Isis ATP [Automated Trading Platform] - Discussion

[small502]

I dont see it in the jar if that's what you mean. Otherwise im not sure

[daybyter]

Add the certs to your store with keytool:

http://docs.oracle.com/javase/1.4.2/docs/tooldocs/windows/keytool.html

I actually added some code to my app to fetch and display the certs of the trade sites, because I had to install my stuff on different machines...



Ciao,
Andreas

[Ianwhitbread]

So Mtgox had another ddos attack 2 days ago

AidoAtp. Has not been able to connect since then

It pulls in my account details then just keeps trying to connect

Sigh
Between my wife switching off my sim and Mtgox API going down

Will I ever get a decent test in ?

[Aido]

I think there have been changes on the MtGox side that has knocked out a lot of bots. The development branch of XChange has updates to fix this. If I get a chance over the next few days I will build a development branch of AidoATP using the development branch of XChange. Hopefully this will fix the MtGox API issue.

[Ianwhitbread]

Thanks Aido very quick reply as always

Ian

[small502]

Add the certs to your store with keytool:

http://docs.oracle.com/javase/1.4.2/docs/tooldocs/windows/keytool.html

I actually added some code to my app to fetch and display the certs of the trade sites, because I had to install my stuff on different machines...

Ciao,
Andreas

What do you mean exactly? My grasp on Java is fairly weak (just now taking classes for it). Is there something in the bin i must edit?

[daybyter]

Your java installation manages the certs for all java apps. You can use keytool to add a new cert.

[Aido]

If I get a chance over the next few days I will build a development branch of AidoATP using the development branch of XChange.

Some updates in the development branch:

commit ce550b8f77bf3a319a133324faccb078ad801b19

    Built with XChange 1.7.0

This is the XChange 1.7.0 snapshot.



commit 5d9bfd4e4f418845bcc9894605cf8721abf3df22

    Added a 'maximum' risk level

This was suggested by Jasmin68k.

For certain scenarios (Ask-/Bid-Logics) it's desirable for the bot to trade all currently available BTC or USD (or EUR etc.) balance in one trade, as soon as it detects a change in market trend. As it currently stands it trades only a weighted amount at first and then some more (not even all) in the following trades (given the trend doesn't change) with the amount even more hindered by the In-A-Row weighting logic. Without changing anything else in the code, if I am not mistaken, this can be mitigated with the introduction of a simple new risk option (call it maximum risk maybe), which simply sets weight = 1; This combined with the user setting maxWeight = 1 would, if I am not mistaken, result in the first trade, when trend changes, using up all the available balance and the In-A-Row logic can stay as it is as it simply has nothing more to trade.

Jasmin68k was also kind enough to supply a tested and working example of the code changes needed for this.

So, now algorithm 1 is conservative risk, algorithm 2 is high risk and algorithm 3 is maximum risk. Please update configuration file accordingly.

[Jasmin68k]

Not a newbie anymore, so finally I can stop spamming Aido's inbox

Thank you for picking up my idea of having a maximum risk option

Did you consider my other suggestion of having an option to trade using only the wallet configured as LocalCurrency? If you were to integrate that, too, I could stop maintaining my own private version and it might come in handy for others, too...the code I sent you earlier via PM should be ok to commit.

This would still leave this error, which only happens when using more than one currency to trade with (after I put the UseLocalOnly option in my private version, it was gone):

2013-05-07 04:46:18,759 : ERROR: Caught unexpected exception, shutting down MtGox trend following trading agent now!. Details are listed below.
si.mazi.rescu.HttpException: Status code 403; first body line: {"result":"error","error":"Identification required to access private API","token":"login_error_invalid_nonce"}
        at si.mazi.rescu.HttpTemplate.checkHttpStatusCode(HttpTemplate.java:217)
        at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:182)
        at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:93)
        at si.mazi.rescu.RestInvocationHandler.invokeHttp(RestInvocationHandler.java:59)
        at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java:54)
        at com.sun.proxy.$Proxy6.placeOrder(Unknown Source)
        at com.xeiam.xchange.mtgox.v1.service.trade.polling.MtGoxPollingTradeService.place MarketOrder(MtGoxPollingTradeService.java:80)
        at org.aido.atp.TrendTradingAgent.marketOrder(TrendTradingAgent.java:554)
        at org.aido.atp.TrendTradingAgent.evalAsk(TrendTradingAgent.java:432)
        at org.aido.atp.TrendTradingAgent.run(TrendTradingAgent.java:344)
        at java.lang.Thread.run(Unknown Source)

I had this happen frequently using two wallets (one USD, one EUR) at MtGox, only using USD it was gone.

