47 lines
2.8 KiB
Markdown
47 lines
2.8 KiB
Markdown
# Trading212 Python Scalping Bot - "Touch & Turn" (Opening Range Reversal)
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This project implements the "Touch & Turn" scalping strategy for the Trading212 API, optimized for the UK ISA environment.
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## Strategy Logic (The Workflow)
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1. **Identify Opening Candle:** Capture the 15m candle (09:30 to 09:45 EST).
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2. **Filter for Liquidity:** Opening range must be >= 25% of 14-day ATR.
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3. **Determine Direction:**
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- Bearish (Close < Open): Prepare **LONG** (Buy at Low).
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- Bullish (Close > Open): Prepare **SHORT** (Substitute with **3x Inverse ETP BUY** in ISA).
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4. **Execution (09:45 EST):**
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- Entry via **Market Order** for immediate fill.
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- **Actual Fill Price** fetched from portfolio is used for all bracket calculations.
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5. **Hybrid Exit Strategy:**
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- **Broker-Side:** Physical **Stop Loss** order placed immediately for protection.
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- **Bot-Side:** **Take Profit** monitored manually by polling current market price.
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- This bypasses ISA restrictions against multiple pending sell orders for the same shares.
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6. **Automatic Exit (11:00 EST):** Force close via Market Order and cleanup pending SL.
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## Risk & Capital Management
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* **Virtual Balance Simulation:** In demo mode, subtracts £4,750 from total equity to simulate a realistic £250 starting point.
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* **5% Risk Rule:** Risks exactly 5% of the Virtual Balance per trade.
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* **Capital Partitioning:** Divides total available capital (£250) and risk budget equally among all active ticker threads for the day (max 3).
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* **Precision & Minimums:** Automatically detects "precision-mismatch" or "min-quantity-exceeded" errors from T212 and retries with corrected values.
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## Technical Architecture
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* **`main.py`:** Daily orchestrator. Scan -> Backtest -> Select Top 3 -> Spawn Parallel Threads. Handles early API verification and unbuffered logging.
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* **`src/api/client.py`:** REST wrapper with Basic Auth.
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* **`src/strategy/touch_turn.py`:** Setup logic, Fibonacci calculation, and timezone conversion (UTC -> Eastern).
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* **`src/execution/manager.py`:** Handles ticker swapping (Inverse ETPs), market entries, hybrid brackets, and retry loops with jitter.
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* **`src/strategy/inverse_mapping.py`:** Map of US stocks to 3x Short Inverse ETPs (GraniteShares/Leverage Shares).
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## Resilience Features
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* **API Backoff:** Random jitter (1-10s) and exponential retry on 429 errors.
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* **Order Tracking:** Uses portfolio checks to infer status if order IDs disappear (404).
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* **Unbuffered Logging:** Force-flushes logs to `logs/bot_*.log` immediately for real-time monitoring.
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## Operation
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1. **Timer:** Service managed by `systemd` timer firing at 09:30 America/New_York.
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2. **Tracking:** P&L recorded in `pnl_tracking.csv` (R-multiple based).
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3. **Verification:** Always run `./venv/bin/python3 test_api_connection.py` before live days.
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