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javieu / binanceBot

A pretty simple bot for crypto alt coins for Binance, using TA4j strategies and indicators
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Been working with your code #2

Open javatami opened 6 years ago

javatami commented 6 years ago

I don't know if you're interested, but I've been messing around with your code to include the backtesting of multiple strategies and also a WalkForward similar to what they have in the ta4j-examples. Both Backtesting and WalkForward compare the results for highest profit. I narrowed the testing to a single trading pair at a time. Also, I'm loading the different strategies and the trading pair from the config file. I haven't started officially trading on binance, but I've learned a lot about what strategies are more useful over which candlestick intervals. It seems to make a lot of difference. If you're interested, I'm happy to clean up the code and submit a pull request.

javieu commented 6 years ago

Of course, feel free to submit your pull request. This project was basically a test (4 hours coding at the most) to mix ta4j and binance api, just in case I cound find a pattern. But I lack of TA knowledge and the current unstable market (and BT, lack of free time) has not allowed me to find anything solid, but of course, please submit your code, happy to find help ;)

On Thu, Feb 22, 2018 at 10:20 PM, javatami notifications@github.com wrote:

I don't know if you're interested, but I've been messing around with your code to include the backtesting of multiple strategies and also a WalkForward similar to what they have in the ta4j-examples. Both Backtesting and WalkForward compare the results for highest profit. I narrowed the testing to a single trading pair at a time. Also, I'm loading the different strategies and the trading pair from the config file. I haven't started officially trading on binance, but I've learned a lot about what strategies are more useful over which candlestick intervals. It seems to make a lot of difference. If you're interested, I'm happy to clean up the code and submit a pull request.

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javatami commented 6 years ago

At the moment, my changes are really a hacked together prototype to compare the strategies against each other based on different candlestick intervals. It needs a quick refactor and some unit tests, but I have a full time job and a two-year-old, so I'll try to get the pull request put together as quickly as I can (although I'm still building out the comparative tools to be even more comprehensive). If you're not in any hurry, I'll submit a pull request with a more polished version later rather than sooner. :-)

javieu commented 6 years ago

Not in a hurry, I have two kids ;) Feel free to fork it if you feel that’s more simple. Maybe at some point we earn a dollar with this xD

El El vie, 23 feb 2018 a las 16:39, javatami notifications@github.com escribió:

At the moment, my changes are really a hacked together prototype to compare the strategies against each other based on different candlestick intervals. It needs a quick refactor and some unit tests, but I have a full time job and a two-year-old, so I'll try to get the pull request put together as quickly as I can (although I'm still building out the comparative tools to be even more comprehensive). If you're not in any hurry, I'll submit a pull request with a more polished version later rather than sooner. :-)

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