Initial commit: Touch & Turn Scalping Bot with fully automated execution, backtesting, and ISA screening

2026-04-22 21:19:33 +01:00
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+# Trading212 Python Scalping Bot - "Touch & Turn" (Opening Range Reversal)
+
+This project implements the "Touch & Turn" scalping strategy, originally designed for ProRealTime, translated into Python for the Trading212 API.
+
+## Project Overview
+
+*   **Strategy:** Opening Range Liquidity Reversal (Touch & Turn).
+*   **Asset Class:** US Stocks (e.g., Netflix, Apple, Tesla).
+*   **Timeframe:** 15-minute chart.
+*   **Operating Window:** 09:30 - 11:00 EST (Opening of the US Regular Trading Session).
+
+## Strategy Logic (The Workflow)
+
+1.  **Identify the Opening Candle:** Capture the `High`, `Low`, `Open`, and `Close` of the first 15-minute candle of the session (09:30 to 09:45 EST).
+2.  **Filter for Liquidity:** 
+    - Calculate the 14-day ATR (Average True Range).
+    - The opening range (`High - Low`) must be at least **25% of the ATR**. If smaller, the bot stays flat for the day.
+3.  **Determine Direction:**
+    - If the candle is **Bearish** (Close < Open): Prepare for a **LONG** entry at the `Low`.
+    - If the candle is **Bullish** (Close > Open): Prepare for a **SHORT** entry at the `High`.
+4.  **Calculate Targets (Fibonacci):**
+    - The target price is the **38.2% Fibonacci level** of the opening candle's range.
+5.  **Risk Management:**
+    - **Take Profit (TP):** The distance from the entry to the 38.2% Fib level.
+    - **Stop Loss (SL):** Half the TP distance (Risk:Reward ratio of 1:2).
+6.  **Automatic Exit:** Force close any open positions at 11:00 EST.
+
+## Technical Architecture
+
+*   **API Client (`src/api/client.py`):** Handles REST calls to Trading212.
+*   **Strategy Engine (`src/strategy/touch_turn.py`):**
+    - Monitors the clock for the 09:45 EST trigger.
+    - Fetches 14-day ATR and the 09:30-09:45 15m candle.
+    - Calculates entry/TP/SL levels.
+*   **Execution Engine (`src/execution/manager.py`):** Places the limit orders and manages the position lifetime.
+
+## Getting Started
+
+1.  **Setup Environment:**
+    ```bash
+    pip install -r requirements.txt
+    ```
+2.  **Configuration:** 
+    - Set `TRADING212_API_KEY` and `TRADING212_BASE_URL` in your `.env` file.
+    - Ensure your system clock is accurate or handle timezone conversions to EST.
+
+## TODOs
+
+- [x] Document the strategy logic.
+- [x] Implement ATR calculation in the strategy engine.
+- [x] Implement the 15m candle capture logic.
+- [x] Implement the entry/exit order placement logic in the execution manager.
+- [x] Create a backtesting script (optional but recommended).