Skip to content

Latest commit

 

History

History
17 lines (9 loc) · 908 Bytes

README.md

File metadata and controls

17 lines (9 loc) · 908 Bytes

simple_btc_algo

Summary: Long-only 50/100 period moving average crossover

Image

Uses cbpro (from https://github.com/danpaquin/coinbasepro-python/), with minor modifications.

Just a simple long-only moving average crossover for BTC-USD on the Coinbase Pro exchange (formerly GDAX). Requests previous 100 hourly bars from the Coinbase Pro public API, then checks for a 50/100 period simple moving average crossover, once per hour.

Default size is 0.001 BTC, so the algo will by default trade just 0.001 per hour, until you are either 100% long or 100% flat.

Intended to be traded unleveraged, currently no risk management.

Algorithm is set up to implement immediately, just input your credentials and run.

Subscribe to https://samchaaa.substack.com/ for more in depth code, studies, and ready-to-implement algorithms.