📈 Algorithmic Trading Bot - C++

A high-performance algorithmic trading system for cryptocurrency markets, built in C++ with Binance integration.

✨ Features

Indicators

• SMA - Simple Moving Average
• EMA - Exponential Moving Average
• RSI - Relative Strength Index
• MACD - Moving Average Convergence Divergence
• Bollinger Bands - Volatility bands with %B indicator

Strategies

• MA Crossover - Golden/Death cross signals
• RSI Strategy - Mean reversion (buy oversold, sell overbought)
• MACD Strategy - Momentum crossover signals
• Bollinger Strategy - Mean reversion and breakout modes
• Confluence Strategy - Multi-indicator consensus (EMA + MACD + RSI)

Modes

• Backtest - Test strategies on historical data
• Paper Trading - Live data, simulated trades
• Web Dashboard - Real-time monitoring UI

📊 Data Sources

Feature	Data Source	API Keys Required
Market Data	Binance Mainnet (LIVE)	❌ No
Paper Trading	Binance WebSocket (LIVE)	❌ No
Dashboard	Real-time prices	❌ No
Live Trading	Not implemented	✅ Yes (future)

Note: The bot uses real market data from Binance. All trades are simulated locally - no real money is involved.

🧠 Strategy Logic: Confluence

The Confluence Strategy is designed for high-probability signals by requiring agreement from three different indicators:

1. Trend (EMA 50):

   • Price > EMA = Bullish Bias (Only look for buys)
   • Price < EMA = Bearish Bias (Only look for sells)

2. Momentum (MACD):

   • MACD Line crosses above Signal Line = Buy Signal
   • MACD Line crosses below Signal Line = Sell Signal

3. Validation (RSI):

   • RSI < 70 (Buy): Ensures we aren't buying at the top
   • RSI > 30 (Sell): Ensures we aren't selling at the bottom

Trade Entry: When ALL 3 conditions align. Trade Exit: When momentum reverses or RSI becomes extreme.

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🚀 Quick Start

Prerequisites

# Ubuntu/Debian
sudo apt update
sudo apt install -y build-essential cmake libcurl4-openssl-dev libssl-dev libboost-all-dev

Build

git clone https://github.com/ersbos/algorithmic-trading-cpp.git
cd algorithmic-trading-cpp
mkdir build && cd build
cmake ..
make -j$(nproc)
cd ..

Run Dashboard

./build/trading_bot --dashboard
# Open http://localhost:8080 in your browser

Run Backtest

./build/trading_bot --backtest --strategy rsi --period 30

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🖥️ Web Dashboard

The dashboard provides real-time trading visualization:

./build/trading_bot --dashboard

Then open http://localhost:8080 in your browser.

Dashboard Features

• 📈 Live price chart
• 🎛️ Strategy selector (MA, RSI, MACD, Bollinger, Confluence)
• ▶️ Start/Stop controls
• 📊 Indicator values (RSI, MACD, Bollinger Bands)
• 📋 Trade history
• 💰 P&L tracking

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📖 Usage Examples

# Test API connectivity
./build/trading_bot --test-connection

# Test WebSocket streaming
./build/trading_bot --test-websocket

# Backtest with different strategies
./build/trading_bot --backtest --strategy ma --period 30
./build/trading_bot --backtest --strategy rsi --period 30
./build/trading_bot --backtest --strategy macd --period 30
./build/trading_bot --backtest --strategy bollinger --period 30
./build/trading_bot --backtest --strategy confluence --period 30

# Paper trading (live data, simulated orders)
./build/trading_bot --paper --strategy rsi

# Web dashboard
./build/trading_bot --dashboard

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⚙️ Configuration

Edit config/config.json:

{
    "trading": {
        "symbol": "BTCUSDT",
        "timeframe": "1h"
    },
    "strategy": {
        "short_period": 9,
        "long_period": 21
    },
    "backtest": {
        "initial_capital": 10000.0
    }
}

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🧪 Running Tests

cd build
ctest --output-on-failure

All 4 test suites: TestIndicators, TestStrategy, TestBacktest, TestNewIndicators

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📁 Project Structure

algoritmic_trading/
├── include/
│   ├── api/            # REST API server
│   ├── core/           # Config, logging, types
│   ├── data/           # Binance REST & WebSocket clients
│   ├── indicators/     # SMA, EMA, RSI, MACD, Bollinger
│   ├── strategy/       # Trading strategies
│   ├── backtest/       # Backtesting engine
│   └── execution/      # Order management
├── src/                # Implementation
├── web/                # Dashboard frontend
├── tests/              # Unit tests
└── config/             # Configuration files

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🗺️ Roadmap

✅ Completed

• Core infrastructure (config, logging, types)
• Technical indicators (SMA, EMA, RSI, MACD, Bollinger)
• Strategies (MA Crossover, RSI, MACD, Bollinger, Confluence)
• Backtesting engine with performance metrics
• Binance REST client
• WebSocket for real-time data
• Paper trading mode
• Web dashboard

🔜 Future

• Live trading with real orders
• Stop-loss / Take-profit automation
• Multiple symbol support
• Portfolio management
• Machine learning signals

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📜 License

MIT License