Algo-trading with Jesse in 100 seconds — Transcript

Full transcript

1. 0:00[Music]
2. 0:01Jesse a python trading framework that
3. 0:03helps you become the next gym Simon or
4. 0:06maybe not to get started let's write a
5. 0:08golden cross strategy inside a new
6. 0:10strategy class we're going to define a
7. 0:12new property method and in it we're
8. 0:14going to return ta. EMA and pass the
9. 0:17current candles as its first parameter
10. 0:19and pass 50 period as its second next
11. 0:21we're going to do the same for the 200
12. 0:23moving average next we're going to
13. 0:24Define when should the strategy take
14. 0:26long positions we'll simply return true
15. 0:29if the current EMA 50 is bigger than EMA
16. 0:32200 if the long entry is met then it's
17. 0:34time to go long for entry if you use the
18. 0:36current price then it's going to use a
19. 0:38market order automatically but if we
20. 0:40pass a lower price then it will use a
21. 0:42limit order as for quantity let's use
22. 0:45the size to quantity utility function
23. 0:47that Jesse provides and pass half the
24. 0:48current accounts balance as the first
25. 0:50parameter and the entry price as the
26. 0:52second now to submit the order all we
27. 0:54need to do is to say self buy equals
28. 0:57quantity and then the entry price if the
29. 0:59instrument we trading supports shorting
30. 1:01then we can Define the opposite for
31. 1:03short positions but what about exiting
32. 1:05this trade we can use the build in
33. 1:07onopen position event I can simply say
34. 1:10if this is a long trade my stplus is
35. 1:12going to be the quantity of the current
36. 1:14open position and the price of it could
37. 1:15be the current price minus the current
38. 1:17ATR multiplied by two as for the take
39. 1:20profit order I can do the opposite
40. 1:22except to use four times of the current
41. 1:24ATR if it's a short position we'll
42. 1:26simply do the opposite but what if you
43. 1:28wanted to close the position dynamically
44. 1:30like when a death cross happens we can
45. 1:32do that by using the update position
46. 1:34event if it's a long position and the
47. 1:36opposite of our in rule is happening
48. 1:38then liquidate my position and of course
49. 1:40the opposite for a short position
50. 1:41congratulations you just wrote your
51. 1:43first strategy we can now run a back
52. 1:45test see the performance metrics or even
53. 1:47Benchmark the performance of multiple
54. 1:49back tests if you're happy with the
55. 1:51numbers you're seeing you can move on to
56. 1:52trading it with real money it also has
57. 1:55hyper parameter optimization mode a
58. 1:57built-in code editor a collection of
59. 1:59built-in Strat Mees and even its own AI
60. 2:01assistant helping you writing strategies
61. 2:04to get started head over to the
62. 2:05documentation or begin watching this
63. 2:07handome guys YouTube tutorials if you
64. 2:09still feel lost come and join our free
65. 2:11Discord so we can be lost together this
66. 2:14has been Jesse in 100 seconds thanks for
67. 2:16watching