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MY project is a primitive automated system ( build to illustrate the basics of Pairs Trading strategy) focuses on trading Forex market using Pairs Trading techniques to look in a dynamically and continuously way for the best co-integrate couple then open & close positions depending on the value of the Z-score. This is a first application to what i have been learning in this field trough books,articles and lectures in purpose to get familiarized with statistical arbitrage techniques and building trading systems but also to develop my programming skills for that i preferred to create my own Trade class instead of using Fxcm's class. I hope that reading this Source Code will be as useful for you as building it was for me.

main2:here you can find an implementation using the fxcm class,just get a token key from FXCM and run it.

main: here you can find an implementation using my manually built class (ClassTrade).

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  • Python 100.0%