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It's a velocity-based system, one that looks at recent change history and tries to project into the near future. Those only work in markets where nobody else is doing that. You could make money in the US stock market doing that 30 years ago. Sometimes.

It doesn't look at the exchange's order book at all. Or use any outside data.




Hi, thanks for the comment.

You are correct that the cryptocurrency trading market is in it's infancy, like the stock market 30 years ago.

The database model already supports the following inputs: price, volume, bid/ask spread. If a potential future contributor to this repo wanted to build a classifier or NN on this data, they could do so with significantly less time, using this repo's code.

I have a database of price, volume, bid/ask spread history for the entire poloniex index, at a minute-by-minute- granularity, for the last 2 months. I will post if there is enough interest. Vote here if interested => https://github.com/owocki/pytrader/issues/3


And it only lost 0.05btc in the span of 2 months.




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