Wanna talk with us ? : https://discord.gg/Qq4MVVV
Quant Research dev & Traders open source project
A community of traders & coders that want to spread some good logic to improve the overral knowledge of automated trading (no identity nor invite will ever be provided to join us, we are closed)
- I want to be able to run backtests against 1 coin pair
- I want to be abke to run backtests against multiple coins
- I want to be able to run backtrsts using different candle sizes
- I want to be able to implement multiple indicators in a single strategy using multiple time frames
- I want to be able to see the order book in the strategy
- As a user who wants to create some strat, I want to be able to easily draw some graphs with some custom info ( indicators / max / min / Sell / buy / anything )(edited)
- As a user I want this bot to run on several coins
- As a user I want fine tuned buy and sell signal, at sub minute timings, ( probably though web sockets )
- as a user, I want an integration with somethign like discord or telegram, so I can get some information from my running bot from my phone
- I would like to be able to monitor account holdings
- I would like to be able to manage the asks and bids volume based on my own rules
- i want: function of strategy responded for currency/fiat . ex: btc in last 2 minutes -2% then sell asset, currency to USDT
- i want: strategy for execution orders (can write do use market, limit and when - high volume, retries failed etc)
- As a strat explorer, I want to have several strat running on paper trade at the same time
Concept
- Rebuilt time candle dynamicaly to expand view
- Invoke dynamicaly strategy by weight score
- Use direct websocket & Azure Data Table stored data
- IDWN
- IExchanger -> Platform
- IIndicator -> TA virtual method override
- IIMarket -> Stream all market pairs to built sentiment, retrace and corelate news
- INode -> Restream to node using websocket all moon roles
- IInterface -> Use modelized view for UI rendering
- Performance -> manage resources allocation and repeated task through timespan
- Risk -> Risk model using RMSI (Tree based risk management) (Identify - Avoid - Hold - Transfer)
- Risk Parking -> Parking hodler statisticals follower and manager
- DNA -> Dynamic code agent to change runtime logic
- RNN -> Recurent Neural Network to predict slope / direction
Best effort for EOY 2018.
- Bitmex (for the good market making codes)
- Bitfinex (for the code websocket srv)
- Trady (with love)
- Ninja (for the good design)