OKX · Binance · BTC · ETH · PAXG

Run our crypto strategies on OKX

Market data, discovery, backtesting and delivery, followed by execution on your own account. Choose your data venue and execution account; verify cross-exchange price and fill differences independently.

1. Select crypto spot or PAXG/USDT in discovery, import candles and backtest. Release packs require quality checks; research packs are for independent validation.
2. Select OKX on the strategy page and extract the execution pack. The current launcher uses Python source: install Python 3.10+ and run pip install -r requirements.txt. RL packs also need requirements_full.txt. Windows: START.bat. macOS/Linux: bash run.sh; the GUI requires Tk.
3. Run the included historical backtest first: BACKTEST.bat on Windows or bash backtest.sh on macOS/Linux. No account keys are needed. It uses closed OKX candles and reports returns, drawdown, costs and trades. The default is the latest 2,000 bars; see BACKTEST_README.txt for options and CSV imports. The replay runs locally.
4. Create an API key in OKX demo trading and keep the API Key, Secret and Passphrase. Use a dedicated strategy account with read and trade permissions. Enter credentials locally; EasyQuant does not store them.
5. Select OKX, keep demo trading and dry_run enabled, set the USDT amount per entry and run once. dry_run only records simulated trades. Disable dry_run while keeping demo trading enabled to submit orders to the OKX demo account.
6. Compare demo orders and fills with strategy signals. Live execution needs live API credentials with demo trading and dry_run disabled. This runner supports USDT spot long/flat positions, without swaps or leverage, and sells only positions recorded by this strategy runner.

Current status: PAXG data and strategies are connected. Account linking, signal preview and strategy following are gated by membership, strategy quality and the global kill switch. OKX API docs