owocki/pytrader

I built this as a side project in January / February 2016, as a practical means of getting some experience with machine learning, quantitative finance, and of course hopefully making some profit;). Here's an example of a Decision Tree classifier being used to make a buy (blue), sell (red), or hold(green) decision on the BTC_ETH pair. On both graphs, the x axis is a recent price movement, and the y axis is a previous price movement, the length of which is determined by a parameter called granularity. These graphs show only the last two price movements. The graphing library used is constrained by two dimensional space, but you could generate a classifier that acts upon n pricemovements ( n dimensional space).