lamres/renko_trend_following_strategy_catalyst
Example of adaptive trend following strategy based on Renko
This project helps quantitative traders and algorithmic strategists evaluate the performance of an adaptive trend-following strategy using Renko charts. It takes historical cryptocurrency price data as input and produces a detailed performance report, including key trading statistics and advanced analytics. The output helps traders understand how this specific Renko-based strategy would have performed on past market data.
123 stars. No commits in the last 6 months.
Use this if you are a quantitative trader wanting to backtest a Renko-based adaptive trend-following strategy on cryptocurrency markets.
Not ideal if you are looking for a tool to execute live trades or if you trade asset classes other than cryptocurrencies.
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Jun 18, 2019
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