Algo trading using Directional Change.
Set the crypto data csv file following the format shown in BTCUSDT_Binance_futures_data_minute.csv.
Run backtest with run_backtest.py.
E.g. backtest from 2020-12-1 to 2021-2-1 with lever rate 1, look back period for training 120 hours, and training cycle 6 hours. (See run_backtest.py for more options.)
python run_backtest.py --start_date 2020/12/1 --end_date 2021/2/1 --input_file_path "BTCUSDT_Binance_futures_data_minute.csv" --output_file_name "log.csv" --lever_rate 1 --cycle 6 --train_look_back_period 120