GRID TRADING STRATEGY implemented in Python [basically must watch]
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- Опубліковано 19 лип 2024
- In this video series we are coding an Intraday Grid Trading Strategy with Python and test it.
Hit like, leave a comment and subscribe for the follow up video where we are taking a look at Backtesting the last months, performance evaluation and much more interesting stuff.
Get the Notebook/Source code by becoming a Tier-3 Channel member:
/ @algovibes
Crypto price pull function explained:
• Introduction To Automa...
Picture source:
support.bingx.com/hc/article_...
Disclaimer: This video is not an investment advice and is for educational and entertainment purposes only! Cryptocurrency and automated trading is bearing a high amount of risk which might result in a total loss of your invested capital.
00:00 - 01:15 Grid Trading explained / Disclaimer
01:15 - 02:28 Pulling Intraday price data / resampling
02:28 - 05:56 Get Levels / data manipulations
05:56 - 09:47 Logic for only ONE level
09:47 - 16:14 Logic for two levels
16:14 - 17:19 INTERday transactions / Up Next!
#python #trading #grid #strategy
![GRID Trading Strategy BACKTEST in Python [too good to be true?]](http://i.ytimg.com/vi/HfRXqr7ReIQ/mqdefault.jpg)
![GRID Trading Strategy BACKTEST in Python [too good to be true?]](/img/tr.png)
First 😍
👑
This is great. Thx.
I would be interested in fine tuning this around how to structure the grid:
e.g. are round numbers more relevant (liquidity clusters due to options).
Dynamic grid sizes, based on volatility (e.g. diverence vs. means, ATRs, Bollingers, Box approaches)
Welcome buddy!
Nice! I use grid bots often, you should consider implementing the trend or neutral if it goes sideways. That's the difficultly, it should cancel certain orders if the trend changed. But for now keep up the good work! Grusse!
Thanks a lot for sharing your thoughts!
It’s essentially a mean reversion. Typically those have a high win rate and infrequent large losses when the market moves against you. Will be interested in your stop-loss when you add that.
Agreed. Thanks for watching and sharing your thoughts!
awesome insight. I agree!
Once upon a time I managed to increase my initial deposit by 5 times in one month using grid trading strategy, I didn't care about any trading signals, I could start trading in any time. But it has one downside - long one-sided price movement. If the price continuing to drop or to raise for too long, you will eventually lose your deposit, which was my case.
Yessir. That's the big downside! Agreed.
Hey @Algovibes something I'm finding interesting is that pandas will be deprecating the whole pd.to_datetime function with something else, I'm wondering if in a future video you could code something using the new syntax they recommend. Thanks, helpful as always : )
Very informative video and coding knowledge sharing sir , pls expand levels up to third buy or sell levels. also its implementation in the live market condition. Also very thankful to you for providing core content to us.
Thanks a lot for your comment man. I will see what I can do!
Top...wieder was gelernt... man geht nie so dumm schlafen wie man morgens aufgestanden ist 😀 grüße aus stuggi
Sehr gute Einstellung! :-) Danke dir
Thank you for sharing, great video. For some reason the data frames only pull in Jupyter Notebooks and not in VS Code? Is there a reason for this/ is there a way to get the data to output in VS Code? Appreciate your help in advance
@Algovibes can you make a tutorial about trailing stoploss based GUI trading system using tkinter and binance api ??????
Hey man! I appreciate all the content you are putting out, I recently became a tier 2 member to learn more, could you please put out a new link to the discord in the members group?
Hi mate, thanks a lot for your comment, your kind words and becoming an Algovibes channel member. I just set up a new link.
@@Algovibes Thanks for the welcome:D Coudl you also send me the source code through email, I already sent you a request.
I am still waiting for this one, I appreciate it if I can get it asap
Thanks!
Thank you for your support Ümit
thank you king
Thanks for watching Boss 👨🏽💼
I get a deprecation warning on the slided DF function. Alternative seems to work
def sliced_df(date):
return df[df.index.date == pd.Timestamp(date).date()]
Thanks for sharing. How would you add a stop loss level to this strategy?
Welcome man! Covered that somewhere in another Video. Please watch the whole Python for Finance and cryptobot playlist and if you still need anything very happy to support in finding what you are looking for!
Finally 🌹
Yes :-) Thanks a lot for watching man!
Hi, in this example the shape of the price movement is a typical parabola with positive 'a'! Am wondering how could smd handle a negative 'a' in terms of cash management! Difficult to backtest grid strategies
Interesting one, indeed! Thanks for watching mate
Hey Algo quick q do you know if Binance changed anything with their API keys? I get the exception code -2015 saying I don't have permission to get my account balance. My API key and secret are correct.
I had to newly tick boxes again. Just double check the API management on the site and check if everything is set up properly.
Of all your algorithms you’ve created, are any worth actually using a live account on?
That's the extremely valuable thing about my content: I give you the tools to exactly test that - for free. So what are you waiting for?
Andrew Machief Man's shown you how to catch the fish but you just want the fish🤦♂
Just looking for the best fishing spot 😂, created some of them on quant connect and put them on a paper acc but just takes a while to see solid results moving forward from a backtest
too good
Thanks mate! Appreciate you leaving a comment
can you make this strategy with like 5 grid BUT dynamic grid that make BIGER spread on higher ATR ta and biger deal also .. in that way it be good in volatility market to
i tery to do this my self but not success :)
it will make this strategy perfect
becoz its good till volatility came and it came always ..
ha and dynamic grid that follow the price if we have funds ...
Very interesting idea! Thanks a lot for the suggestion.
I follow on you ..
Triarbitraz its also some thing that i do
And intresing me how you can do it ?
I think converting data frame to dictionary and then looping over it will take very less time instead of iterrows.
Did you test it? What was the performance improvement? Would be surprising to me
i want grid bot can u make for me ?
Depends on your budget :-)
Good Morning um 18:30 Uhr? xD
Maybe I am in the carribean 🤫
It is now night in India
Not morning 😄
😁
Hey, first, I'd like to thank you for the great content! Also I have a question, how do I get the full orderbook at binance? the default api has a 5000 orders limit, and for btc it is a ~ 500$ price range, which is very small. It should be possible to get a full orderbook, right? Other trading apps somehow is able to do that. Maybe it's possible to filter somehow the low-amount orders, what do you think?
Dat name 😁 Welcome buddy.