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Simple Cryptocurrency Trading Strategy that makes use of the Bitfinex API (https://docs.bitfinex.com/v1/reference) and the TA4J library (https://github.com/ta4j/ta4j)

The strategy has the following logic:

  • The strategy is based on live market data for BTCUSD
  • It creates 10-second bars
  • It then creates two exponential moving averages (one with a lookback period of 5 the other with a lookback period of 10)
  • Then it calculates the difference between the two exponential moving averages
  • Whenever the difference becomes positive (and was previously negative) the strategy places a buy order
  • Whenever the difference becomes negative (and was previously positive) the strategy places a buy order
  • The strategy sends market orders to the Bitfinex API with a quantity of 0.002 BTC

How to run the strategy:

  • Add your Bitfinex API keys to application.properties
  • Run ch.algotrader.ema.Application