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Bitcoin trading strategy
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Hi Daniel, Happy new Year! How can I backtest the bitcoin trading strategy of Alain Glücksman? Thank you
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@Levent-Yilmaz 1. Can you post the description of the strategy and the rules, or psuedo-code?
2. Do you have bitcoin historical data?
3. What timeframe does the system work on? eg. 5 minute bars, daily, or some other type of chart?
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@scottz1 Hi, Thank you. You can find the report here https://ethz.ch/content/dam/ethz/special-interest/mtec/chair-of-entrepreneurial-risks-dam/documents/dissertation/master thesis/Master_Thesis_Glücksmann_13June2019.pdf
