alpaca-trader/README.md

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

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

python run.py

Or:

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.