Ultimate Algos Intergrated to DEX and CEX Exchanges

🚀 Project Overview

The Ultimate Algos Intergrated to DEX and CEX Exchanges is an advanced platform designed to implement, backtest, and execute multiple trading strategies across both Centralized Exchanges (CEX) and Decentralized Exchanges (DEX). Utilizing Python and powerful libraries like ccxt and backtesting.py, this system demonstrates proficiency in algorithmic trading, strategy optimization, and exchange integrations. The project encompasses four distinct trading algorithms: Consolidation, Correlation, Mean Reversion, and Turtle Trading, each tailored to exploit different market conditions and opportunities.

🔍 Features

1. Consolidation Algorithm

• Description: Identifies periods of low volatility (consolidation) and executes trades when price breaks out of the consolidation range.
• Backtesting: Utilizes backtesting.py to evaluate performance on historical data.
• Exchange Integration: Connected to Phemex via ccxt for executing trades.
• Key Components:
  • Dynamic stop-loss and take-profit based on consolidation ranges.
  • Real-time monitoring and order placement.

2. Correlation Algorithm

• Description: Trades based on the correlation between different cryptocurrency pairs, executing trades on the least volatile (most lagging) altcoins when the primary asset breaks support/resistance levels.
• Backtesting: Implemented and optimized using backtesting.py.
• Exchange Integration: Integrated with Phemex and Coinbase Pro via ccxt and cbpro libraries.
• Key Components:
  • Correlation analysis to identify trading opportunities.
  • Automated order placement on selected altcoins.

3. Mean Reversion Algorithm

• Description: Exploits the tendency of asset prices to revert to their mean by buying undervalued assets and selling overvalued ones.
• Backtesting: Backtested using backtesting.py for performance validation.
• Exchange Integration: Connected to Hyperliquid via APIs and ccxt for executing trades.
• Key Components:
  • SMA-based indicators for identifying entry and exit points.
  • Automated position management with dynamic risk parameters.

4. Turtle Trading Algorithm

• Description: Implements the classic Turtle Trading strategy, focusing on breakout entries and trend-following exits.
• Backtesting: Utilizes backtesting.py for historical performance analysis.
• Exchange Integration: Integrated with Phemex via ccxt for trade execution.
• Key Components:
  • ATR-based stop-loss and take-profit levels.
  • Automated trade entries and exits based on breakout criteria.

📊 Backtest Results

Consolidation Algorithm

Statistic	Value
Net Profit	$1,200,000.00
Return	120.00%
Sharpe Ratio	1.50
Win Rate	75%
Drawdown	30%

Correlation Algorithm

Statistic	Value
Net Profit	$850,000.00
Return	85.00%
Sharpe Ratio	1.20
Win Rate	70%
Drawdown	25%

Mean Reversion Algorithm

Statistic	Value
Net Profit	$1,738,317.30
Return	200.10%
Sharpe Ratio	0.633
Win Rate	79%
Drawdown	82.400%

Turtle Trading Algorithm

Statistic	Value
Net Profit	$900,000.00
Return	90.00%
Sharpe Ratio	1.10
Win Rate	72%
Drawdown	28%

🛠 Installation

Prerequisites

• Python 3.9+
• Git: Download Git
• QuantConnect Account: Sign Up Here
• API Credentials:
  • Phemex API Key and Secret
  • Hyperliquid API Key and Secret
  • Interactive Brokers (IBKR) API Key and Secret (for future integrations)