This is a quick experimentation of the Bollinger Bands trading strategy over the Bitstamp BTCUSD price using Python. π
important: Information shared in this repo must not be considered as financial advice. Distribute only for educational purposes. Use it under your own risk.
The data set was downloaded from http://api.bitcoincharts.com/v1/csv/, corresponding to the historical BTCUSD price in Bitstamp exchange. Despite having data from 2014, the analysis is mainly concentrated in prices during 2018.
I used Pandas to parse and analyze prices, and Matplotlib to plot strategies returns.