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eStocks

Algorithmic Trading

15 trading strategies, 7-layer risk management, 7 data sources, 4 trading platforms. Complete algorithmic trading system with 288+ tests.

Intelligence LayerPython, Pine ScriptActive Development

View on GitHub

Key Features

15 Trading Strategies — Technical, ML, RL, sentiment

7-Layer Risk Management — Position sizing to meta-risk

7 Data Sources — Yahoo, Alpha Vantage, Polygon, FRED

4 Platforms — TradingView, thinkorswim, IB, TradeStation

288+ Tests — Strategy, risk, integration

Walk-Forward Optimization

Monte Carlo Simulation

Architecture

Meta-Risk Orchestrator (Layer 7)
├── Tail Risk Protection (Layer 6)
├── Volatility Regime Detection (Layer 5)
├── Drawdown Control (Layer 4)
├── Correlation Management (Layer 3)
├── Portfolio Heat (Layer 2)
└── Position Sizing (Layer 1)

Code Example

python

from estocks import TradingEngine, Strategy, RiskManager

strategies = [
    Strategy('trend_following', weight=0.3),
    Strategy('mean_reversion', weight=0.2),
    Strategy('ml', weight=0.25),
    Strategy('meta_ensemble', weight=0.25)
]

risk = RiskManager(
    position_sizing='kelly',
    max_drawdown=0.15,
    var_confidence=0.99
)

engine = TradingEngine(strategies=strategies,
    risk_manager=risk)
results = engine.backtest(start='2020-01-01',
    initial_capital=100000)

API Highlights

Function	Description
`TradingEngine()`	Initialize trading engine with strategies
`engine.backtest()`	Run historical backtest
`engine.run_live()`	Start live/paper trading
`RiskManager()`	Configure 7-layer risk management

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