Přejít k obsahu | Přejít k hlavnímu menu | Přejít k vyhledávání

Crypto Strategies

2 replies

2 weeks ago #290719

Hi,

I’ve been looking at Strategy Quant for crypto strategies to try on Darwin-zero account.

Can we use the Binance crypto download but then use the spread, commission , swap and minDist for Darwin-zero ?

e.g BTCUSDT minDist for Darwin zero is 0.05000000 which means SQ min distance: 5.00

In terms of workflow a user has this

Build->Out of Sample 1->Monte Carlo 1->Out of Sample 2->Compare->Monte Carlo 2->Portfolio->Live

However am not sure how we assign OSS1, OSS2 and what best configurations is for MC 1 and MC 2.

If anyone has had success with crypto strategies perhaps they can give a starting point.

Thank you

2 weeks ago #290726

Hi,

the data will differ but how much is a question of timeframe used. On lower timeframe I would suggest to get data from Darwinex instead

As for specific setup guidance I recommend checking our extensive algotrading course you can watch after login in to our website https://strategyquant.com/01-how-we-divide-the-financial-markets/

16 hours ago #291228

Time frame am using is M5. I ended up using python script that connects to the Darwin account to download the crypto data and import it inside StrategyQuant.

Viewing 2 replies - 1 through 2 (of 2 total)

Risk Disclosure:
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure:
Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

Testimonial Disclosure:
Testimonials appearing on www.strategyquant.com may not be representative of the experience of other clients or customers and is not a guarantee of future performance or success.