PythonQuantitative
Crypto Trading Bot v2
Professional-grade backtesting framework for intraday crypto strategies. Zero external dependencies, anti-overfitting design.
Built a full backtesting engine from scratch in Python with RSI + Bollinger Band mean reversion strategy. Implements walk-forward validation, fixed-fractional risk sizing (1% per trade), daily loss limits, and realistic fee/slippage modelling. Train/val/test split is strictly time-ordered to prevent data snooping.
Key Points
- Zero external dependencies — fully self-contained Python implementation
- Anti-overfitting: strict train/val/test temporal split prevents data snooping
- 1% fixed-fractional risk per trade with daily loss limits and fee/slippage modelling
- Walk-forward validation reproduces live trading conditions during backtesting
Tech Stack
PythonNumPyPandasRSI / Bollinger BandsWalk-forward validationRisk management