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edtechre / pybroker

Algorithmic Trading in Python with Machine Learning
https://www.pybroker.com
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Support for Trading Pairs #47

Closed dominiquegarmier closed 12 months ago

dominiquegarmier commented 1 year ago

I just came across this project recently. I really like what saw so far!

I am wondering if you currently (... / are planing to) support trading individual pairs? As in multiple currencies (forex / crypto). From what I saw you only model positions with an opening and closing trade.

edtechre commented 12 months ago

Thank you @DominiqueGarmier,

Can you give more detail as to what you would like to see? Right now you can trade long and short positions in multiple instruments.

dominiquegarmier commented 12 months ago

As an example on forex you could trade with three currencies A, B and C. Then you could buy B using A buy C using B and buy A using C. A Similar model could be used to trade crypto or do arbitrage between venues. Guessing by your answer, I assume this can't be done.

edtechre commented 12 months ago

Thank you for the insight. No, this is not possible right now, but it is something I can consider adding in a future release.