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Crypto trading backtesting (in progress)

backtesting different trading stratgies such as using bollinger bands, rsi etc

Features Engineering

Technical Indicators (feature_engineering.py)

  • Moving Average (lagging) analyze whether a market is moving up, down, or sideways over time.
  • Bollinger Bands (lagging) measure how far a price swing will stretch before a counter impulse triggers a retracement.
  • Relative strength indicators (leading) measure oscillations in buying and selling pressure.
  • MACD = evaluate the speed of price change over time.
  • Volume indicators (leading or lagging) tally up trades and quantify whether bulls or bear are in control.

Future works

  1. fine tune parameter
  2. Twitter sentiment as indicator
  3. Machine learning models :LSTM, Xgboost
  4. CNN