HUGE SCALE Backtest of Intraday Cryptocurrency Data using Python & SQL

In this video we are using Python and SQL to build up a DataBase containing the most granular historical price data from Binance, backtesting an example trading strategy (Simple moving average crossover) and leverage to different timeframes.
Goal is to have a base to run multiple trading strategies on different timeframes on intraday data.

SMA video (most important):
https://youtu.be/vWVZxiaaTCs

Video on setting up the Binance API:
https://youtu.be/_IV1qfSPPwI

Pandas & SQL:
https://youtu.be/OjMDXTlVOYU

Be invited to check out my cryptobot playlist here:
https://youtube.com/playlist?list=PL9ATnizYJ7f8_opOpLnekEZNsNVUVbCZN

coins = ('BTCUSDT','ETHUSDT','BNBUSDT','SOLUSDT','ADAUSDT','XRPUSDT','DOTUSDT','LUNAUSDT',
'DOGEUSDT','AVAXUSDT','SHIBUSDT','MATICUSDT','LTCUSDT','UNIUSDT','ALGOUSDT','TRXUSDT',
'LINKUSDT','MANAUSDT','ATOMUSDT','VETUSDT')

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https://www.binance.com/en/register?ref=17165515

0:00 - 01:12 Introduction / Disclaimer
01:12 - 02:05 Setup/libraries
02:05 - 05:32 Function to get 1 minute granular crypto data
05:32 - 08:26 Populating the SQL DB
08:26 - 09:10 Moment of silence