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Crypto Strategies

2 replies

1 year 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

0

1 year 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/

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1 year 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.

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