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:
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
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 |
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 |
150 strategies
Slouching-Bandicoot|64/34 Slouching-Affenpinscher|3365/3281 Slouching-Basenji|5484/5348 Slouching-Munchkin|695/687 Darting-Bichon Frise|0/0 Darting-Lowchen|0/0 Darting-Mink|0/0 Darting-Narwahl|0/0 Darting-Ocelot|0/0 Darting-Papillon|0/0 Darting-Shih Tzu|0/0 Indifferent-Bichon Frise|0/0 Indifferent-Lowchen|0/0 Indifferent-Mink|0/0 Indifferent-Narwahl|0/0 Indifferent-Ocelot|0/0 Indifferent-Papillon|0/0 Indifferent-Shih Tzu|0/0 Leaping-Bichon Frise|0/0 Leaping-Lowchen|0/0 Leaping-Mink|0/0 Leaping-Narwahl|0/0 Leaping-Ocelot|0/0 Leaping-Papillon|0/0 Leaping-Shih Tzu|0/0 Slouching-Bichon Frise|0/0 Slouching-Lowchen|0/0 Slouching-Mink|0/0 Slouching-Narwahl|0/0 Slouching-Ocelot|0/0 Slouching-Papillon|0/0 Slouching-Shih Tzu|0/0 Straddling-Bichon Frise|0/0 Straddling-Lowchen|0/0 Straddling-Mink|0/0 Straddling-Narwahl|0/0 Straddling-Ocelot|0/0 Straddling-Papillon|0/0 Straddling-Shih Tzu|0/0 Supine-Bichon Frise|0/0 Supine-Lowchen|0/0 Supine-Mink|0/0 Supine-Narwahl|0/0 Supine-Ocelot|0/0 Supine-Papillon|0/0 Supine-Shih Tzu|0/0 Slouching-Jagdterrier|4166/4457 Darting-Sphynx|4760/5302 Darting-Norrbottenspets|6373/8344 Darting-Badger|425/572 Darting-Xoloitzcuintli|7275/10211 Darting-Capybara|2455/3937 Leaping-Badger|943/1524 Leaping-Xoloitzcuintli|4500/7405 Leaping-Sphynx|5827/9985 Supine-Affenpinscher|9644/16858 Supine-Bandicoot|3291/6610 Leaping-Capybara|4851/9950 Leaping-Norrbottenspets|8771/19348 Straddling-Sphynx|14174/35014 Supine-Munchkin|11383/28246 Straddling-Badger|3685/9293 Straddling-Xoloitzcuintli|14692/37425 Leaping-Bandicoot|10904/27851 Leaping-Affenpinscher|41674/113489 Supine-Basenji|13895/38618 Supine-Jagdterrier|16398/45831 Supine-Badger|10941/31356 Leaping-Shiba Inu|30226/89646 Straddling-Affenpinscher|12367/36865 Darting-Shiba Inu|45336/136782 Supine-Axolotl|41366/126063 Leaping-Griffon|34347/105644 Straddling-Bandicoot|4402/13602 Indifferent-Affenpinscher|58006/179747 Darting-Affenpinscher|57605/180278 Straddling-Capybara|11573/37028 Slouching-Axolotl|42392/135926 Slouching-Cricket|51397/167693 Indifferent-Bandicoot|16554/54456 Darting-Bandicoot|16550/54446 Supine-Xoloitzcuintli|53560/176255 Supine-Sphynx|52779/175033 Slouching-Badger|12904/42870 Indifferent-Badger|12957/43176 Leaping-Basenji|36658/125191 Straddling-Pomeranian|25070/85783 Straddling-Basenji|11166/38599 Straddling-Norrbottenspets|26281/92994 Straddling-Pekingese|23705/85017 Straddling-Munchkin|10910/40640 Slouching-Xoloitzcuintli|63473/243618 Indifferent-Xoloitzcuintli|64502/249384 Straddling-Griffon|31850/123837 Leaping-Munchkin|33787/131420 Indifferent-Sphynx|64843/257508 Supine-Cricket|50700/201625 Slouching-Sphynx|64176/255225 Leaping-Pomeranian|51596/206075 Straddling-Shiba Inu|29986/120138 Darting-Griffon|59156/239440 Leaping-Pekingese|44339/182336 Indifferent-Basenji|52435/219779 Darting-Basenji|51359/221787 Straddling-Axolotl|23240/101690 Supine-Capybara|41164/180137 Supine-Pekingese|65585/289515 Straddling-Jagdterrier|19203/84769 Leaping-Jagdterrier|69494/315675 Straddling-Cricket|23562/108583 Indifferent-Munchkin|48825/226296 Darting-Munchkin|48762/226129 Supine-Pomeranian|67252/330573 Leaping-Axolotl|81253/405328 Straddling-Havanese|42920/215265 Supine-Norrbottenspets|106674/549830 Slouching-Capybara|49617/259944 Indifferent-Capybara|49809/261895 Leaping-Cricket|83478/443385 Indifferent-Jagdterrier|89437/475716 Darting-Jagdterrier|89033/475953 Darting-Pekingese|58738/332054 Slouching-Pekingese|68996/392399 Indifferent-Pekingese|99356/575769 Darting-Pomeranian|70088/407881 Supine-Shiba Inu|121670/712636 Indifferent-Axolotl|116528/715669 Supine-Griffon|126505/781655 Leaping-Havanese|97338/604825 Slouching-Norrbottenspets|125019/780642 Indifferent-Norrbottenspets|125524/785591 Slouching-Pomeranian|70503/441960 Indifferent-Pomeranian|108688/687886 Darting-Axolotl|107566/681774 Indifferent-Cricket|126094/860835 Darting-Cricket|114230/819070 Supine-Havanese|140883/1016424 Indifferent-Shiba Inu|150276/1155707 Slouching-Shiba Inu|144051/1111272 Slouching-Griffon|145607/1147721 Indifferent-Griffon|158333/1263724 Straddling-Lundehund|62745/549960 Darting-Havanese|126753/1139301 Slouching-Havanese|153980/1550328 Indifferent-Havanese|199777/2155078 Leaping-Lundehund|186615/2149500 Supine-Lundehund|265515/3639420 Slouching-Lundehund|315540/6953595 Indifferent-Lundehund|344325/21607035 Darting-Lundehund|253725/16213755
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'."