crypto-strategy 0.1.6

Repo to create crypto strategies

crypto-strategy

A repository to perform backtests and create trading strategies for cryptocurrencies.

Install

pip install crypto-strategy[full]

Usage

1. Moving average strategy

BestMaStrategy(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]
  • mmi: Market Meanness Index filter
  • ang: Linear Regression Angle filter

2. 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

3. 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