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Add alternate universe #16

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d1e5a73
update notebooks 1
AlexTheLion123 Jun 14, 2024
0e15567
more updates
AlexTheLion123 Jun 14, 2024
6e3ad11
delete duplicate notebooks
AlexTheLion123 Jun 14, 2024
81b19a5
run notebooks
AlexTheLion123 Jun 18, 2024
74cd1cd
update scratchpad notebooks
AlexTheLion123 Jun 18, 2024
bef5776
Merge branch 'master' into add-alternate-universe
AlexTheLion123 Jun 18, 2024
cb3f0c4
update new notebooks
AlexTheLion123 Jun 18, 2024
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1,867 changes: 1,696 additions & 171 deletions notebooks/grid-search/bollinger-bands-matic-breakout.ipynb
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242 changes: 191 additions & 51 deletions notebooks/grid-search/multipair-breakout-grid-atr-slow.ipynb
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106 changes: 83 additions & 23 deletions notebooks/single-backtest/alternative-data.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,10 @@
{
"cell_type": "markdown",
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"source": [
"# Alternative data example\n",
Expand All @@ -27,7 +30,10 @@
{
"cell_type": "markdown",
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"source": [
"# Set up\n",
Expand All @@ -43,7 +49,10 @@
"end_time": "2024-05-01T08:22:33.512415Z",
"start_time": "2024-05-01T08:22:30.420843Z"
},
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [
{
Expand Down Expand Up @@ -155,7 +164,10 @@
{
"cell_type": "markdown",
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"source": [
"# Parameters\n",
Expand All @@ -171,7 +183,10 @@
"end_time": "2024-05-01T08:22:34.295698Z",
"start_time": "2024-05-01T08:22:33.562860Z"
},
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [],
"source": [
Expand Down Expand Up @@ -223,7 +238,10 @@
{
"cell_type": "markdown",
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"source": [
"# Trading pairs and market data\n",
Expand All @@ -242,7 +260,10 @@
"end_time": "2024-05-01T08:22:39.537861Z",
"start_time": "2024-05-01T08:22:34.298885Z"
},
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [
{
Expand Down Expand Up @@ -354,7 +375,10 @@
{
"cell_type": "markdown",
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"source": [
"# Indicators\n",
Expand All @@ -372,7 +396,10 @@
"end_time": "2024-05-01T08:22:39.664437Z",
"start_time": "2024-05-01T08:22:39.539905Z"
},
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [],
"source": [
Expand Down Expand Up @@ -439,7 +466,10 @@
{
"cell_type": "markdown",
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"source": [
"# Trading algorithm\n",
Expand All @@ -455,7 +485,10 @@
"end_time": "2024-05-01T08:22:40.369617Z",
"start_time": "2024-05-01T08:22:39.665542Z"
},
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [],
"source": [
Expand Down Expand Up @@ -537,7 +570,10 @@
{
"cell_type": "markdown",
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"source": [
"# Backtest\n",
Expand All @@ -552,7 +588,10 @@
"ExecuteTime": {
"start_time": "2024-05-01T08:22:40.369311Z"
},
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [
{
Expand Down Expand Up @@ -762,7 +801,10 @@
{
"cell_type": "markdown",
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"source": [
"# Equity curve\n",
Expand All @@ -776,7 +818,10 @@
"cell_type": "code",
"execution_count": 11,
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [
{
Expand Down Expand Up @@ -813,7 +858,10 @@
{
"cell_type": "markdown",
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"source": [
"# Performance metrics\n",
Expand All @@ -826,7 +874,10 @@
"cell_type": "code",
"execution_count": 12,
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [
{
Expand Down Expand Up @@ -1103,7 +1154,10 @@
{
"cell_type": "markdown",
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"source": [
"# Trading statistics\n",
Expand All @@ -1115,7 +1169,10 @@
"cell_type": "code",
"execution_count": 13,
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [
{
Expand Down Expand Up @@ -1455,7 +1512,10 @@
"cell_type": "code",
"execution_count": 15,
"metadata": {
"collapsed": false
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [
{
Expand Down Expand Up @@ -8815,7 +8875,7 @@
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"display_name": "Python 3 (ipykernel)",
"language": "python",
"name": "python3"
},
Expand All @@ -8829,9 +8889,9 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.11.5"
"version": "3.10.8"
}
},
"nbformat": 4,
"nbformat_minor": 0
"nbformat_minor": 4
}
1,476 changes: 0 additions & 1,476 deletions notebooks/single-backtest/bitcoin-breakout-atr-dex.ipynb
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29 changes: 11 additions & 18 deletions notebooks/single-backtest/bitcoin-breakout-atr-short.ipynb
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24 changes: 12 additions & 12 deletions notebooks/single-backtest/bitcoin-breakout-atr.ipynb
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544 changes: 345 additions & 199 deletions notebooks/single-backtest/eth-mfi.ipynb
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