Algorithmic Trading

Qu’allez-vous apprendre ?

• This tutorial aims to describe the implementation of the backtest of an algorithmic trading strategy, and to implement it on a crypto exchange platform. The backtest is based on historical price data from Binance. The live implementation consists in making the API connection and sending entry/exit signals.
• This tutorial is intended for traders who want to automate their trading strategy 24 hours a day. Algorithmic trading is increasingly used in the cryptocurrency market due to its volatility and high liquidity.
• The backtest can be used by algorithmic traders, but also by discretionary traders who wish to analyze the relevance of their strategy and find avenues for improvement.
• The Python programming language is used, due to its flexibility, its large community, its numerous trading tools, its easy debugging, etc. It is advisable to have basic knowledge of Python to understand this tutorial.
• The Python code used in this tutorial is located in the following Github repository: https://github.com/olivierrousselle/algorithmic-trading