TASE-125: Swing Trading Scanner

TASE-125 is an automated quantitative swing scanner for the Tel Aviv Stock Exchange (TASE). It screens equities daily against the rules of the Swing Trading Framework — TASE (v2), reporting only confirmed setups with defined entry, structural stop-loss, and 2R profit targets.

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📚 Project Documentation & Wiki

Detailed guides, mathematical definitions, and operational manuals are available in the Project Wiki:

• 01. Architecture & Pipeline — Data pipeline, Agorot-to-ILS logic, and benchmark fallbacks.
• 02. Trading Framework & Setups — In-depth breakdown of PULLBACK and BREAKOUT triggers, stop calculations, and 2R targets.
• 03. Context Gates & Market Regime — Market regime, breadth, sector group composites, and relative strength (RS).
• 04. Automation & Operations — Daily scheduler (run_daily.sh), weekend filters, and trader pre-order checklist.
• 05. Security & Integrity — Zero-credential model, Dependabot configuration, and vulnerability reporting.

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🚀 Quickstart

Installation

# Clone the repository
git clone https://github.com/yanivil/TASE-125.git
cd TASE-125

# Setup virtual environment and dependencies
python3 -m venv .venv
source .venv/bin/activate
pip install -r requirements.txt pytest

Running the Scanner

# 1. Offline demo test (synthetic random-walk data, deterministic verification)
python3 tase_swing_scan.py --demo

# 2. Live daily scan (downloads latest daily bars from Yahoo Finance)
python3 tase_swing_scan.py

# 3. Custom output directory and liquidity threshold
python3 tase_swing_scan.py --out out --min-turnover 2000000

# 4. Run full test suite
pytest -v

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⏰ Daily Automation

The scanner includes an automated runner run_daily.sh configured to execute at 21:00 Israel Time Monday through Friday:

./run_daily.sh

• Weekend Guard: Automatically skips execution on Saturday and Sunday.
• Output: Generates both a machine-readable CSV and a GitHub-Flavoured Markdown table in ./out/.
• Logs: Preserves execution timestamps and console metrics in ./logs/.

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📊 Summary of Encoded Rules

Rule	Technical Specification
Market Regime	Benchmark (^TA125.TA) close > rising 50 EMA
Group Confirmation	Sector composite close > rising 50 EMA
Trend Stack	Close > 50 EMA > 200 SMA, with 50 EMA rising
Relative Strength	RS line (stock ÷ benchmark) at/near 20-day high (±0.5%) or higher than 20 bars ago
Liquidity Floor	20-day average daily turnover $\ge$ 1,000,000 ILS (--min-turnover)
Pullback Trigger	RSI(14) in 40–50 zone within last 3 bars; low within 1 ATR of 20 EMA; closes above 20 EMA & yesterday's close
Breakout Trigger	Close above prior 20-day high on volume $\ge$ 1.5× 20-day volume average
Structural Stop	Pullback: 5-day low − 0.5 ATR; Breakout: 10-day low − 0.5 ATR
1R Max Risk Limit	$1R$ ($\text{Close} - \text{Stop}$) must be $\le 2 \times \text{ATR}(14)$
2R Clearance Test	52-week high must be $\ge 2R$ above entry (skipped if already at 52-week high)
Take Profit 1 (T1)	$\text{Close} + 2R$ (sell 50%; move stop to breakeven + costs)

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🔒 Security

This project follows strict security best practices:

• Zero-Secret Architecture: Requires no API keys, tokens, or private credentials.
• Secret Scanning & Push Protection: Active on the GitHub repository.
• Automated Dependency Updates: Managed weekly via Dependabot (.github/dependabot.yml).
• Security Policy: See SECURITY.md for vulnerability disclosure guidelines.