Jupyter notebook backtest script for crypto trading strategy

Kapalı İlan edilme: 2 yıl önce Teslim sırasında ödenir
Kapalı Teslim sırasında ödenir

Script will read from local hard drive minute csv file.

Example of files:

[login to view URL]

[login to view URL]

[login to view URL]

Selection of date and time period for testing - Jupyter widgets:

Date picker - for day

SelectionRangeSlider - for minutes - 1440 per day

If there is some simple GUI alternatives, I'm open for other solutions.

It has to be a place for inserting trading strategy - buy -> sell, short -> close

example: condition 1 and condition 2 and condition 3 = buy

condition 4 and condition 5 = sell

Backtest will be based on values of technical indicators with talib library for python. wma, ema, RSI - total 18 indicators ( additional columns ).

Indicators will be calculated based on close price.

Values of indicators in row indexed 1 ( last value ) will be compared with walues in row indexed 2, row 3, row 4 . Not crossovers.

Results in percentage.

Formula for buy - sell: % = (price sell - price buy)/price buy * 100

Formula for short - close: % = (price short - price close)/price close * 100

Short is borrow, close is repay.

For selected period script will add all percentages of buy-sell and short-close values. This will be printed as two separate results.

P.S. talib installation in anaconda:

1. open power shell prompt as administrator

2. run: conda install -c conda-forge ta-lib

Python Veri İşleme

Proje NO: #30955213

Proje hakkında

15 teklif Uzak proje Aktif 2 yıl önce

Bu iş için 15 freelancer ortalamada $205 teklif veriyor

saubhagyamweb

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taranchenkovlady

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umairkaramat24

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Valuesolutions

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hubamykytafree

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$200 USD in 2 gün içinde
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4.0
kaancakiroglu

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olgaklychkova194

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masumpeama8

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segunwrites

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denystamene

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jitendra2013

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