Converting a Single-Pair Python Strategy to Multiple Pairs
Summary
This tutorial shows how to adapt a simple price-chasing strategy from one trading pair to several pairs managed by a single robot. Its buy and sell rules remain unchanged: it compares the latest price with a stored reference price and trades when the move exceeds a configured percentage. The main design change is to store per-pair values in arrays, with each array index corresponding to one exchange or market. A processing function applies the existing logic to each pair in turn, while separate settings allow for differences in price, minimum order size, precision, and thresholds.
The example also adjusts order cancellation to operate on each exchange and adds status tables for account and ticker data. It includes a backtest setup across several crypto pairs, but the text provides no performance analysis or quantified results. The example is intended for learning and backtesting; it does not discuss portfolio-level risk controls, correlated exposures, or how to size positions across pairs.
Key ideas
- Store strategy state and configurable values in arrays indexed by trading pair.
- Encapsulate the unchanged single-pair rules in a function and call it once for each exchange.
- Allow each pair to use distinct thresholds, minimum sizes, and precision settings.
- Display per-exchange account and market data to monitor a multi-pair run.
- Treat the example as a learning exercise rather than evidence of profitable performance.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.