The purpose of this project is to get data from cryptocurrency exchanges, backtest strategies and place trades.
Exchanges available: Binance
This repo is to be used only for learning purposes of how to handle data and trading strategies, not suitable for trading.
Sources if Inspiration
how to get data, read and process backtest https://github.com/chrisconlan/automated_trading_with_R
Binance stock prices api https://github.com/GinzaLion/R-Cryptocurrencies https://github.com/daroczig/binancer
- Install RStudio
- Get Binance API credentials
- Install packages
- Create folders for first time
- Set timezone
- Install packages
- Validate your credentials
functions folder contains all functions to be used
stockdata folder contains .csv files pulled from Exchanges
workflow folder contains R scripts for each phase
scratch folder has draft code as inspiration
First time
- Download currency prices
- Save currency prices into stockdata folder as csv
On going
- Read downloaded data in stockdata folder
- Download new currency prices and update csv files
- Check data is sorted and unique
Set strategies
- Select an strategy
- Select start and end date
- Run scenarios
- Compare shape ratio