As I already wrote in PM, spawning several non-synced trading threads (one for each currency) might be the root cause of the problem (nonce not being properly handled/incremented). Still wondering, whether it can be handled somehow with XChange (the lib) or at the bot's level without completely rewriting the code (one trading instance per exchange (MtGox etc.) or some syncing of threads etc.)

Since I personally only use one currency to trade with at MtGox (which atm still needs my suggested UseLocalOnly option, see above, if you have any other wallets in your MtGox account) and I didn't dive deep enough into the bot's and/or XChange's code, I'll leave that to someone else to figure out though

In any case, having the UseLocalOnly option should be quite useful for anyone who does not want to spread his money among several currencies...

[Aido]

Did you consider my other suggestion of having an option to trade using only the wallet configured as LocalCurrency?

Yes; another good suggestion. I'm adding it to the development branch at the moment and it will be in the next commit...coming soon.

As for the error you reported. Can you confirm that this still occurs with the latest version of aidoatp. There have been recent changes to the MtGox API and a lot of subsequent changes to XChange 1.7.0 as a result. Maybe, just maybe, this fixed the problem.

[Jasmin68k]

Did you consider my other suggestion of having an option to trade using only the wallet configured as LocalCurrency?

Yes; another good suggestion. I'm adding it to the development branch at the moment and it will be in the next commit...coming soon.

As for the error you reported. Can you confirm that this still occurs with the latest version of aidoatp. There have been recent changes to the MtGox API and a lot of subsequent changes to XChange 1.7.0 as a result. Maybe, just maybe, this fixed the problem.

First of all, once again thank you for picking up my suggestion.

About the http exception: I ran my own version for a few days compiled against 1.7.0-SNAPSHOT (was necessary after MtGox forced HTTPS for API-access anyway), which is except for the described mods identical with the official bot.

Since I have only used one wallet as described, the error never occured again, which is expected though. So I can neither confirm nor deny, that it still happens with multiple wallets.

I can confirm however, that I ran the then latest version of the main branch of AidoATP, when it occured, which was compiled against XChange 1.6.0. I haven't tried using multiple wallets yet with XChange 1.7.0-SNAPSHOT and probably won't anytime soon, since for what I wanted to do they were more of an annoyance (that's why I came up with the LocalOnly mod, since there's no option at MtGox to deactivate or delete a currency/wallet).

I guess (just speculation), that when the bot triggers a trade in several currencies at the same time (each with its own thread) with XChange, due to small timing differences, delays etc. it can happen that order of execution gets swapped and the nonce calculated by XChange for one trade ends up lower than the one before, which is illegal with the MtGox API afaik.

Having only one trading thread for each exchange (MtGox etc.) looks like a non-trivial rewrite of the bot though

Maybe it's somehow possible to have XChange sync the nonce's it sends, even if they originate from different instances, I wouldn't know...haven't looked into it.

[Aido]

Another commit to develop branch:

commit 999e710c89a49553990a0a81383142a9f574ffc2

    Added config option to use only local currency in trades


As this is a new configuration option I suggest first running aidoatp with the --clear-config switch so you will be interviewed:

   java -jar aidoatp.jar --clear-config=true

More savvy users may manually add a UseLocalOnly = 0 or 1 setting to their configuration.

Again, thanks to Jasmin68k for the suggestion.

