Crypto Micro Trade Strategy The Crypto Micro Trade Strategy is designed for short-term trading with a focus on high volatility and momentum in cryptocurrency markets. It uses three key indicators to make informed buy/sell decisions:
TSI (True Strength Index): Detects momentum changes in price, with a 5-period setting for responsiveness. MACD (Moving Average Convergence Divergence): Signals shifts in market trends, using a 3-period signal EMA for quicker detection of crossovers. ATR (Average True Range): Measures volatility, helping to adjust stop losses dynamically based on market conditions. Strategy Highlights: Entry Conditions: Buy when TSI is positive, MACD shows a bullish crossover, and ATR indicates sufficient volatility. Exit Conditions: Sell when MACD crosses below the signal line, TSI turns negative, or price drops below a dynamically set trailing stop based on ATR. Risk Management: The strategy limits trades to a maximum of 50% of available capital and dynamically adjusts the trailing stop depending on market volatility. Trailing Stop: The trailing stop loss starts at 10% but can adjust between 5%-20% based on market volatility. Usage: The strategy supports both historical backtesting and live trading (depending on the mode specified). It operates with a single open position per symbol at a time, making sure no over-exposure occurs.
This bot trades BTC/USD, ETH/USD, LTC/USD, and DOGE/USD using a strategy based on TSI, MACD, and ATR. It supports both live trading and historical backtesting using Finnhub API. There is a 1% trading fee calculated per buy/sell.
- Python 3.9+
- Finnhub API Key
- GITBash
- Clone this repository. (
- Create a .env file using notepad with the following info, replacing your api key, changing the symbols if you like, and historical or live.
FINNHUB_API_KEY='your-api-key' SYMBOLS='BTCUSD,ETHUSD,LTCUSD,DOGEUSD' MODE='LIVE' # Options: 'LIVE', 'HISTORICAL' CSV_PATH='C:\downloads\backtest\trades.csv'
- Install dependencies:
c$ "c:\users\<your user name>\crybot" pip install -r requirements.txt
$ Python crybot.py $ Python crybot-back.py ##now uses yahoo for backtesting