MATLAB, Phython
During the Christmas holidays of 2017, a lot of cryptocurrencies had their best Bull Market ever. For example, on December 17, Bitcoin reached its highest price in the history of almost 20'000 USD. With daily fluctuations and low trading fees, this market can be perfect for Algorithmic trading.
To better analyze this opportunity I wrote a MATLAB script for backtesting some Cryptocurrency Algo-trading strategies.
The selected dataset can be downloaded from Binance using Python and the official API. The dataset is then saved to a .csv file.
The MATLAB script reads the .csv file and, given a trading strategy, can compute the margin taking the fees into account.
At the end of the computations the script shows a graph with the price history and the relative trades.