BoringTrade - Break & Retest Trading Bot

A fully automated trading bot that implements the mechanical break and retest system from Jdub_Trades' strategy. The bot identifies key price levels, detects breakouts and retests, and automates entries/exits according to the strategy rules.

Features

• Identifies key price levels (Opening Range, Previous Day High/Low, Order Blocks)
• Detects breakouts and retests of these levels
• Automates entries and exits based on strategy rules
• Manages risk according to user-defined parameters
• Provides real-time notifications of trades
• Tracks performance and generates reports
• Web dashboard for monitoring and configuration

Supported Strategies

1. Opening Range Break & Retest (ORB B&R)

   • Uses the high and low of the first candle of the trading session
   • Enters trades when price breaks and retests these levels

2. Previous Day High/Low (PDH/PDL) B&R

   • Uses the previous trading day's high and low as key levels
   • Enters trades when price breaks and retests these levels

3. Order Block (OB) B&R

   • Uses order blocks as key levels
   • Enters trades when price retests these levels

Supported Brokers

• Tastytrade API
• Charles Schwab API

Project Structure

BoringTrade/
├── main.py                 # Main entry point
├── config.py               # Configuration settings
├── requirements.txt        # Python dependencies
├── README.md               # Project documentation
├── Strategy.md             # Strategy documentation
├── prd.md                  # Product Requirements Document
├── models/                 # Data models
│   ├── candle.py           # Candle data structure
│   ├── level.py            # Price level data structure
│   └── trade.py            # Trade data structure
├── strategies/             # Trading strategies
│   ├── base_strategy.py    # Base strategy class
│   ├── orb_strategy.py     # Opening Range Breakout strategy
│   ├── pdh_pdl_strategy.py # Previous Day High/Low strategy
│   └── order_block_strategy.py # Order Block strategy
├── brokers/                # Broker API integrations
│   ├── broker_interface.py # Abstract broker interface
│   ├── broker_factory.py   # Factory for creating brokers
│   ├── tastytrade.py       # Tastytrade API integration
│   └── schwab.py           # Charles Schwab API integration
├── data/                   # Market data handling
│   ├── data_feed.py        # Real-time market data feed
│   └── candle_builder.py   # Builds candles from tick data
├── utils/                  # Utility functions
│   ├── logger.py           # Logging functionality
│   ├── notification.py     # User notifications
│   └── risk_manager.py     # Risk management
├── web/                    # Web dashboard
│   ├── app.py              # Flask web application
│   ├── templates/          # HTML templates
│   └── static/             # CSS, JS, and other static files
└── tests/                  # Unit and integration tests
    └── test_orb_strategy.py # Tests for ORB strategy

Installation

# Clone the repository
git clone https://github.com/yourusername/BoringTrade.git
cd BoringTrade

# Create a virtual environment
python -m venv venv
source venv/bin/activate  # On Windows: venv\Scripts\activate

# Install dependencies
pip install -r requirements.txt

Configuration

Edit the config.py file to set your preferences:

# Example configuration
CONFIG = {
    "broker": "tastytrade",
    "api_key": "your_api_key",
    "api_secret": "your_api_secret",
    "assets": ["SPY", "QQQ", "AAPL"],
    "strategies": ["ORB", "PDH_PDL"],
    "risk_per_trade": 0.01,  # 1% of account
    "max_daily_loss": 0.03,  # 3% of account
    "max_trades_per_day": 3,
    "orb_timeframe": 5,  # minutes
    "execution_timeframe": 1,  # minutes
    "htf_filter": {
        "enabled": True,
        "timeframe": 60,  # minutes
        "ma_type": "EMA",
        "ma_period": 200
    }
}

Usage

# Start the trading bot
python main.py

# Start the web dashboard
python web/app.py

Access the web dashboard at http://localhost:5000

Running Tests

# Run all tests
python -m unittest discover tests

# Run a specific test
python -m unittest tests.test_orb_strategy

Implementation Notes

• The bot is designed to be modular and extensible, allowing for easy addition of new strategies and broker integrations.
• The web dashboard provides real-time monitoring and control of the trading bot.
• The risk management system ensures that the bot adheres to user-defined risk parameters.
• The notification system keeps the user informed of important events.

Future Enhancements

• Implement PDH/PDL and Order Block strategies
• Add backtesting functionality
• Improve order block detection
• Add more broker integrations
• Enhance the web dashboard with charts and analytics

License

MIT