What is this?
This is a bot framework for algo trading the Bitshares DEX with an awareness of outside markets.
You get numpy arrays of cryptocompare data to process yourself, I've also included a finite state machine that breaks the market into 4 states:
bull (selloff, support)
bear (resistance, despair)
out of the box it trades the BTS/BTC pair for 30X over the past year of data per backtest
I also offer a 500X pay per view version.
I have multiple machines mining input thresholds for various altcoin/bitcoin pairs. The AI runs about 500k backtests for each altcoin and I sell these thresholds for you to trade on the DEX via pastecoin.com. There is nothing to stop you from running a few backtests and creating your own thresholds or even stand alone algos on with this framework.
My goals are:
Make services which provide bot trading via website (like cryptotrader, tradewave, etc. ) obsolete.
Encourage CEX algo traders to move to Bitshares DEX by simplifying API connectivity.
Require absolute minimum module dependencies.
Create a performance aligned altcoin trading strategy back testing environment that is open source and runs locally.
features and dependencies from the script banner:
#===================================================================
''' FEATURES '''
#===================================================================
'''
ALT/BTC data from cryptocompare.com as signal
Bitshares DEX open.ALT/open.BTC for trading
- Play simple effective 4 state 50 day cross
- uses live 2h arrays to generate moving averages
- ma1xma2 is about 17x50 day simple moving average cross
- cross plus +/- threshold changes state logic from bull to bear
- Bull Logic
buy 17 day support
sell 17 day x ~1.5 selloff
- Bear logic
sell 17 day resistance
buy 17 day x ~0.75 despair
- dynamic stoploss upon market shift
- approximately 7-20 day trade frequency depending upon pair
- announces machine state on plot
- Make Markets, Close Margins, Support Trends
- Iceberg entry and exit
- Bot runs local
- Backtest Engine Included
- Maintains storage from backtest to live session
'''
#===================================================================
''' DEPENDENCIES'''
#===================================================================
'''
python 3.4
python-tk
matplotlib 1.4
pybitshares
Topic: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data (Read 12176 times)
