Repo to create crypto strategies
Project description
crypto-strategy
A repository to perform backtests and create trading strategies for cryptocurrencies.
Install
pip install crypto-strategy[full]
Usage
- Moving average strategy
BestMaStrategy(symbols, freq, res_dir, flag_filter, flag_ts_stop)
- symbols: asset name, e.g., BTCUSDT
- freq: data frequency to use, 1h | 4h
- res_dir: results directory
- flag_filter: filter to use, [mmi | ang]
- mmi: Market Meanness Index filter
- ang: Linear Regression Angle filter
- flag_ts_stop: trailing stop filter
- Breakout strategy
BestBoStrategy(symbols, freq, res_dir, flag_filter, flag_ts_stop)
- symbols: asset name, e.g., BTCUSDT
- freq: data frequency to use, 1h | 4h
- res_dir: results directory
- flag_filter: filter to use, [mmi | ang]
- mmi: Market Meanness Index filter
- ang: Linear Regression Angle filter
- flag_ts_stop: trailing stop filter
- macd strategy
BestMacdStrategy(symbols, freq, res_dir, flag_filter)
- symbols: asset name, e.g., BTCUSDT
- freq: data frequency to use, 1h | 4h
- res_dir: results directory
- flag_filter: filter to use, [mmi | ang | stoch | sma]
- vol: Volume filter
- ang: Linear Regression Angle filter
CLI
Backtests can also be carried out in command line. To find out more
crypto --help
Tests
pytest
Project details
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