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Pinescript backtest cryptocurrency strategy

€8-30 EUR

Closed
Posted almost 4 years ago

€8-30 EUR

Paid on delivery
Hello, I'd like to produce a pinescript script that'd check arbitrage opportunities within cryptocurrency derivatives exchange and spot exchanges. The script will check a 'target open basis". This basis check the difference between "(derivatives) - (spot OR other derivatives)". On the same time the script check a predefined minimum weight average (based on volume*price/sum of volume) and check wether the predefined volume was available on both buy and short side. If so, the it'de trigger an arbitrage opportunity. This arbitrage opportunity will later be close on a "close target basis" that'd again check if the trade can be close with enough volume. Ex : Predefined volume = 100 000$ target open basis = 2% target close basis = 0,5% if basis > target open basis then If ([login to view URL] for XBTM20 > Predefined volume) AND ([login to view URL] for XBTUSD. > Predefined volume) then Trigger buy and sell end if end if same thing happen for "target close basis" that'd close the trade. (Check basis, check volume and weight average, then triger closing trade) Do not hesitate to ask any questions regarding the project
Project ID: 25754085

About the project

1 proposal
Remote project
Active 4 yrs ago

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1 freelancer is bidding on average €300 EUR for this job
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Hello! I'm the man for the job! Crypto Trader, Coder and Quantitative Researcher with 3+ years experience. Also, a Pinescript expert! But, I have to tell you, Pinescript is probably not the best tool for this due to the lack of customization and need for matrix calculations required for something like this. I think best option would be a Python script, in which case, we can do that too. Let me know what you want to do and if you can, message me to discuss questions and details for moving forward.
€300 EUR in 7 days
4.9 (17 reviews)
4.3
4.3

About the client

Flag of FRENCH GUIANA
Cayenne, French Guiana
5.0
11
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Member since Aug 5, 2014

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