History is no indicator of future performance. Don’t invest what you can’t afford to lose.
Have A Nice Day Trader is an algorithmic trading platform that uses patterns in historic prices to influence future trades. 80 days of prices are requested for hundreds of currency pairs, then a library of strategies is backtested and a summary is generated.
Run in Docker:
docker run deanturpin/handt
Prices are fetched using the CryptoCompare API. See the entry point in main.cpp and all exchanges. The strategies are defined in the low_frequency_trader.cpp, the permutations and thresholds are generated in strategy.cpp.
Exchanges in use: Coinbase Binance
eb15dd7 Merge branch 'master' of https://github.com/deanturpin/handt
Generated Fri Sep 20 18:39:47 2019
- 2 threads
- 651 currency pairs
- 2,250 strategies
- 2,662,959,583 backtests
Current prospects
| Strategy | Pair | Exchange | Perf | Spot | Jitter % |
|---|---|---|---|---|---|
| Indifferent-Pomeranian-10 | RCN-BTC | Binance | 8/1 | 2.27e-06 | 1.06307 |
| Indifferent-Pomeranian-7 | ZRX-EUR | Coinbase | 7/0 | 0.2122 | 0.768323 |
| Indifferent-Basenji-5 | RCN-BNB | Binance | 14/2 | 0.001092 | 1.09882 |
| Darting-Pekingese-6 | SNM-BTC | Binance | 6/0 | 9.8e-07 | 1.01486 |
| Leaping-Munchkin-3 | CONT-USDT | Binance | 5/0 | 0.02166 | 1.5285 |
| Darting-Pomeranian-6 | ZRX-USDT | Binance | 5/0 | 0.244 | 0.685066 |
| Indifferent-Havanese-12 | YOYOW-ETH | Binance | 11/2 | 8.494e-05 | 1.02509 |
| Indifferent-Pomeranian-8 | ZRX-EUR | Coinbase | 5/1 | 0.2122 | 0.768323 |
| Darting-Havanese-13 | DLT-ETH | Binance | 5/1 | 0.0002237 | 1.10467 |
| Darting-Norrbottenspets-3 | ANKR-USDC | Binance | 5/1 | 0.00294 | 1.21555 |
| Leaping-Basenji-5 | FUEL-ETH | Binance | 5/1 | 2.485e-05 | 1.28699 |
80-day backtest
| Strategy | Pair | Exchange | Perf | Spot | Jitter % |
|---|---|---|---|---|---|
| Slouching-Norrbottenspets-17 | BTT-BTC | Binance | 15/1 | 6e-08 | 5.91851 |
| Slouching-Xoloitzcuintli-14 | BTT-BTC | Binance | 13/1 | 6e-08 | 5.91851 |
| Slouching-Xoloitzcuintli-15 | BTT-BTC | Binance | 13/1 | 6e-08 | 5.91851 |
| Slouching-Xoloitzcuintli-16 | BTT-BTC | Binance | 12/1 | 6e-08 | 5.91851 |
| Indifferent-Havanese-13 | YOYOW-ETH | Binance | 10/0 | 8.494e-05 | 1.02509 |
| Indifferent-Xoloitzcuintli-11 | PHB-USDC | Binance | 10/0 | 0.00744 | 0.998845 |
| Indifferent-Xoloitzcuintli-12 | PHB-USDC | Binance | 10/0 | 0.00744 | 0.998845 |
| Slouching-Pekingese-11 | PHB-USDC | Binance | 10/0 | 0.00744 | 0.998845 |
| Slouching-Pekingese-12 | PHB-USDC | Binance | 10/0 | 0.00744 | 0.998845 |
| Slouching-Xoloitzcuintli-11 | PHB-USDC | Binance | 10/0 | 0.00744 | 0.998845 |
| Slouching-Xoloitzcuintli-12 | PHB-USDC | Binance | 10/0 | 0.00744 | 0.998845 |
| Indifferent-Cricket-13 | DOCK-BTC | Binance | 11/1 | 1.05e-06 | 1.56111 |
