Introduction

This project is based on a series of workshops given by ProfitView. You can watch the video replay of the events here:

• Algorithmic Trading with Python - Part I
• Algorithmic Trading with Python - Part II
• Algorithmic Trading with Python - Part III

Further workshops will have the code examples stored in this repository.

The third workshop will go through the implementation of the order and position management of the strategy in a live environment.

Note: this repository and associated talks are for educational purposes only. Nothing contained herein constitutes as investment advice or offers any advice with respect to the suitability of any crypto security or trading strategy.

Getting Started

1. Clone this repo

In a suitable directory on your local computer run

git clone https://github.com/profitviews/workshops.git

to clone this repository. Ensure you have the GitHub CLI installed.

2. Install Python

If you don't already have Python 3.9 or later installed, the recommended way to install Python is by using pyenv. Follow the instructions on the project page to install it for your operating system.

Once available, install Python 3.9.15

pyenv install 3.9.15

pyenv global 3.9.15

3. Create a pyenv virtual environment

The well known package manager venv is a bit outdated, so it's recommended to use pyenv-virtualenv which works with pyenv. Follow the instructions on the project page to install it for your operating system.

Once installed create a Python virtual environment to use for this project, and activate it.

pyenv virtualenv workshops

pyenv activate workshops

4. Install the project dependencies

pip install -r requirements.txt

You may get some errors installing the first time round, if you don't have all the non-Python dependencies installed.

For example TA-Lib is written in C and the Python module is simply a Cython (C-extension) to this main library. The TA-Lib dependencies can be found here.

Once all non-Python dependencies are installed re-run the pip install command above, to ensure all libraries are available.

5. Run the Jupyter Lab notebook

Now that the dependencies are installed in your virtual environment, you will also need to make the pyenv kernel available for Jupyter.

To do this run the following, with the workshops environment activated:

python -m ipykernel install --user --name=workshops

If you list the available Jupyter kernels, you should now see this pyenv kernel:

jupyter kernelspec list 

Now you will be able to run Jupyter Lab each time by running the following:

jupyter lab

A new browser tab should open up with the project contents, where you can run the notebook .ipynb files from. Note that you will need to select the workshops kernel if it is not already selected to ensure that all the dependencies are available in your notebook.

6. Running the Trading Strategy in a live environment

Before running the trading strategy in ProfitView, we recommend you get familiar with the documentation, available here.

Steps:

a. Create an account on ProfitView if you haven't done so already - link here.

b. After signing up, go to BitMEX and create an API key with "Key Permissions" set to "Order". No withdrawal access is required, so keep this unchecked.

c. Add this API key to ProfitView within Settings > Exchanges.

d. To create a Trading Bot instance, you will need to be on at least the Hobbyist plan.

e. Once the required plan has been activated, go to the Trading Bots page, and use the file MACD.py, at your own discretion to run the code covered in the 3rd workshop.

f. Note that you will need to subscribe to market data for the symbols you are interested in trading by clicking the thunder bolt icon on the left side of the code editor.

7. Follow ups and Help

If you have any issues running anything above, please do not hesistate to reach out either by emailing support@profitview.net or messaging the Telegram group. We are very happy to help.