Polygon API/SDK for trading algos

Links for easy access:

Alpaca paper trade account https://app.alpaca.markets/paper/dashboard/overview

Alpaca py SDK https://alpaca.markets/sdks/python/

Old day trading tutorial https://medium.com/automation-generation/build-a-day-trading-algorithm-and-run-it-in-the-cloud-for-free-805450150668

Polygon API docs https://polygon.io/docs/stocks/get_v1_indicators_macd__stockticker 4 TI that Polygon offers

Polygon dashboard https://polygon.io/dashboard

SMA EMA MACD RSI

Process / ideas

1. Build backtesting framework
2. Build websocket connections
3. Test various combinations of criteria. For example, trading indicators such as MACD crossover - see https://www.investopedia.com/trading/macd/
4. Run in cloud

Notes

Alpaca currently does not allow shorting, I believe... but it does have options but options are a lot more complicated due to IV Alpaca does have crypto. Generally I prefer day trades to start but swing trades (particularly for crypto) are also possible.

Ideas for criteria

Volume requirement Momentum Trend following Sentiment analysis Twitter influencers Pairs trading convergence net neutral basis Calendar volatility