XTrading - Algorithmic Trading Platform

Advanced algorithmic trading system for futures markets with pattern recognition, risk management, and real-time execution capabilities.

🎯 Overview

Professional-grade automated trading platform built for NQ, ES, and CL futures contracts. Features sophisticated pattern detection algorithms, comprehensive risk management, and real-time market analysis.

Performance: Backtested pattern recognition achieving 89.5% win rate on S/R bounce patterns across 247+ historical trades.

🛠️ Tech Stack

Backend: Python 3.10+, asyncio for concurrent operations
Trading API: TopStepX Direct API integration
Data Processing: Pandas, NumPy for market analysis
Real-time: WebSocket connections for live market data
Communication: Slack integration for monitoring & alerts
Web Dashboard: React, Node.js, real-time updates
Database: SQLite for pattern storage & trade logging

✨ Key Features

Pattern Recognition

• S/R Bounce Detection - Support/resistance level identification
• Fair Value Gap (FVG) Analysis - ICT-based pattern detection
• Market Regime Classification - Trend, range, breakout identification
• Volume Confirmation - 1.2x average volume threshold validation

Risk Management

• Max Daily Loss Limits - Configurable stop-loss per day
• Position Sizing - Dynamic risk calculation per trade
• Max Concurrent Positions - Prevent overexposure
• Stop After Losses - Auto-halt after consecutive losses
• Real-time P&L Tracking - Live profit/loss monitoring

Execution Engine

• Multi-Bot Architecture - ES, NQ, CL specialized bots
• Order Management - Market orders with slippage control
• Position Monitoring - Real-time position tracking
• Automated Entry/Exit - Rule-based execution
• Conflict Detection - Prevents duplicate orders

Monitoring & Analytics

• Web Dashboard - Real-time trading dashboard
• Slack Notifications - Trade alerts and system status
• Performance Metrics - Win rate, P&L, drawdown analysis
• Pattern Validation - Out-of-sample testing
• Trade Logging - Complete audit trail

📁 Project Structure

xtrading/
├── trading_bot/          # Core trading engine
│   ├── strategy/        # Pattern detection algorithms
│   ├── execution/       # Order management
│   └── risk/            # Risk management
├── es_bot/              # E-mini S&P 500 bot
├── nq_bot/              # E-mini NASDAQ bot
├── cl_bot/              # Crude Oil bot
├── patterns/            # Pattern recognition modules
├── shared/              # Common utilities
├── web_platform/        # React dashboard
└── tests/               # Unit & integration tests

🚀 Quick Start

Prerequisites

• Python 3.10+
• TopStepX API credentials
• Node.js 16+ (for web dashboard)

Installation

# Clone repository
git clone https://github.com/SamShahinDev/algorithmic-trading-platform.git
cd algorithmic-trading-platform

# Install Python dependencies
pip install -r requirements.txt

# Configure environment
cp .env.example .env
# Edit .env with your API credentials

# Run tests
python -m pytest tests/

Running the Platform

# Start single bot (paper trading)
python run_nq_bot.py

# Start all bots
python run_all_bots.py

# Start with web dashboard
cd web_platform && npm install && npm start
python run_all_bots.py

📊 Trading Strategy

Pattern Detection

The system identifies high-probability setups using:

• Support/Resistance Bounces - Price rejection at key levels
• Fair Value Gaps - Imbalances in price action
• Volume Confirmation - Above-average volume validation
• Market Structure - Trend alignment

Entry Criteria

• Pattern confirmation with volume
• Risk/reward ratio minimum 2:1
• Market conditions favorable (regime check)
• No conflicting signals from other patterns

Exit Strategy

• Profit target: 5 points (NQ), 4 points (ES)
• Stop loss: 3 points (NQ), 2.5 points (ES)
• Trailing stops for extended moves
• Time-based exits for stale positions

Risk Controls

• Maximum 5 trades per day
• Stop trading after 2 consecutive losses
• Max daily loss: $1,000 (configurable)
• Position size: 1 contract per trade

🔐 Security & Safety

• Paper Trading Ready - Test strategies risk-free
• API Key Protection - Environment variable storage
• Rate Limiting - Prevents API throttling
• Position Verification - Double-check before orders
• Emergency Flatten - Quick position liquidation
• Lock Files - Prevents duplicate bot instances

📈 Performance Metrics

Backtested Results (2024 Q3-Q4):

• Win Rate: 89.5% on S/R bounce pattern
• Total Trades: 247
• Average Win: +$120
• Average Loss: -$85
• Max Drawdown: $680

Note: Past performance does not guarantee future results. All statistics are from backtested data.

🧪 Testing

# Run all tests
python -m pytest tests/ -v

# Test specific bot
python test_nq_bot.py

# Backtest patterns
python validate_patterns_q3q4_2024.py

# Test API connection
python test_topstepx_connection.py

📝 Configuration

Edit .env file for customization:

# Trading parameters
MAX_DAILY_LOSS=1000
MAX_POSITIONS=2
RISK_PER_TRADE=0.01

# Bot behavior
TRADING_MODE=demo  # or 'live'
LOG_LEVEL=INFO

⚠️ Disclaimer

FOR EDUCATIONAL AND PORTFOLIO DEMONSTRATION PURPOSES ONLY

This software is provided for educational purposes to demonstrate algorithmic trading concepts, system architecture, and software engineering practices.

• Not financial advice
• Trading involves substantial risk of loss
• Past performance does not guarantee future results
• Always test thoroughly in paper trading before live deployment
• Consult licensed professionals before trading

🛠️ Built With

• Python - Core language
• TopStepX API - Futures trading platform
• Pandas/NumPy - Data analysis
• React - Web dashboard
• Slack API - Notifications
• Pytest - Testing framework

👤 Author

Hussam Shahin
LinkedIn | GitHub

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Status: Portfolio demonstration project showcasing quantitative trading system development, pattern recognition algorithms, and real-time market data processing.