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/mean-reversion-trading
|-- /data
| |-- /raw # Store raw historical data fetched from Oanda
| `-- /processed # Processed and feature-engineered datasets
|
|-- /models
| |-- /trained # Saved models after training
| `-- model_training.py # Script for ML model training and evaluation
|
|-- /strategies
| |-- mean_reversion_strategy.py # Trading strategy implementation for Backtrader
|
|-- /backtesting
| |-- backtest.py # Script for backtesting strategies using Backtrader
|
|-- /trading
| |-- live_trade.py # Script for live trading on Oanda
|
|-- /utils
| |-- data_fetcher.py # Script for fetching data from Oanda
| |-- feature_engineering.py # Utilities for data cleaning and feature engineering
| `-- indicators.py # Custom indicators for strategy (e.g., Bollinger Bands, RSI)
|
|-- Dockerfile # Dockerfile for containerization
|-- requirements.txt # Python dependencies
`-- README.md # Project documentation
---
# Mean Reversion Trading Strategy for EUR/USD with Machine Learning
## Overview