search

edtechre / pybroker

Algorithmic Trading in Python with Machine Learning
https://www.pybroker.com
Other
2.09k stars 261 forks source link

Support for Trading Pairs #47

Closed dominiquegarmier closed 1 year 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 1 year 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 1 year 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 1 year 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.