btctrading

Time Series Forecast with Bitcoin value, to detect upward/down trends with Machine Learning Algorithms.

It's presented how Classification Problem multiclass [UP, KEEP, DOWN]

Get data from https://bitcoincharts.com/charts, you can choose period, symbol and exchange market and save the datas in a csv file.

Install and run:

• git clone https://github.com/bukosabino/btctrading.git
• cd btctrading
• pip install -r requirements.txt
• jupyter notebook

TODO:

• Simulator validation (backtesting)
• Tune parameters of xgboost.
• Add features -> Global Indicators (EUR/USD, S&P500, etc).
• Add different algorithms or ideas (LSTM, Reinforcement Learning, Q-Learning).
• Alert System (email).
• More Technical analysis: https://en.wikipedia.org/wiki/Technical_analysis

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by: Lecrin Technologies

http://lecrintech.com

We are glad receiving any contribution, idea or feedback.