Inspiration
r/cryptocurrency & fun
What it does
Given a specific trading pair, dataset, and strategy the program will find the best fit numerical values for the strategy. The program defines fitness by profit and sharpe ratio and will continue running until it reaches the designated fitness.
How I built it
This program was built on gekko which aggregates market data and apis for various exchanges to be used. I made the program such that it would run by testing multiple instances of strategy with varying values against the market data that it receives. It then uses the best fit values as a template changing the values again and continuing until it finds the best fit strategy.
Challenges I ran into
CPU usage. RAM usage. Various server timing error and data error with regards to being able to read the data base.
Accomplishments that I'm proud of
Just by making this work means I could test and continue working on trading strategies, platforms, and tools.
What I learned
How to make a trading strategy and how to better manage data. I also furthered my knowledge regarding JavaScript.
What's next for CrytoBotBacktester
I'd want this to be on a loop with a live bot such that every 24 hours the bot pushes new trading data to the back-tester and the back-tester pushes the strategy with the highest fitness to the live bot. Some limitations in this would be the strategy. Since some strategies can so basic they only have 4 values one may end up with 4 variables that extend to 10+ decimal places making the back-tester almost useless.
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