trading-bot/GEMINI.md

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. It is optimized for the UK ISA environment using Inverse ETPs for shorting.

Project Overview

• Strategy: Opening Range Liquidity Reversal (Touch & Turn).
• Asset Class: US Stocks (e.g., NVDA, ARM, TSLA).
• 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:
   • The opening range (High - Low) must be at least 25% of the 14-day ATR. If smaller, the bot stays flat.
3. Determine Direction:
   • If the candle is Bearish (Close < Open): Prepare for a LONG entry.
   • If the candle is Bullish (Close > Open): Prepare for a SHORT entry.
4. ISA-Compliant Shorting:
   • Since standard shorting is forbidden in a UK ISA, the bot automatically substitutes SHORT signals with BUY orders for 3x Inverse ETPs (e.g., 3SLA for TSLA).
5. Execution:
   • Uses Market Orders at 09:45 EST for immediate entry.
   • Recalculates SL/TP brackets based on the Actual Fill Price fetched from the portfolio.
6. Risk Management:
   • Position Sizing: Risks 1% of account balance per trade.
   • Virtual Balance: In demo mode, subtracts £4,750 from total value to simulate a realistic £250 starting point.
   • Targets: 38.2% Fibonacci retracement level. Risk:Reward ratio of 1:2.
7. Automatic Exit: Force close any open positions at 11:00 EST via Market Order.

Technical Architecture

• API Client (src/api/client.py): Handles REST Basic Auth calls to Trading212.
• Strategy Engine (src/strategy/touch_turn.py): Calculates setup, Fibonacci levels, and percentage-based targets.
• Execution Manager (src/execution/manager.py): Handles ticker swapping for ISA mode, market order placement, protection bracketing, and status monitoring.
• Orchestrator (main.py): Automates the morning routine: scanning, backtesting, and spawning parallel execution threads.
• Data resilient: Implements retry loops and random jitter to handle API delays and rate limits (429/403/404 errors).

Getting Started

1. Setup Environment:

   pip install -r requirements.txt
   

2. Configuration:
   • Set credentials in your .env file.
   • ISA_MODE=True enables Inverse ETP substitution.
3. Operation:
   • Best deployed via a systemd timer at 09:30 America/New_York time.

TODOs

• Document the strategy logic.
• Implement ATR calculation and Fibonacci targets.
• Implement 15m candle capture with timezone resilience.
• Implement ISA-compliant shorting via Inverse ETP mapping.
• Implement Risk-based position sizing (Virtual Balance logic).
• Create a leaderboard-based backtesting engine.
• Implement resilient execution (Retry loops, Jitter, Portfolio-checks).
• Add daily logging and P&L tracking (CSV).