Getting started with Alpaca API and Zipline Reloaded

Hello everyone and thanks for looking at this!

I just finished Clenow’s books ‘Following the Trend’, ‘Stocks on the Move’, and ‘Trading Evolved’.

It has me interested in expanding from strictly TA to doing some Systematic/Quantitative Trading that would require me to standup a backtesting environment and stock selector/screener. These books are 5-10 yrs old, so I want to make sure I’m not going down an outdated path.

Here are the two goals:

  1. Weekly Stock Selector/Screener (may advance to Futures later, but for now US Equities)

Ingest individual price data for all tickers for a specific index (i.e. S&P 500)

  • Data needs to go back 100 days, Daily timeframe, cleaned for splits/dividends, etc.
  • Need to be able to filter based on common technicals, for example something like:
    • disqualify stocks trading below their 100-day moving average
    • disqualify stocks that made any single-day moves exceeding 15% in the past 90 days
    • Rank by Average True Range - to measure volatility

Question - Can Alpaca’s API provide this data? I also have an IBKR account if that API would work as well. I can then use R to run some other criteria

  1. Backtesting environment with historical price data
  • Is something like Python and Zipline-Reloaded using Alpaca still the best solution (as described in Clenow’s ‘Trading Evolved’ book?