Hi Folks,

In the spirit of Opensource and the Quantconnect community, I am posting the current version of WarmCryptoCrossover v2 (Py) in the hopes that we can collaborate and mutually benefit from any improvements made. Please post Backtests in this thread with a description of changes. The current version shows a 2,325.06 % return on ETHUSD since the start of 2017 at Hour resolution. I do not recommend Live Trading in the current state.

Improvements needed:

  • Warmup functional in Backtest, but not in Live or Paper Trading; why?
  • Utilize ADX or ADXR to determine Average direction of market to adjust strategy.