README
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GoCryptoTrader Backtester: Top2bottom2 package
This top2bottom2 package is part of the GoCryptoTrader codebase.
This is still in active development
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Top 2 Bottom 2 package overview
The Top 2 Bottom 2 (T2B2) strategy utilises the gct-ta MFI package to analyse market signals and selects the top and bottom two currencies based on MFI value. It is a basic example strategy to highlight how the backtester can perform more complex data event signal processing
This strategy requires at least 4 exchange currency settings to determine the 4 signals to process
This strategy requires SimultaneousSignalProcessing aka use-simultaneous-signal-processing.
This strategy does support strategy customisation in the following ways:
| Field | Description | Example |
|---|---|---|
| mfi-high | The upper bounds of MFI that when met, will trigger a Sell signal | 70 |
| mfi-low | The lower bounds of MFI that when met, will trigger a Buy signal | 30 |
| mfi-period | The consecutive candle periods used in order to generate a value. All values less than this number cannot output a buy or sell signal | 14 |
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Contribution
Please feel free to submit any pull requests or suggest any desired features to be added.
When submitting a PR, please abide by our coding guidelines:
- Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
- Code must be documented adhering to the official Go commentary guidelines.
- Code must adhere to our coding style.
- Pull requests need to be based on and opened against the
masterbranch.
Donations
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Documentation
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Index ¶
- Constants
- type Strategy
- func (s *Strategy) Description() string
- func (s *Strategy) Name() string
- func (s *Strategy) OnSignal(_ data.Handler, _ funding.IFundTransferer, _ portfolio.Handler) (signal.Event, error)
- func (s *Strategy) OnSimultaneousSignals(d []data.Handler, f funding.IFundTransferer, _ portfolio.Handler) ([]signal.Event, error)
- func (s *Strategy) SetCustomSettings(customSettings map[string]interface{}) error
- func (s *Strategy) SetDefaults()
- func (s *Strategy) SupportsSimultaneousProcessing() bool
Constants ¶
const (
// Name is the strategy name
Name = "top2bottom2"
)
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type Strategy ¶
Strategy is an implementation of the Handler interface
func (*Strategy) Description ¶
Description provides a nice overview of the strategy be it definition of terms or to highlight its purpose
func (*Strategy) OnSignal ¶
func (s *Strategy) OnSignal(_ data.Handler, _ funding.IFundTransferer, _ portfolio.Handler) (signal.Event, error)
OnSignal handles a data event and returns what action the strategy believes should occur however,this complex strategy cannot function on an individual basis
func (*Strategy) OnSimultaneousSignals ¶
func (s *Strategy) OnSimultaneousSignals(d []data.Handler, f funding.IFundTransferer, _ portfolio.Handler) ([]signal.Event, error)
OnSimultaneousSignals analyses multiple data points simultaneously, allowing flexibility in allowing a strategy to only place an order for X currency if Y currency's price is Z
func (*Strategy) SetCustomSettings ¶
SetCustomSettings allows a user to modify the MFI limits in their config
func (*Strategy) SetDefaults ¶
func (s *Strategy) SetDefaults()
SetDefaults sets the custom settings to their default values
func (*Strategy) SupportsSimultaneousProcessing ¶
SupportsSimultaneousProcessing highlights whether the strategy can handle multiple currency calculation There is nothing actually stopping this strategy from considering multiple currencies at once but for demonstration purposes, this strategy does not
Source Files