After reading Dr. Yves Hilpisch’s article, “Algorithmic trading using 100 lines of python code,” I was inspired to give it a shot. I wanted to apply his guide on how to use a time series momentum algorithm because I have been interested in forex trading with cryptocurrencies. I set up a free forex trial account on OANDA, jumped into a jupyter notebook, and got to work. I hit an issue. OANDA changed their API from “v1” to “v20” and all new accounts default to the new API. I ended up rewriting his sample code to work with the new OANDA v20 API using a third party python library.
Algorithmic trading using 100 lines of python code, using OANDA v20 API
