# Swing Trading Project with EUR/USD Using Oanda and scikit-learn ## Step 1: Environment Setup ### Install Python Ensure Python 3.8+ is installed. ### Create a Virtual Environment Navigate to your project directory and run: ```bash python -m venv venv source venv/bin/activate # Unix/macOS venv\Scripts\activate # Windows ``` ### Install Essential Libraries Create `requirements.txt` with the following content: ``` pandas numpy matplotlib seaborn scikit-learn jupyterlab oandapyV20 requests ``` Install with `pip install -r requirements.txt`. ## Step 2: Project Structure Organize your directory as follows: ``` swing_trading_project/ ├── data/ ├── notebooks/ ├── src/ │ ├── __init__.py │ ├── data_fetcher.py │ ├── feature_engineering.py │ ├── model.py │ └── backtester.py ├── tests/ ├── requirements.txt └── README.md ``` ## Step 3: Fetch Historical Data - Sign up for an Oanda practice account and get an API key. - Use `oandapyV20` in `data_fetcher.py` to request historical EUR/USD data. Consider H4 or D granularity. - Save the data to `data/` as CSV. ## Step 4: Exploratory Data Analysis - Create a new Jupyter notebook in `notebooks/`. - Load the CSV with `pandas` and perform initial exploration. Plot closing prices and moving averages. ## Step 5: Basic Feature Engineering - In the notebook, add technical indicators as features (e.g., SMA 50, SMA 200, RSI) using `pandas`. - Investigate the relationship between these features and price movements. ## Step 6: Initial Model Training - In `model.py`, fit a simple `scikit-learn` model (e.g., LinearRegression, LogisticRegression) to predict price movements. - Split data into training and testing sets to evaluate the model's performance. ## Step 7: Documentation - Document your project's setup, objectives, and findings in `README.md`. ## Next Steps - Refine features, try different models, and develop a backtesting framework as you progress.