| Indifferent-Pomeranian-8 | YOYOW-ETH | Binance | 11/1 | 8.494e-05 | 1.02509 |
| Slouching-Pekingese-17 | BTT-BTC | Binance | 11/1 | 6e-08 | 5.91851 |
| Slouching-Xoloitzcuintli-17 | BTT-BTC | Binance | 11/1 | 6e-08 | 5.91851 |
| Indifferent-Xoloitzcuintli-10 | PHB-USDC | Binance | 11/1 | 0.00744 | 0.998845 |
| Slouching-Xoloitzcuintli-10 | PHB-USDC | Binance | 11/1 | 0.00744 | 0.998845 |
| Slouching-Axolotl-6 | DUSK-BNB | Binance | 11/1 | 0.00442 | 1.8013 |
| Supine-Norrbottenspets-13 | WABI-BNB | Binance | 10/1 | 0.00671 | 1.21534 |
| Darting-Axolotl-13 | DOCK-BTC | Binance | 9/0 | 1.05e-06 | 1.56111 |
| Darting-Jagdterrier-11 | DOCK-BTC | Binance | 9/0 | 1.05e-06 | 1.56111 |
Overall strategy performance
150 strategies
| Darting-Bichon Frise | 0/0 |
| Darting-Lowchen | 0/0 |
| Darting-Mink | 0/0 |
| Darting-Narwahl | 0/0 |
| Darting-Ocelot | 0/0 |
| Darting-Papillon | 0/0 |
| Darting-Shih Tzu | 0/0 |
| Indifferent-Bichon Frise | 0/0 |
| Indifferent-Lowchen | 0/0 |
| Indifferent-Mink | 0/0 |
| Indifferent-Narwahl | 0/0 |
| Indifferent-Ocelot | 0/0 |
| Indifferent-Papillon | 0/0 |
| Indifferent-Shih Tzu | 0/0 |
| Leaping-Bichon Frise | 0/0 |
| Leaping-Lowchen | 0/0 |
| Leaping-Mink | 0/0 |
| Leaping-Narwahl | 0/0 |
| Leaping-Ocelot | 0/0 |
| Leaping-Papillon | 0/0 |
| Leaping-Shih Tzu | 0/0 |
| Slouching-Bichon Frise | 0/0 |
| Slouching-Lowchen | 0/0 |
| Slouching-Mink | 0/0 |
| Slouching-Narwahl | 0/0 |
| Slouching-Ocelot | 0/0 |
| Slouching-Papillon | 0/0 |
| Slouching-Shih Tzu | 0/0 |
| Straddling-Bichon Frise | 0/0 |
| Straddling-Lowchen | 0/0 |
| Straddling-Mink | 0/0 |
| Straddling-Narwahl | 0/0 |
| Straddling-Ocelot | 0/0 |
| Straddling-Papillon | 0/0 |
| Straddling-Shih Tzu | 0/0 |
| Supine-Bichon Frise | 0/0 |
| Supine-Lowchen | 0/0 |
| Supine-Mink | 0/0 |
| Supine-Narwahl | 0/0 |
| Supine-Ocelot | 0/0 |
| Supine-Papillon | 0/0 |
| Supine-Shih Tzu | 0/0 |
| Darting-Badger | 272/336 |
| Darting-Sphynx | 4130/5550 |
| Slouching-Bandicoot | 37/53 |
| Darting-Norrbottenspets | 5996/8672 |
| Darting-Xoloitzcuintli | 4394/6542 |
| Darting-Capybara | 1485/2291 |
| Slouching-Affenpinscher | 1294/2083 |
| Slouching-Munchkin | 316/517 |
| Slouching-Basenji | 1650/2924 |
| Supine-Bandicoot | 651/1389 |
| Supine-Affenpinscher | 2054/4493 |
| Slouching-Jagdterrier | 1111/2675 |
| Supine-Munchkin | 2401/6600 |
| Leaping-Bandicoot | 1775/5264 |
| Leaping-Badger | 124/375 |
| Supine-Basenji | 2609/8258 |
| Supine-Jagdterrier | 3342/11032 |
| Leaping-Sphynx | 1056/3571 |
| Darting-Shiba Inu | 20080/70108 |
| Leaping-Affenpinscher | 8195/30862 |
| Supine-Axolotl | 8502/33386 |
| Indifferent-Affenpinscher | 22773/89997 |
| Darting-Affenpinscher | 22601/89458 |
| Leaping-Xoloitzcuintli | 775/3189 |
| Leaping-Capybara | 870/3613 |
