>be me, building a trading bot for ETH/USD on gdax
>run historical data sim
>+72% from this past week
>+450% from this past 30 days
>44% win rate
>2:1 win:loss size
Im pretty sure ive calculated this correctly. I heard that i should only expect 30-40% of what the historical sim returns, but im still nervous as fuck
A-am i going to make it?
Also, what is the lowest sleep time i can use to call histdata from gdax before it warns me about spamming? Im using sleep(0.5)
Other urls found in this thread:
kaggle.com
stackoverflow.com
api.bitcoincharts.com
kaggle.com
cryptodatadownload.com
github.com
oakton.edu
twitter.com
fuck i need to (re)learn python. learnt it in school over 10 years ago and never bothered with it since :(
Sleep 0.5 should be fine. I recommend to use the feed though.
What is your strategy?
resources to learn this shit op? i am a developer and have known python for years but know shit about trading with code
Been thinking about making AI for crypto, whoever does it, good job!
You have to actually get filled when trading live. This could potentially wreck your returns, depending on your strategy.
Would love any guidance you have about how you put this together. I'm a data scientist and I'm quite familiar with building time series models. I've also done some work with Python so I don't have a problem with picking it up. What I'm not familiar with is how I go about actually getting the data to train the model, how to get live data fed into the model to produce my outputs, and how to have the model talk to the exchange and make trades.
What do you want to trade and what kind of data do you need (as in OHLC, tick data, order books, ...)?
googling seems to point to tons of big datasets, such as kaggle.com
i imagine you could fill in gaps with other datasets for your model (after formatting and stuff and assuming theyre consistent or from the same source)
not to mention the api for coinbase lets you pull some historical data too, though i don't know how much
stackoverflow.com