- An attempt to create a strategy for algo trading with cryptocurrencies. (Using Binance Python APIs)
- Currently its for conceptual only, the potential coins to trade is displayed on browser using Flask.
- The scanning is done after an interval for 10s and prices are updated accrodingly.
- Checkout crypto-bot designed using backtrader python library here
Dependencies (as listed in requirements.txt)
- ta-lib installation
wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz && sudo tar -xzf ta-lib-0.4.0-src.tar.gz && sudo rm ta-lib-0.4.0-src.tar.gz && cd ta-lib/ && sudo ./configure --prefix=/usr && sudo make && sudo make install && cd ~ && sudo rm -rf ta-lib/ && pip install ta-lib
- remaining dependencies
pip3 install -r requirements.txt
1. Price Scan Strategy
- Symbol (coin) is tradeable with USDT directly
- Price Change > 5 %
- LTP difference from Avg Price is 5 %
- LTP difference from High or Low is 2 %
2. Bar/candle Scan Strategy
For a BUY Order:
On a 30 mins chart
* Money Flow Index is increasing
* MACD Line is increasing
* Histograms are increasing
* Close price is above EMA(low, 50) and EMA(high, 50)
* MACD last price is above MACD signal price
* MACD last histogram is greater than 0
* Money Flow Index lies in (40, 80)
For a SELL order:
On a 30 mins chart
* Money Flow Index is decreasing
* MACD Line is decreasing
* Histograms are decreasing
* Close price is below EMA(low, 50) and EMA(high, 50)
* MACD last price is below MACD signal price
* MACD last histogram is less than 0