History is no indicator of future performance. Don’t invest what you can’t afford to lose.

Have A Nice Day Trader is an algorithmic trading platform that uses patterns in historic prices to influence future trades. 80 days of prices are requested for hundreds of currency pairs, then a library of strategies is backtested and a summary is generated.

Run in Docker:

docker run deanturpin/handt

Prices are fetched using the CryptoCompare API. See the entry point in main.cpp and all exchanges. The strategies are defined in the low_frequency_trader.cpp, the permutations and thresholds are generated in strategy.cpp.

5a66d10 Merge branch 'patch-1' into 'master'

Generated Mon Nov 15 08:00:19 2021

1 threads
1499 currency pairs
2250 strategies
1772032282 backtests

Current prospects

Strategy	Pair	Exchange	Perf	Spot
Indifferent-Axolotl-11	WAXP-BUSD	Binance	12/1	0.862
Indifferent-Axolotl-11	WAXP-USDT	Binance	12/1	0.8609
Supine-Basenji-3	CHR-BUSD	Binance	10/0	1.268
Darting-Axolotl-12	WAXP-BUSD	Binance	10/0	0.862
Darting-Basenji-7	WAXP-BUSD	Binance	10/0	0.862
Darting-Pekingese-7	WAXP-BUSD	Binance	10/0	0.862
Indifferent-Basenji-7	WAXP-BUSD	Binance	10/0	0.862
Darting-Axolotl-12	WAXP-USDT	Binance	10/0	0.8609
Darting-Basenji-7	WAXP-USDT	Binance	10/0	0.8609
Darting-Pekingese-7	WAXP-USDT	Binance	10/0	0.8609
Darting-Pekingese-8	WAXP-USDT	Binance	10/0	0.8609

80-day backtest

Strategy	Pair	Exchange	Perf	Spot
Indifferent-Pekingese-9	SHIB-BRL	Binance	20/1	0.0002898
Slouching-Cricket-9	LINKDOWN-USDT	Binance	18/0	0.00894
Slouching-Cricket-10	LINKDOWN-USDT	Binance	18/0	0.00894
Slouching-Havanese-11	ATOM-USDC	Binance	17/0	33.05
Slouching-Pekingese-6	ATOM-BUSD	Binance	16/0	33.02
Slouching-Pekingese-6	ATOM-USDT	Binance	16/0	32.99
Darting-Basenji-6	SSV-ETH	Binance	16/0	5.119e-05
Indifferent-Basenji-6	SSV-ETH	Binance	16/0	5.119e-05
Slouching-Griffon-11	ATOM-USDC	Binance	15/0	33.05
Slouching-Pekingese-6	ATOM-USDC	Binance	15/0	33.05
Slouching-Basenji-4	LINKDOWN-USDT	Binance	15/0	0.00894
Slouching-Cricket-11	LINKDOWN-USDT	Binance	15/0	0.00894
Indifferent-Griffon-11	ATOM-USDC	Binance	16/1	33.05
Indifferent-Havanese-14	SOL-TRY	Binance	16/1	2415.4
Indifferent-Xoloitzcuintli-6	ATOM-BUSD	Binance	14/0	33.02
Slouching-Xoloitzcuintli-6	ATOM-BUSD	Binance	14/0	33.02
Leaping-Munchkin-3	HBAR-BUSD	Binance	14/0	0.4338
Indifferent-Xoloitzcuintli-6	ATOM-USDT	Binance	14/0	32.99
Slouching-Xoloitzcuintli-6	ATOM-USDT	Binance	14/0	32.99
Indifferent-Xoloitzcuintli-6	ATOM-USDC	Binance	14/0	33.05
Slouching-Xoloitzcuintli-6	ATOM-USDC	Binance	14/0	33.05

Overall strategy performance

150 strategies

sloccount

Have a non-directory at the top, so creating directory top_dir
Adding /builds/deanturpin/handt/backtest.h to top_dir
Adding /builds/deanturpin/handt/detailed_report.h to top_dir
Adding /builds/deanturpin/handt/low_frequency_trader.h to top_dir
Adding /builds/deanturpin/handt/parallel.h to top_dir
Adding /builds/deanturpin/handt/report.h to top_dir
Adding /builds/deanturpin/handt/strategy.h to top_dir
Adding /builds/deanturpin/handt/strategy_report.h to top_dir
Adding /builds/deanturpin/handt/trade.h to top_dir
Adding /builds/deanturpin/handt/backtest.cpp to top_dir
Adding /builds/deanturpin/handt/detailed_report.cpp to top_dir
Adding /builds/deanturpin/handt/low_frequency_trader.cpp to top_dir
Adding /builds/deanturpin/handt/main.cpp to top_dir
Adding /builds/deanturpin/handt/report.cpp to top_dir
Adding /builds/deanturpin/handt/strategy.cpp to top_dir
Adding /builds/deanturpin/handt/strategy_report.cpp to top_dir
Adding /builds/deanturpin/handt/trade.cpp to top_dir
Adding /builds/deanturpin/handt/get_all_coins.py to top_dir
Adding /builds/deanturpin/handt/get_coins.py to top_dir
Adding /builds/deanturpin/handt/get_prices.py to top_dir
Categorizing files.
Finding a working MD5 command....
Found a working MD5 command.
Computing results.


SLOC    Directory   SLOC-by-Language (Sorted)
610     top_dir         cpp=541,python=69


Totals grouped by language (dominant language first):
cpp:            541 (88.69%)
python:          69 (11.31%)




Total Physical Source Lines of Code (SLOC)                = 610
Development Effort Estimate, Person-Years (Person-Months) = 0.12 (1.43)
 (Basic COCOMO model, Person-Months = 2.4 * (KSLOC**1.05))
Schedule Estimate, Years (Months)                         = 0.24 (2.86)
 (Basic COCOMO model, Months = 2.5 * (person-months**0.38))
Estimated Average Number of Developers (Effort/Schedule)  = 0.50
Total Estimated Cost to Develop                           = $ 16,078
 (average salary = $56,286/year, overhead = 2.40).
SLOCCount, Copyright (C) 2001-2004 David A. Wheeler
SLOCCount is Open Source Software/Free Software, licensed under the GNU GPL.
SLOCCount comes with ABSOLUTELY NO WARRANTY, and you are welcome to
redistribute it under certain conditions as specified by the GNU GPL license;
see the documentation for details.
Please credit this data as "generated using David A. Wheeler's 'SLOCCount'."