Open-source Go repo comparing DCA vs. Grid with reproducible backtests
Open-source Go repo comparing DCA vs. Grid with reproducible backtests
Hi HN, I built a small open-source repo in Go to compare two classic trading strategies (Dollar-Cost Averaging vs Grid). This is educational/research only — no real keys, no promises of profit. Why I built it: I wanted a clean architecture to experiment with strategies. Most examples online are either black-box or not reproducible. What’s inside: Strategy interface for DCA/Grid. Unified exchange client (Binance/CCXT). Minimal backtester with seeded RNG for reproducibility. Metrics: Profit Factor, Max Drawdown, Win Rate, Sharpe. Sample metrics (BTC 2020–2024): DCA → PF 1.42, MDD -18.7%, WR 62% Grid → PF 1.67, MDD -25.3%, WR 58% Repo: https://github.com/Zmey56/crypto-trading-strategies I’d love feedback on: Architecture (Go interfaces, package layout). How you approach reproducibility in backtests. Ideas for extending this (filters, regime classification, DeFi/AMMs).
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