Multi-Asset Crypto Spot Trading with Dual EMA Crossovers
Summary
This educational example applies a dual exponential moving average crossover to several cryptocurrency spot pairs. For each configured symbol, it calculates two EMA series and buys when the shorter average crosses above the longer one; it sells a fixed coin amount when the shorter average crosses below. A per-symbol bar-time check helps prevent repeated trades on the same candle, while account balances constrain purchases and sales.
The implementation also selects prices from specified order book levels, cancels outstanding orders, tracks balances and estimated account profit, and restores stored trade state after restart. The supplied defaults pair three assets with EMA periods, but the document contains no test results or evidence that the selected settings are profitable. Execution depends on available balances, market depth, and successful order fills; the code’s operational details do not establish performance across assets or market conditions.
Key ideas
- The strategy trades multiple configured spot pairs using separate EMA periods and coin amounts.
- A bullish crossover triggers a buy, while a bearish crossover triggers a sale.
- A per-symbol bar-time record is used to avoid repeating a trade within the same bar.
- Order prices are selected from configured levels in the order book, with balances checked before trading.
- The example describes implementation and account tracking but reports no profitability evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.