DEV Community: Siarhei Siniak

Trade binance futures with freqtrade

Siarhei Siniak — Sun, 24 Jul 2022 19:57:25 +0000

Freqtrade is a standalone platform. It supports data acquisition, indicators and expert advisors (strategies). You may use backtest with fixed parameters as well as apply optimization to boost the performance. Spot market as well as derivatives usage has been built in.

Beginners may rely on functional web interface. Advanced users may utilize command line interface.

Check config.json to be configured for futures:

trading mode

        "trading_mode": "futures",

        "margin_mode": "isolated",

exchange pairs

        "exchange": {
            "name": "binance",
            "sandbox": true,
            "key": "your_exchange_key",
            "secret": "your_exchange_secret",
            "password": "",
            "log_responses": false,
            "ccxt_config": {},
            "ccxt_async_config": {},
            "pair_whitelist": [
                "BTC/USDT",
                "ETH/USDT"
            ],
            "outdated_offset": 5,
            "markets_refresh_interval": 60
        }

Leverage trading requires a custom strategy. For details inspect freqtrade/strategy/interface.py

Read the full article at https://product-development-service.blogspot.com/2022/06/trade-binance-futures-with-freqtrade.html

Feed Saxo Bank instruments price into sqlite database

Siarhei Siniak — Sun, 24 Jul 2022 19:51:00 +0000

Though Saxo Bank has dropped MetaTrader support back in 2015. Open API allows to implement a custom broker.

We are going to consider read-only mode, when price of instruments is continuously put into sqlite database.

Authentication is required prior. A user friendly token generator allows to use a single header instead.

def k1(uic, asset_type, token):
    assert re.compile(r'[a-zA-Z]+').match(asset_type)
    with requests.get(
        'https://gateway.saxobank.com/sim/openapi/ref/v1/instruments/details/%d/%s' % (
            uic,
            asset_type
        ),
        headers=dict(
            authorization='Bearer %s' % token,
        ),
    ) as p:
        market_info = p.json()
    assert 'Symbol' in market_info
    return market_info

token is generated at https://www.developer.saxo/openapi/token/current

Available instruments vary between forex, stocks and derivatives.

Read the full article at https://product-development-service.blogspot.com/2022/06/feed-saxo-bank-instruments-price-into.html

Backtest support line bounce based indicator accuracy

Siarhei Siniak — Sun, 24 Jul 2022 19:48:26 +0000

Support line indicator is based on repetitive extremum points. If say few times in a row price has dropped at some value and then got up. That value is defined as support line. It's likely that it comes close to support line again the pattern will repeat. We are to place an order when this occurs. Stop loss equals support line value. Take profit equals +1% of the entry price. To avoid amount of false positives, we are to use some extra margin like 0.1% during comparisons. So that if price fluctuates around support line +-0.1% we are to wait, until it is either <-0.1% or >0.1% to take the action. If the value drops below support line, indicator didn't work in this case. Otherwise, we are placing an order. To further reduce false positives few times is defined as 3 times, or any other positive number. It can be adjusted later on based on backtest results. But it's not good to optimize all of the indicator constants to avoid over fitting.

Read the full article at https://product-development-service.blogspot.com/2022/07/backtest-support-line-bounce-based.html

Ranking comments with NLP

Siarhei Siniak — Thu, 15 Jul 2021 07:49:50 +0000

There's a dataset with comments classified to be toxic or not.
A neural network can be used to predict a sentiment.
Let's scrap recent comments from DEV.TO posts and see what gets the highest rank.

Data is being scrapped with a help of requests and pyquery.
A classifier is being trained on "Jigsaw Multilingual Toxic Comment Classification" dataset. Model architecture is a recurrent model. GPU hardware is being provided for free by kaggle platform.