Algorithmic Trading Strategy Simulator

Backtesting framework implementing 4 strategies on Indian equity data with full performance attribution.

Strategies

• Golden Cross (50/200 SMA) — fixed overtrading flaw from 20/50 MA crossover
• Mean Reversion (Bollinger Bands + RSI filter)
• Momentum (21-day returns + MACD confirmation)
• Random Forest ML (trained on 9 technical indicators)

Technical Indicators Built From Scratch

RSI, MACD, Bollinger Bands, ATR, Stochastic, OBV, SMA, EMA

Key Results

• 20/50 MA crossover: 804 trades, -37% return, Sharpe -0.48 (overtrading flaw identified)
• Golden Cross fix: +8.32% return, Sharpe +0.09 (overtrading eliminated)

Tech Stack

Python, pandas, numpy, scikit-learn, matplotlib, yfinance