Simple Trading Strategy on Bitcoin with Python FULL walkthrough

Опубликовано: 26 Ноябрь 2023
на канале: Algovibes

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This video is an in depth Python tutorial and discussion around a very simple short term momentum/reversal Trading strategy on Bitcoin in 2023. We are doing the full chain of setting up the strategy by pulling the data via the Binance API, do the right data manipulations and calculations, generating the signals using an iterative approach, playaround with some parameter tuning and discuss downsides and potential improvements in the course of this video.

Check out my website here:
www.pythonforfinance.info

Get the Notebook/Source code by becoming a Tier-3 Channel member:
/ @algovibes

Binance API docs:
https://binance-docs.github.io/apidoc...

Disclaimer: This video is not an investment advice and is for informational and educational purposes only.

00:00 - 01:23 Introduction & Disclaimer
01:23 - 06:22 Using the API to get hourly Bitcoin data
06:22 - 12:58 Calculations & Manipulations (change, log, price)
12:58 - 15:38 Buy/Sell Signals and iterative logic
15:38 - 18:49 Granularity problem(!) for TP/SL Signals
18:49 - 22:00 Target Profit and Stop Loss
22:00 - 24:25 Running the Backtest
24:25 - 26:50 Profits and profit cumulation
26:50 - 30:08 Refactoring
30:08 - 34:26 Parameter finetuning
34:26 - 36:16 Short term reversal test
36:16 - 37:02 Ideas

#python #binance #crypto #data #datascience