nkaz001 / algotrading-example Goto Github PK
View Code? Open in Web Editor NEWalgorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
algotrading-example's People
Contributors
Stargazers
Watchers
Forkers
the-makers-of-things fslds nwly ralf12358 jester94 tonytang1997 legendcord rubik fjferrer roboluc samholt pavybez kannan275 guanm326 trendingtechnology gelistir useric financialengineerlab peacefulbadger shinigami385 tonio123 marcus020 advanpix taufiquenoorani philsong iamkucuk webclinic017 shabbirhasan1 mzs0207 bgtcapital tuan-tran-meld apolx alihaskar zachhft s-telescope2 rahulmr shuyi1981 mugglezxx snowskid leon-liu039 nelyajizi jqq93 genperms dzhlovegithub pricedance mistermusk jifengthu benwaldner minhlucvan blockchainana1ytics harry040 yudafuru nexin-me ridvanc rrjohnson ghlian shaoshoutianheyu maxclchen muharremokutan fly2sky2018 andersonatamc izikeros randomwalker42 chasemb ilbegonia666 enriquephl kpdriscoll6 frankdomsy mrfranken purumi77 biddiin armadi110 lman davidkim0523 h0rowitz guyresh sarvesh-vh doctornasa bibinvargheset duggar ignatius-n typicle quant2008 astrafeng picktim npokemon praveen686 minicheddar dkn-maida allegorythmic jflett1990 jpmediadev figuratively panasheneo76algotrading-example's Issues
Max pos size and equity
Hi I like your works but can not understand the return with equity and max_position, how do you calculate the leverage and balance you need ?
Great project!
Hi, I just stumbled upon your project - any way to contact you for testing or other forms of collaboration?
Freqtrade
Hay bro. Thanks for this amazing project.
I have struggled to combine your binance startegy with freqtrade to make it automated. But it is not working and everytime it throughs this error
(.env) ubuntu@ip-172-26-10-203:~/freqtrade$ freqtrade backtesting --config config.json --strategy custom_strategy --timerange 20230401-20230512
2023-05-13 07:57:10,313 - freqtrade - INFO - freqtrade 2023.5.dev-ad2080ab3
2023-05-13 07:57:10,315 - freqtrade.configuration.load_config - INFO - Using config: config.json ...
2023-05-13 07:57:10,316 - freqtrade.loggers - INFO - Verbosity set to 0
2023-05-13 07:57:10,317 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 3 ...
2023-05-13 07:57:10,317 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20230401-20230512 ...
2023-05-13 07:57:10,317 - freqtrade.configuration.configuration - INFO - Using user-data directory: /home/ubuntu/freqtrade/user_data ...
2023-05-13 07:57:10,317 - freqtrade.configuration.configuration - INFO - Using data directory: /home/ubuntu/freqtrade/user_data/data/binance ...
2023-05-13 07:57:10,318 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2023-05-13 07:57:10,318 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20230401-20230512
2023-05-13 07:57:10,318 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
2023-05-13 07:57:10,325 - freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2023-05-13 07:57:10,325 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2023-05-13 07:57:10,325 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2023-05-13 07:57:10,330 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2023-05-13 07:57:10,330 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2023-05-13 07:57:10,330 - freqtrade.exchange.exchange - INFO - Using CCXT 3.0.97
2023-05-13 07:57:10,330 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}}
2023-05-13 07:57:10,337 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}}
2023-05-13 07:57:10,344 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2023-05-13 07:57:15,389 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
Add {
"method": "AgeFilter",
"min_days_listed": 30
},
to your pairlists in config (Under StaticPairList)
2023-05-13 07:57:15,410 - freqtrade.resolvers.iresolver - WARNING - Path "/home/ubuntu/freqtrade/user_data/strategies" does not exist.
2023-05-13 07:57:15,410 - freqtrade - ERROR - Impossible to load Strategy 'custom_strategy'. This class does not exist or contains Python code errors.
Please help??
Trading Fees in Backtest.
How are trading fees calculated in your backtests?
When trades are closed, is it through a market order or limit? If limit, is there some sort of stop-loss in place?
Thanks.
data source
Hi,
I was just trying to replicate your scripts crypto-scratch whose make use of data from tardis. I was able to download the sample data from this data provider but it appears to be not enough data to perform the entire analysis (in-out of sample periods).
I was wondering which data you are reading with the following command (e.g. xbtusd-normalization-market-making-backtest-hedge.ipynb ) :
df = pd.read_pickle('data2')
imbalace or trades? That you saved in a pickle object in the notebook : tardis-process.ipynb
Did you subscribe to tardis for additional data? what subscription plan would do the job (retrieving enough data to run your notebooks).
Any advice/recommendation is welcome. Thank you in advance. BTW nice job!
Jean-Fabrice
information
can we add an interface for equities?
and how this was implemented in this
https://www.reddit.com/r/algotrading/comments/p8e5wl/any_orderbook_traders/
contact you
how can i contact you i have some questions about your project ?
Quote mid price calculation
Can you explain how you calculate the new_bid and new_ask? What I don't get is how you compute the quote_mid_price. Does A stands for the quoted position?
Thank you in advance for your response.
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.