Title: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: bb113 on March 19, 2013, 06:42:42 PM In response to this post:
My guess is that we will see 59.099$ then a quick correction to ~47$ level, like the 49$ day. There's very little between here and $59.78. If it goes past 60 then who knows what will happen. The Clark Moody page which uses MtGox sockets API shows pretty much nothing there. I'm presuming MtGox has crapped out again and isn't sending out full depth information. Warning - while you were reading 37 new replies have been posted. You may wish to review your post. LOL! Someone oughta make a graph of the growth of this thread vs. BTC price, and vs. volatility. http://i48.tinypic.com/jkw39s.png tips?: 125x7TCMH7jxVPCiYAaaZUNbJiLpzEzMiR Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: humanitee on March 19, 2013, 06:44:17 PM ITT: We learn that people like talking about the price when the price is doing things. :D
Interesting graph. What did you scrape with? Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: bb113 on March 19, 2013, 06:48:48 PM ITT: We learn that people like talking about the price when the price is doing things. :D Interesting graph. What did you scrape with? wrote an R script to grab all the lines with "<div class="smalltext">" from each page and extracted the dates from there. Actually I dropped any that were edited because the html was different for those posts... the chart is kind of a joke anyway Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: byronbb on March 19, 2013, 06:49:23 PM Thread fork!
Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: Chalkbot on March 19, 2013, 06:50:34 PM Thread fork! Aww man, my last 3 posts in the other thread are basically worthless. Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: Piper67 on March 19, 2013, 06:50:57 PM Thread fork! Aww man, my last 3 posts in the other thread are basically worthless. Uber confusing, but I Lol'ed when I realised what was happening. Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: Spaceman_Spiff on March 19, 2013, 07:21:55 PM Seems to me both volatility and price are correlated with the number of posts.
(and I would expect sudden volatility after long period of quiet to have larger effect) Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: Zangelbert Bingledack on March 19, 2013, 07:31:47 PM Wow, great job! Makes me wish I had hacker skillz.
Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: lunarboy on March 19, 2013, 07:37:05 PM Thread fork! Shit now you better do a graph of the graph of the growth of this thread vs. BTC price, vs. volatility. Then we can see which thread is the fastest generating fork. Perhaps we'll need to downgrade to version 0.7.2 or earlier of this thread to keep the old forking wall tracker thread alive. Maybe then in a few weeks we'll all have to upgrade to a new more stable wall tracker thread. ;) Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: thefiniteidea on March 19, 2013, 08:48:07 PM Thread fork! Aww man, my last 3 posts in the other thread are basically worthless. No they're just effectively worth half as much. They're still legitimate on both threads don't worry. Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: robocoin on March 19, 2013, 09:00:44 PM I like it!
Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: bb113 on March 24, 2013, 10:44:33 AM I've been thinking about "business models" that can fund research not backed by violence (patents and government funding). This thread is obviously a joke, but I want to try something out. If, after this date, a total of 0.1 bitcoins is sent to:
125x7TCMH7jxVPCiYAaaZUNbJiLpzEzMiR I will post a new wall observer observer chart and post the code so anyone can do it. Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: robocoin on March 24, 2013, 01:15:15 PM bump
Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: bb113 on March 24, 2013, 07:07:58 PM Its running now... I didn't save the data the first time so it will take a bit.
Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: bb113 on March 24, 2013, 09:28:00 PM http://i47.tinypic.com/v4m541.png
R code: Code: require(RCurl) Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: bb113 on March 25, 2013, 09:41:27 PM Ok, so I have important stuff to do but keep procrastinating reading bitcoin stuff so I may as well improve this. I need a list of bullish and bearish terms to create a sentiment index for that thread.
Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: notme on March 25, 2013, 09:44:47 PM Ok, so I have important stuff to do but keep procrastinating reading bitcoin stuff so I may as well improve this. I need a list of bullish and bearish terms to create a sentiment index for that thread. Classify days as bullish/bearsish/neutral. Use TF-IDF to pick out the most frequent terms on bullish or bearish days. Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: EnergyVampire on March 25, 2013, 09:50:25 PM I need a list of bullish and bearish terms to create a sentiment index for that thread. Could you give us a list of the top-100 most frequently used words in the thread? (to start us off. we can then eliminate unrelated terms.) By the way, can you go a little further back in the graph? (if it's not too much trouble. To compare 2013 to 2011.) Edit: Plus what notme posted Classify days as bullish/bearsish/neutral. Use TF-IDF to pick out the most frequent terms on bullish or bearish days. Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: bb113 on March 25, 2013, 10:18:47 PM I need a list of bullish and bearish terms to create a sentiment index for that thread. Could you give us a list of the top-100 most frequently used words in the thread? (to start us off. we can then eliminate unrelated terms.) By the way, can you go a little further back in the graph? (if it's not too much trouble. To compare 2013 to 2011.) Edit: Plus what notme posted Classify days as bullish/bearsish/neutral. Use TF-IDF to pick out the most frequent terms on bullish or bearish days. Yes, I can do the word frequency list, this is actually gunna be a bit harder then I first thought due to the quoting. I need to figure out how to filter those. I cannot go back any further because the thread did not exist before June 2012. Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: notme on March 25, 2013, 11:39:49 PM I need a list of bullish and bearish terms to create a sentiment index for that thread. Could you give us a list of the top-100 most frequently used words in the thread? (to start us off. we can then eliminate unrelated terms.) By the way, can you go a little further back in the graph? (if it's not too much trouble. To compare 2013 to 2011.) Edit: Plus what notme posted Classify days as bullish/bearsish/neutral. Use TF-IDF to pick out the most frequent terms on bullish or bearish days. Yes, I can do the word frequency list, this is actually gunna be a bit harder then I first thought due to the quoting. I need to figure out how to filter those. I cannot go back any further because the thread did not exist before June 2012. Good point. You might be short on bearish examples. Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: bb113 on March 26, 2013, 12:57:24 AM Yes, also, anyone want to help on the regex to extract only the non-quote text from this:
Code: <div class="post"><div class="quoteheader"><a href="https://bitcointalk.org/index.php?topic=85687.msg945087#msg945087">Quote from: proudhon on June 06, 2012, 05:38:47 PM</a></div><div class="quote"><div class="quoteheader"><a href="https://bitcointalk.org/index.php?topic=85687.msg945072#msg945072">Quote from: Piper67 on June 06, 2012, 05:31:01 PM</a></div><div class="quote"><div class="quoteheader"><a href="https://bitcointalk.org/index.php?topic=85687.msg945048#msg945048">Quote from: Spekulatius on June 06, 2012, 05:19:16 PM</a></div><div class="quote">a corresponding timesstamp would be nice<br /></div><br />Hmmm... aren't the messages on the forum time-stamped already?<br /></div><br />Yes, but he posted images that he'd taken hours or days before he started the thread, I believe.<br /></div><br />yes the first 2 do not have a correct times stamp but are relatively new<br /><br />the time from the posts should be fine<div class="quoteheader"><a href="https://bitcointalk.org/index.php?topic=85687.msg945100#msg945100">Quote from: casascius on June 06, 2012, 05:49:37 PM</a></div><div class="quote">I wonder why turning on the "show volume" (the option that darkens the green line anywhere the volume spikes) isn't simply on by default. It's extra information at a cost of zero screen clutter.<br /></div><br />thanks i was forgetting about this option</div> Its this post: a corresponding timesstamp would be nice Hmmm... aren't the messages on the forum time-stamped already? Yes, but he posted images that he'd taken hours or days before he started the thread, I believe. yes the first 2 do not have a correct times stamp but are relatively new the time from the posts should be fine I wonder why turning on the "show volume" (the option that darkens the green line anywhere the volume spikes) isn't simply on by default. It's extra information at a cost of zero screen clutter. thanks i was forgetting about this option Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: bb113 on March 26, 2013, 05:18:35 AM I gave up on the sentiment index for now, but here is a new type of plot. The diameter of each "Bead on a VWAP" corresponds to the number of posts by either Proudhon (who has been bearish this whole time if I remember correctly), and Loaded, who seems to post before interesting things occur. Also the volume and posts per day charts are now of the same type.
http://i48.tinypic.com/omr4.png Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: bb113 on March 26, 2013, 06:04:23 AM Ok, so I have important stuff to do but keep procrastinating reading bitcoin stuff so I may as well improve this. I need a list of bullish and bearish terms to create a sentiment index for that thread. Classify days as bullish/bearsish/neutral. Use TF-IDF to pick out the most frequent terms on bullish or bearish days. Do you mean just choose a few as training samples and subjectively classify them, or is there a specific clustering algorithm that is good for this type of thing? It's all new to me. Title: Re: Wall Observer Observer - MtGoxUSD wall movement tracker tracker Post by: notme on March 26, 2013, 07:23:52 AM Ok, so I have important stuff to do but keep procrastinating reading bitcoin stuff so I may as well improve this. I need a list of bullish and bearish terms to create a sentiment index for that thread. Classify days as bullish/bearsish/neutral. Use TF-IDF to pick out the most frequent terms on bullish or bearish days. Do you mean just choose a few as training samples and subjectively classify them, or is there a specific clustering algorithm that is good for this type of thing? It's all new to me. 1. Classify time period as bullish/bearish/neutral based on price action 2. Gather statistics on word frequency per time period as well as word frequencies from a general text corpus. 3. Use statistics to compute the frequency of each word for each class (bullish, bearish, neutral). These are your term frequencies for that class. Weight each term frequency by the inverse of the document frequency (a bit of terminology here: document frequency in this context refers to the frequency of the word in the general text corpus). This weighting helps filter out common words and accentuate words that are unique to the target class. 4. Pick the top few TF-IDF words to predict for each class. |