Bitcoin trading system

Samo Turšič (2014) Bitcoin trading system. EngD thesis.

Preview

Abstract

In this thesis an information solution was developed that enables the implementation of different trading strategies and backtesting over cryptocurrency Bitcoin trading data. Supported exchanges are Bitstamp, BTC-e and MtGox. In the field of technical analysis there already exist various solutions for Bitcoin that help traders to trade and advise them on basis of technical indicators and patterns. However, each has its own drawbacks, which we are aiming to fix. A web application was developed in Node.js technology, which in addition to the backtesting for each supported exchange also displays a chart that shows the value of cryptocurrency over time with Japanese candlesticks and market depth chart along with orderbook. The user has the option to implement its own strategy. Trading data, which are necessary for web application to function properly are obtained using APIs of supported exchanges with the help of Java programs and are stored in MongoDB database.

Item Type:

Thesis (EngD thesis)

Keywords:

Bitcoin, technical analysis, technical indicator, backtesting, Japanese candlestick, Node.js, MongoDB, data extraction, Java

Number of Pages:

Language of Content:

Slovenian

Mentor / Comentors:

Name and Surname	ID	Function
doc. dr. Dejan Lavbič	302	Mentor

Link to COBISS:

http://www.cobiss.si/scripts/cobiss?command=search&base=50070&select=(ID=00010769236)

Institution:

University of Ljubljana

Department:

Faculty of Computer and Information Science

Item ID:

2656

Date Deposited:

09 Sep 2014 16:08

Last Modified:

25 Sep 2014 13:01

URI:

http://eprints.fri.uni-lj.si/id/eprint/2656

Actions (login required)

View Item