PROJECT NAME: Trading Robot with Machine Learning & Short Selling
DESCRIPTION: This is similar to the project "Trading Robot with Machine Learning", but this time around, I gave it an upgrade for the more risky trader. I added short-selling to it as well. Now, the backtester will also do short sells. The profits are substantially higher when the short selling option is available.
INSTALLATION: Just download. Ensure python is installed in your computer. -pip install any required libraries which the terminal asks at runtime. Special note for matplotlib, install version 3.2.2. The latest version is not yet supported by all the libraries used
USAGE: Run Strategy.py, it will backtest the program.
- You can edit the range of days you can test between. Simply change the date in line 6 and line 7.
- You can also edit the period outwards you want to test at (as in do you want to check the best trade a week from now, a month, etc). By default it is one week. To do this, in Model.py, change the "testDay" argument in line 23 AND line 77 to the desired number (in days).
- You can also edit which symbol you want to use. To do so, in line 11 of Model.py and in line 68 of Strategy.py, change "SPY" into the ticker for the stock you want to use. By default, the S&P500 index is used. You are encouraged to use some sort of index or a stable, established company. Other companies could be too volatile to predict accurately, although you can clearly try.
CREDITS: Nainil Patel