Binance Backtrader Bot
Plug any Backtrader strategy into live Binance Cross-Margin trading. Long and short execution with bar-close discipline, live charts, and a clean config file.
Plug-and-play strategies Cross-margin long & short Bar-close discipline Live price & equity chartsWhy traders choose Binance Backtrader Bot
Use Any Backtrader Strategy
ATR breakout, trend-following, mean-reversion, ML filters — if it’s a Backtrader Strategy class, it runs. Drop it in strategies/ and select by name.
True Long & Short on Cross-Margin
Automated borrow/repay, precision-aware sizing, and notional checks so your live orders actually fill.
Backtest ≈ Live
Bar-close execution and re-entry guards keep behavior consistent with your research. What you test is what you trade.
Config-Driven Simplicity
Edit config.json for keys, symbol, strategy, and starting cash. No code changes required for retail users.
Live Visualization
Real-time charts for price, entries/exits, and equity — monitor performance at a glance.
Professional Docs
Ships with a PDF manual covering setup, strategy integration, and safe live operation.
How it works
Choose a Strategy
Pick any Backtrader Strategy class (e.g., ATRBreakoutStrategy).
Set Your Config
Update in the code your API keys, symbol (e.g., ETH/USDC), cash, and poll time.
Run Live
The bot mirrors strategy signals on Binance Cross-Margin with long/short support and live charts.
What you get
live_bot.pywith config-driven CLI and live chartsstrategiesfolder with 50 advanced strategies.pdf manual
Requirements
- Binance account with Cross-Margin enabled and API keys
- Python 3.10+ for the source edition
- Backtrader experience recommended for custom strategies
FAQ
Can I use my own Backtrader strategy?
Yes. Add your class to strategies/ and reference it by name in config.json. The bot instruments it to emit clean enter/exit events.
Does it support shorting?
Yes. It borrows base asset on cross-margin for shorts and auto-repays on exit, with proper precision and min-notional handling.
How does it avoid over-trading?
Bar-close discipline executes only at candle close and blocks re-entry in the same bar to keep live behavior aligned with backtests.
Can I run it without coding?
Use the Retail executable, edit config.json, and run. No Python setup needed.
Start with small size or paper trade. You control risk.