Trading212 "Touch & Turn" Scalping Bot

This project implements the "Touch & Turn" scalping strategy (Opening Range Liquidity Reversal) in Python for the Trading212 API. It is specifically designed to trade US Equities at the 09:30 EST market open.

⚠️ Disclaimer

This software is for educational purposes only. Trading in financial markets involves a high degree of risk. Always use the practice/demo environment (demo.trading212.com) to test strategies before using real money.

Strategy Overview

The strategy capitalizes on the initial liquidity and volatility of the US market open.

The Setup: Captures the high and low of the first 15-minute candle (09:30 - 09:45 EST).
The Filter: The range of this opening candle must be at least 25% of the stock's 14-day Average True Range (ATR).
The Trigger (ISA Optimized):
- LONG (Bearish candle): Bot places an immediate Market BUY order for the stock.
- SHORT (Bullish candle): Since standard shorting is restricted in UK ISAs, the bot automatically substitutes this with a Market BUY order for a 3x Inverse ETP (e.g., buying 3SLA if TSLA gives a short signal).
The Targets:
- Brackets are placed immediately after the market order is filled, using the Actual Fill Price from your portfolio.
- Take Profit (TP): The 38.2% Fibonacci retracement level.
- Stop Loss (SL): Placed to ensure a Risk:Reward ratio of 1:2.
Time Exit: All open positions are forcefully closed via Market Order at 11:00 EST.

Installation & Setup

Clone the repository and set up a virtual environment:

python3 -m venv venv
source venv/bin/activate
pip install -r requirements.txt

Configure Environment Variables: Create a .env file in the root directory:

TRADING212_API_KEY_ID=your_key_id_here
TRADING212_API_KEY=your_api_key_here
TRADING212_BASE_URL=https://demo.trading212.com/api/v0/
ISA_MODE=True

Risk Management & Position Sizing

The bot uses dynamic Risk-Based Position Sizing to ensure consistent exposure.

5% Risk Rule: By default, the bot risks 5% of your account balance per trade.
Virtual Balance simulation: If you are testing on a demo account with a large balance (e.g., £5,000) but plan to trade live with £250, the bot can maintain perspective. It automatically calculates a "Virtual Balance" by subtracting £4,750 from your actual total, ensuring your risk amount is exactly what it will be in the real world. (e.g. £12.50 risk on a £250 virtual balance).
Leverage Adjusted: For Inverse ETPs (3x leverage), the bot adjusts the quantity and bracket percentages to ensure the monetary risk remains identical to a standard 1x stock trade.

Automation Workflow

The bot is designed to be triggered once per day (e.g., via a systemd timer or cron) at exactly 09:30 EST.

Scan: Runs the ISA candidate filter to find the most volatile US stocks.
Backtest: Runs a 60-day historical backtest on the top 10 candidates.
Select: Picks the Top 3 tickers that showed a positive historical return (Net PnL > 0 R).
Execute: Spawns parallel threads to monitor and trade the selected assets.
Clean: Shuts down automatically after the 11:00 EST exit and cleanup.

Monitoring

Logs: All activity is recorded in logs/bot_YYYY-MM-DD.log.
PnL Tracking: A permanent ledger of every trade (including ETP substitutions) is kept in pnl_tracking.csv for graphing and analysis.

Architecture

src/api/client.py: REST API wrapper with Basic Auth.
src/strategy/touch_turn.py: Logic engine and Fibonacci calculator.
src/strategy/inverse_mapping.py: Map of US stocks to 3x Short Inverse ETPs.
src/execution/manager.py: Handles market entries, actual fill-based bracketing, and ISA substitutions.
main.py: The morning orchestrator.

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