| Supine-Badger | 2691/11344 |
| Straddling-Badger | 341/1491 |
| Slouching-Axolotl | 15639/68433 |
| Leaping-Basenji | 7334/32573 |
| Darting-Griffon | 26165/120172 |
| Indifferent-Basenji | 19583/90450 |
| Darting-Basenji | 19319/89360 |
| Slouching-Cricket | 19394/91457 |
| Supine-Cricket | 11511/54490 |
| Straddling-Affenpinscher | 821/3914 |
| Leaping-Norrbottenspets | 1725/8229 |
| Indifferent-Badger | 5032/24158 |
| Leaping-Munchkin | 6425/31336 |
| Slouching-Badger | 4846/23921 |
| Leaping-Griffon | 7088/35381 |
| Leaping-Shiba Inu | 5559/27914 |
| Supine-Sphynx | 13835/70747 |
| Indifferent-Bandicoot | 4992/25896 |
| Darting-Bandicoot | 4986/25865 |
| Supine-Xoloitzcuintli | 14549/76902 |
| Indifferent-Sphynx | 29690/162324 |
| Darting-Munchkin | 16751/93075 |
| Indifferent-Munchkin | 16778/93352 |
| Indifferent-Xoloitzcuintli | 30083/169346 |
| Leaping-Pekingese | 8805/49973 |
| Leaping-Pomeranian | 10845/61963 |
| Straddling-Xoloitzcuintli | 1768/10114 |
| Slouching-Sphynx | 27709/159436 |
| Slouching-Xoloitzcuintli | 28027/165851 |
| Leaping-Jagdterrier | 15215/90875 |
| Indifferent-Jagdterrier | 35452/215606 |
| Darting-Jagdterrier | 35357/215105 |
| Darting-Pekingese | 22488/140141 |
| Straddling-Sphynx | 1310/8208 |
| Supine-Capybara | 11301/73469 |
| Straddling-Basenji | 684/4550 |
| Supine-Pekingese | 17264/115086 |
| Supine-Pomeranian | 17553/117627 |
| Leaping-Axolotl | 17641/118874 |
| Straddling-Capybara | 1306/8979 |
| Straddling-Bandicoot | 171/1217 |
| Darting-Pomeranian | 28539/203903 |
| Leaping-Cricket | 18693/136258 |
| Darting-Axolotl | 43758/320976 |
| Straddling-Pekingese | 2247/16605 |
| Indifferent-Axolotl | 47501/351372 |
| Straddling-Pomeranian | 1961/14769 |
| Indifferent-Capybara | 21924/166407 |
| Supine-Norrbottenspets | 30723/238077 |
| Slouching-Capybara | 21185/165174 |
| Straddling-Munchkin | 563/4402 |
| Straddling-Axolotl | 1747/13750 |
| Indifferent-Pekingese | 41830/331806 |
| Straddling-Norrbottenspets | 3233/26395 |
| Indifferent-Cricket | 52104/432969 |
| Indifferent-Pomeranian | 46214/384478 |
| Darting-Cricket | 47321/394205 |
| Slouching-Pekingese | 30048/256190 |
| Slouching-Pomeranian | 30708/265503 |
| Supine-Shiba Inu | 34229/298004 |
| Leaping-Havanese | 21963/192860 |
| Supine-Griffon | 35520/312349 |
| Straddling-Griffon | 3564/31451 |
| Indifferent-Norrbottenspets | 59382/524276 |
| Straddling-Jagdterrier | 1358/12062 |
| Slouching-Norrbottenspets | 56509/518953 |
| Straddling-Shiba Inu | 3440/31830 |
| Straddling-Cricket | 1669/16788 |
| Supine-Havanese | 39361/396463 |
| Indifferent-Shiba Inu | 69472/735531 |
| Straddling-Havanese | 4358/46807 |
| Indifferent-Griffon | 72595/783821 |
| Darting-Havanese | 52732/574643 |
| Slouching-Shiba Inu | 64024/710057 |
| Slouching-Griffon | 65009/731719 |
