0

Crypto Currency Trading Bot

Created a Python based crypto currency bot using technical Indicators with the TA-Lib package and optimized with a daily Sharpe Ratio

Crypto Currency Trading Bot

Overview

Developed a Python-based cryptocurrency trading bot that leverages technical indicators from the TA-Lib package to make trading decisions. The bot was optimized using daily Sharpe Ratio calculations to balance risk and reward.

Project Details

Technologies Used

  • Python
  • TA-Lib (Technical Analysis Library)
  • Pandas for data manipulation
  • NumPy for numerical calculations
  • Cryptocurrency exchange APIs

Key Features

  • Automated trading based on technical indicators
  • Risk management using Sharpe Ratio optimization
  • Real-time market data analysis
  • Backtesting capabilities to validate strategies
  • Performance analytics dashboard

Development Process

This project was developed as part of my work with 315Origin from September 2020 to January 2021. The bot was designed to analyze market trends, identify potential trading opportunities, and execute trades automatically based on predefined strategies.

Results

The trading bot successfully implemented multiple technical indicators including:

  • Moving Average Convergence Divergence (MACD)
  • Relative Strength Index (RSI)
  • Bollinger Bands
  • Exponential Moving Averages (EMA)

By optimizing the strategy using the Sharpe Ratio, we were able to create a balanced approach to risk management while maximizing potential returns.