Getting Started

This guide covers setting up the Jesse trading framework and running the AMT strategies.

Prerequisites

Python 3.9+
PostgreSQL (for live trading)
Docker (optional, for containerized deployment)

Installation

Option 1: Local Installation


# Install Jesse
pip install jesse
 
# Navigate to project
cd jesse-strategies
 
# Install additional dependencies
pip install -r requirements.txt

Option 2: Docker Installation


# Navigate to project
cd jesse-strategies
 
# Start with Docker Compose
docker-compose up -d
 
# Access dashboard
open http://localhost:9000

Configuration

Exchange Setup

Edit config.py:


config = {
    'exchanges': {
        'Binance Spot': {
            'fee': 0.001,
            'type': 'spot',
            'balance': 10000,  # For backtesting
        },
    },
    'app': {
        'debug_mode': False,
        'trading_mode': 'backtest',  # or 'paper' or 'live'
    },
}

Strategy Routes

Edit routes.py:


from jesse.strategies.AMTTrendContinuation import AMTTrendContinuation
 
routes = [
    ('Binance Spot', 'BTC-USDT', '1h', AMTTrendContinuation),
]

Importing Historical Data

Before backtesting, import candle data:


# Import BTC-USDT data from Binance
jesse import-candles "Binance Spot" BTC-USDT 2023-01-01
 
# Import multiple pairs
jesse import-candles "Binance Spot" ETH-USDT 2023-01-01
jesse import-candles "Binance Spot" SOL-USDT 2023-01-01

Running a Backtest


# Basic backtest
jesse backtest 2023-01-01 2024-01-01
 
# With debug mode
jesse backtest 2023-01-01 2024-01-01 --debug
 
# Export results
jesse backtest 2023-01-01 2024-01-01 --csv

Backtest Output


 METRICS                              |
──────────────────────────────────────┼─────────
 Total Closed Trades                  |      45
 Total Net Profit                     |  1,450$
 Starting => Finishing Balance        |  10,000$ => 11,450$
 Total Open Trades                    |       0
 Open PL                              |      0$
 Total Paid Fees                      |    145$
 Max Drawdown                         |    8.2%
 Sharpe Ratio                         |    1.56
 Calmar Ratio                         |    1.89
 Winning Streak                       |       5
 Losing Streak                        |       3
 Largest Winning Trade                |   320$
 Largest Losing Trade                 |  -150$
 Total Winning Trades                 |      28
 Total Losing Trades                  |      17
 Win Rate                             |   62.2%

Live Trading Setup

Warning: Live trading involves real financial risk. Always test thoroughly in paper trading mode first.

Configure API keys in environment:


export JESSE_BINANCE_API_KEY="your_api_key"
export JESSE_BINANCE_API_SECRET="your_api_secret"

Update config for live trading:


config = {
    'app': {
        'trading_mode': 'live',
    },
}

Start live trading:


jesse live

Next Steps

AMT Trend Continuation - Learn the trend strategy
AMT Mean Reversion - Learn the mean reversion strategy
Configuration - Advanced configuration options