| Slouching-Havanese | 68525/968066 |
| Indifferent-Havanese | 88841/1269816 |
| Leaping-Lundehund | 49140/791505 |
| Supine-Lundehund | 78255/1477785 |
| Straddling-Lundehund | 7695/177915 |
| Slouching-Lundehund | 148320/4312830 |
| Darting-Lundehund | 118590/5185125 |
| Indifferent-Lundehund | 164910/8679195 |
sloccount
Have a non-directory at the top, so creating directory top_dir
Adding /home/travis/build/deanturpin/handt/backtest.h to top_dir
Adding /home/travis/build/deanturpin/handt/detailed_report.h to top_dir
Adding /home/travis/build/deanturpin/handt/low_frequency_trader.h to top_dir
Adding /home/travis/build/deanturpin/handt/parallel.h to top_dir
Adding /home/travis/build/deanturpin/handt/report.h to top_dir
Adding /home/travis/build/deanturpin/handt/strategy.h to top_dir
Adding /home/travis/build/deanturpin/handt/strategy_report.h to top_dir
Adding /home/travis/build/deanturpin/handt/trade.h to top_dir
Adding /home/travis/build/deanturpin/handt/backtest.cpp to top_dir
Adding /home/travis/build/deanturpin/handt/detailed_report.cpp to top_dir
Adding /home/travis/build/deanturpin/handt/low_frequency_trader.cpp to top_dir
Adding /home/travis/build/deanturpin/handt/main.cpp to top_dir
Adding /home/travis/build/deanturpin/handt/report.cpp to top_dir
Adding /home/travis/build/deanturpin/handt/strategy.cpp to top_dir
Adding /home/travis/build/deanturpin/handt/strategy_report.cpp to top_dir
Adding /home/travis/build/deanturpin/handt/trade.cpp to top_dir
Adding /home/travis/build/deanturpin/handt/get_all_coins.py to top_dir
Adding /home/travis/build/deanturpin/handt/get_coins.py to top_dir
Adding /home/travis/build/deanturpin/handt/get_prices.py to top_dir
Categorizing files.
Finding a working MD5 command....
Found a working MD5 command.
Computing results.
SLOC Directory SLOC-by-Language (Sorted)
627 top_dir cpp=558,python=69
Totals grouped by language (dominant language first):
cpp: 558 (89.00%)
python: 69 (11.00%)
Total Physical Source Lines of Code (SLOC) = 627
Development Effort Estimate, Person-Years (Person-Months) = 0.12 (1.47)
(Basic COCOMO model, Person-Months = 2.4 * (KSLOC**1.05))
Schedule Estimate, Years (Months) = 0.24 (2.89)
(Basic COCOMO model, Months = 2.5 * (person-months**0.38))
Estimated Average Number of Developers (Effort/Schedule) = 0.51
Total Estimated Cost to Develop = $ 16,549
(average salary = $56,286/year, overhead = 2.40).
SLOCCount, Copyright (C) 2001-2004 David A. Wheeler
SLOCCount is Open Source Software/Free Software, licensed under the GNU GPL.
SLOCCount comes with ABSOLUTELY NO WARRANTY, and you are welcome to
redistribute it under certain conditions as specified by the GNU GPL license;
see the documentation for details.
Please credit this data as "generated using David A. Wheeler's 'SLOCCount'."