Thanks for reply. Hm.. i cant find AROON/MFI strategy on this page http://www.cointelligence.net/#/strategies. Is it possible to view it logic?

2csupnig what time interval do you mean saying "aroon strategy does not work very well on short periods"?

Cause there is example, where aroon works well on 1h interval - https://cryptotrader.org/backtests/LucuYKZW59fvjZqpC

So I started toying with strategies again and while I wasn't able to actually turn a profit using the preset Aroon strategy, I did see some positive results when I applied it to intervals of a few days.
It  seemed to do a very good job of detecting entry and exit points (in backtesting); I think that the only reason it wasn't profitable was because of the binary trade execution (i.e. sell 100% once signal is determined and vice versa). I'd like to use the code as a starting point and try to add a basic algorithm to make incremental buys and sells rather than all or nothing. I'm pretty sure that by just adding a set of a few simplistic rules you could turn the algo profitable.

The one thing that I'm a little confused on is the MathUtil.Aroon method. First, in the code I see three parameters: high, low, 22 - what is the 22 for? Also I'm not sure exactly how the overarching code uses the call to this method to make trades. From the code, it seems like you're just getting the aroon.up and aroon.down, finding the difference and then calling a buy or sell method depending on whether the result is positive or negative.

I have to imagine that's pretty close to what's happening, but I know I'm missing something. For instance, if that was the case then a trade would be initiated at every interval except for the case where aroon.up = aroon.down, which I would think would be fairly uncommon. But the strategy is obviously not making trades at every interval so I know that there has to be more to it than that. Maybe you could help point me in the right direction? Thanks!

Hi,

im pretty new in the whole strategy business, however i allready traded a little bit on btc-e.com.
does your side make automatical trades via btc-e.com or how does it excatly works, because i dont get it lol
sorry for beeing a noob on this

Thanks for the response, I'll send you a message once I've actually spent the time working with the code. With the Nerual Network model - I don't think that there's much significance in using the traditional approach of training the model with common inputs like EMA, Volume, Price, etc. (well to a certain extent, these things obviously play a role and need to be accounted for somewhere in the model). My thought, which I admit I haven't spent the time to experiment with yet, is that maybe its possible to get better results by training a model based on the parameters of the coin and the market(s) it's being traded in.

More specifically, I think that to a certain extent a lot of the coins being released now have similar features to the original coins (since most of them were basically just copies anyway with a few modified parameters, i.e. any coingen coin) so theoretically the market on a macro level should to some extent mirror the markets of those previous coins. If you assume this to be true you could try to develop a NN based off of these training parameters to get a general model and then add inputs like EMA, Price, & Volume to hopefully get a reasonably predictive time-series model.

My reasoning is that the fundamental problem with neural networks are that they're very dependent on the dataset used to train the model, so they end up being highly dependent on the time interval you use to train your model, which means that while you can sometimes get it to fit to a specific case, the model is going to fall apart when anything rapidly changes, and with this market that's always. By doing the way I'm proposing, (theoretically) you're generalized model is more robust as it's not time-dependent and then you would likely have to derive several specific-models based on time-dependent market data.

Whew, well that was a mouthful - I know it's a lot of theory right now, but hopefully in the next week or two I can take a rough pass at trying to build a model and see if there's any promise here. Before I get started with that though, I'd like to spend more time playing with some of the existing strategies you developed. Admittedly, they do not perform well at the moment, but I understand how much work must have went in to just getting them working (along with everything else) so hopefully I can work on tweaking some of them until they at least start to perform more consistently and then work from there.

Wow, I am so glad I found this - some amazing work csupnig

This is the first open source trading & strategy testing I've found that I believe could seriously be more useful than what's currently possible with MT4. I've only been playing with it for a few minutes, but I can tell you definitely have some impressive coding skills - for having just launched the site has a very clean, user friendly interface and seems like it has a ton of possibility for customization. I'll definitely be following this discussion and commenting further once I get some time in playing with the system.

As ironically was mentioned in the last post, attempting to utilize a neural network strategy would be interesting. I recently was involved in a competition where neural networks were (attempted) to be used in order to predict the price of options over a period of two hours using a data set with anonymous options and market inputs. As it turned out, at the end of the competition no one was able to actually develop a predictive model that provided any significant improvement vs. simple traditional models. In fact, while the goal of the competition was to utilize the market data, most of the models that performed well simply ignored the market data and used only price and time to train the model.

However, even though it was a similar exercise, just because a neural network model wasn't feasible in that situation doesn't mean it's not in this market and I think this is a great platform to try and test that. I look forward to working with you and your site - I'm excited to see what the possibilities are!!!

What does the ANN stand for? Artificial Neural Network?

i love this idea! i would be worried about sending my key to someones server though.

Thanks for the feedback! I will try to add a high contrast theme as soon as possible...

Very cool.  

Don't care for the gray background . . . need to so darker to you have greater contrast.  Like Bitcoinwisdom's graphics.  Black works . . . at least for these old eyes.