NuBot-2.0
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StrategyScalpingBacktest <=== Backtest Strategy Scalping for cryptocurrencies.
Main assumptions:
#LongPosition:
- Fast EMA[12] > BBmiddle[14]
- MACD > 0
- RSI[14] > 50
- SAR < Close
#ShortPosition:
- Fast EMA[12] < BBmiddle[14]
- MACD < 0
- RSI[14] < 50
- SAR > Close
- Close > Sell_Price(Buy_Price * MinProfit)
We can add a few crypto pairs:
markets = ['APPCBTC','GVTBTC', 'SYSBTC', 'AGIBTC', 'NEBLBTC', 'FTTBTC', 'LINKBTC', 'LSKBTC', 'ARPABTC', 'TRXBTC']
Change interval candles and limit time:
candles = client.get_historical_klines(str(market), interval_candles, "15 day ago UTC")
Export to Excel:
with pd.ExcelWriter(str(market) + '_Scalping_Strategy_TEST.xlsx') as writer: dfSS.to_excel(writer, sheet_name=str(market))` writer.save() writer.close()
LastUpdate:
-2020-02-17 19:40
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StrategyScalpingTrading <=== Trading Strategy Scalping for cryptocurrencies. (Comming soon!) :)