https://github.com/araujo88/btc-backtesting

Bitcoin trading strategy backtesting
https://github.com/araujo88/btc-backtesting

backtesting-trading-strategies binance-api bitcoin bitcoin-trade bitcoin-trading ta-lib trading-algorithms trading-strategies

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Bitcoin trading strategy backtesting

• Host: GitHub
• URL: https://github.com/araujo88/btc-backtesting
• Owner: araujo88
• Created: 2021-10-12T00:03:07.000Z (about 3 years ago)
• Default Branch: main
• Last Pushed: 2021-10-30T04:10:43.000Z (about 3 years ago)
• Last Synced: 2023-03-08T04:35:35.185Z (almost 2 years ago)
• Topics: backtesting-trading-strategies, binance-api, bitcoin, bitcoin-trade, bitcoin-trading, ta-lib, trading-algorithms, trading-strategies
• Language: Python
• Homepage:
• Size: 1010 KB
• Stars: 2
• Watchers: 1
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# BTC-backtesting

 Bitcoin trading strategy backtesting on Python using libraries TA-Lib, Pandas, Binance API and Backtesting.

 

 On the example implemented, a simple EMA (Exponential Moving Average) crossing trading strategy is tested and its parameters (time interval of each EMA) are optimized. The data utilized was the BTC/USDT 1h candle closing price (1 year interval). The backtesting starts with intervals of 5 periods and 8 periods for the low and fast EMA respectively and, after optimization, 17 and 19 for each one.

 

 Here is the output BEFORE optimization:

 

 ![Alt text](before_optimization.png?raw=true "")

 

 Here is the output AFTER  optimization:

 

  ![Alt text](after_optimization.png?raw=true "")

As observed, the final result changed from 41% (loss) to 164% (profit).

Installation instructions:

 - First, it is necessary to register at www.binance.com for API key generation

 - Next, install requirements.txt with ``` pip install -r requirements.txt ```

Use instructions:

 - The cryptocurrency, candle interval and time interval can be modified at the desired backtesting .py file. As default, the pair is set to BTC/USDT, the candle interval to 1h and time interval to 365 days from the present day.

Learn more about Backtesting.py: https://kernc.github.io/backtesting.py/