[Jasmin68k]

Thanks, much appreciated

[Aido]

2013-05-07 04:46:18,759 : ERROR: Caught unexpected exception, shutting down MtGox trend following trading agent now!. Details are listed below.
si.mazi.rescu.HttpException: Status code 403; first body line: {"result":"error","error":"Identification required to access private API","token":"login_error_invalid_nonce"}
        at si.mazi.rescu.HttpTemplate.checkHttpStatusCode(HttpTemplate.java:217)
        at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:182)
        at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:93)
        at si.mazi.rescu.RestInvocationHandler.invokeHttp(RestInvocationHandler.java:59)
        at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java:54)
        at com.sun.proxy.$Proxy6.placeOrder(Unknown Source)
        at com.xeiam.xchange.mtgox.v1.service.trade.polling.MtGoxPollingTradeService.place MarketOrder(MtGoxPollingTradeService.java:80)
        at org.aido.atp.TrendTradingAgent.marketOrder(TrendTradingAgent.java:554)
        at org.aido.atp.TrendTradingAgent.evalAsk(TrendTradingAgent.java:432)
        at org.aido.atp.TrendTradingAgent.run(TrendTradingAgent.java:344)
        at java.lang.Thread.run(Unknown Source)

On the HttpException you are experiencing; your theory on the cause seems plausible.

I am hoping to get the StreamingTicker functionality working for MtGox in the near future. XChange made big changes in how they implement a streaming ticker so it is not as simple as re-enabling the code I had working in a much earlier version of AidoATP.

If your theory is correct a working streaming ticker will also fix the HttpException above.

[Jasmin68k]

Thank you, sounds good

Wish you all the best for the StreamingTicker implementation!

[f6gau]

Hi folks,

anyone knows how to set the Moving Average Convergence-Divergence correctly?
I am trying to implement the following:

sell:
- MACD below signal line && signal line crossover

buy:
- MACD above signal line  && signal line crossover

is this correct and whats the right syntax?


thanks in advance

[meowmeowbrowncow]

FYI.


Due to all of MtGox's annoying lag events I'm will be modifying my local AidoATP copy to perform the following behavior for indicator tick size scaling.


1.  Calculate average rate of change of MtgGox tick timestamps over shortMACDTickSize tick value to establish MtGox responsiveness.
2.  Compare result of item 1. with Polling Interval configuration value.
3.  Scale all configured tick indicator sizes UP/DOWN inversely compared to result of item 2.


This should preserve, roughly, the waveforms created by EMA and MACD in the event of a slowdown or speed-up of MtGox responsiveness.


The integrity of the indicator waveforms for period of time are paramount to executing on the intent/tactics defined by the AidoATP user.


If interested, I'll post a copy of the code somewheres.

[JRam]

Hello Aido,

I've read up a bit on your bot but didn't see a stop loss feature. Is your bot able to do trailing stop loss? I prefer to do all buys on my own but can't watch my BTC investments 24/7 so a trailing stop loss function would be very convenient for people like me. If Mt. Gox ever implemented a trailing stop loss function, I'd definitely use it.

[Ianwhitbread]

Has anyone confirmed that AidoATP  works on btw-e  or BXCamp

last time I checked both exchanges was not accepting Market Price bids or asks on the API

making AidoATP redundant on those exchanges

kinda getting fed up with all the down time  that mtgox  has with either api access or ddos attacks

Thanks

Ian W

[meowmeowbrowncow]

Hello Aido,

I've read up a bit on your bot but didn't see a stop loss feature. Is your bot able to do trailing stop loss? I prefer to do all buys on my own but can't watch my BTC investments 24/7 so a trailing stop loss function would be very convenient for people like me. If Mt. Gox ever implemented a trailing stop loss function, I'd definitely use it.

The Max Loss config parameter is part of the interview process. 

This will cap the percentage weight of, in case of high risk algo, the amount to sell when indicators are aligned to sell.


'Stop loss' or, probably better said, a price floor, doesn't really exist in Aido.  What does happen, however, is that for each consecutive trade executed the weight is reduced by the formula:


weight / 2^num of consecutive trades.


This has an effect of a big trade (if indicators are satisfied, and trendarrow is high) at first, but the subsequent 4 other trades that might follow will be reducing in size fairly rapidly.


You could call this a somewhat loose stop loss. 


This is why I've been modifying my local copy of AidoATP to be much more responsive, larger weights, with the initial trades, then let the pseudo stop loss take it's course.  I found the high risk algo to be too conservative with the indicator configurations I'm using.