/crypto-momentum

:rocket: :sparkles: A simple node.js cryptocurrency backtesting & trading momentum-algorithm using ccxt

Primary LanguageJavaScript

crypto-momentum

🚀 ✨ A simple node.js cryptocurrency backtesting & trading momentum-algorithm using ccxt

Roadmap

Backtest

  • Get historical CoinMarketCap datas.
  • Compute performances according to timeStamp
  • Create a benchmark portfolio
  • Create a backtesting tool that uses arguments like timeStamp, basket size and returns the Profit & Loss versus the benchmark PnL
  • Include the trading fees in this tool
  • Create a webpage to help visualize and configure backtests

Trading

  • Come up with a trading idea
  • Implement an automated cross-exchange solution using ccxt to implement this trading idea
  • Build a webpage to visualize the live P&L

Production

  • Configure a Raspberry Pi to run a node server
  • Run the solution with a monitoring screen