https://github.com/zvory/js-trader-bot
security trading bot written for trading hackathon
https://github.com/zvory/js-trader-bot
Last synced: over 1 year ago
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security trading bot written for trading hackathon
- Host: GitHub
- URL: https://github.com/zvory/js-trader-bot
- Owner: zvory
- Created: 2016-01-23T16:17:06.000Z (over 10 years ago)
- Default Branch: master
- Last Pushed: 2016-01-27T18:00:37.000Z (over 10 years ago)
- Last Synced: 2025-01-30T18:42:19.461Z (over 1 year ago)
- Language: JavaScript
- Homepage:
- Size: 522 KB
- Stars: 3
- Watchers: 5
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
### JS Trader bot
This is a trader bot written in __JavaScript__ and __Node.js__ created for a certain securities trading competition run by a _Very Cool_ quantative finance firm (Name removed by request). The competition lasted 12 hours.
##### Decision Making Process
The trading algorithm analyses relationships between the __30-tick Moving Average__ and __5-tick Moving Average__. Once the two cross over and the most recent tick contains a favourable move in prices, our bot would execute a trade to take advantage of the trend.
This algorithm produced consistent results netting positive profit to loss ratios.
##### File Breakdown
__networking.js__ handled networking and would execute the decisions given to it based on analysis in marketlog.js.
__marketLogic.js__ handles the decision making process and contains the trading algorithm.
__createMessage.js__ is used for formatting requests too and from the server.