crypto-momentum

🚀 ✨ A simple node.js cryptocurrency backtesting & trading momentum-algorithm using ccxt

Roadmap

Backtest

• Get historical CoinMarketCap datas.
• Compute performances according to timeStamp
• Create a benchmark portfolio
• Create a backtesting tool that uses arguments like timeStamp, basket size and returns the Profit & Loss versus the benchmark PnL
• Include the trading fees in this tool
• Create a webpage to help visualize and configure backtests

Trading

• Come up with a trading idea
• Implement an automated cross-exchange solution using ccxt to implement this trading idea
• Build a webpage to visualize the live P&L

Production

• Configure a Raspberry Pi to run a node server
• Run the solution with a monitoring screen