ATP [Advanced Trading Platform]

[paulthetafy]

Yes it is, it's an open source project.  Aido's version is on github under Aido and the OpenPay one is on github under OpenPay/ATP although I'm having difficulty getting a commit to my own repo work right now (Probably because I removed my basis version (Isis-ATP) and then forked Aido's updated version into my own repo).  Use Aido's for the time being, they're basically identical at this point.  Just make sure to disable the Arbitrage Trader because it has some major issues.

Also, pro-tip don't trust it with money you can't afford to lose.  I had a thread lock the other day and when I resolved it in the debugger I was flooded with a bunch of buy & sell market orders that essentially wiped my position out because they had been piling up for a few hours.  I'm actually going to have to buy more bitcoins just so I can keep testing.

Thanks I'm running Aido's version in sim at the moment so will report back my findings.  I'll try it for 5-7 days and then maybe throw a couple of BTC at it to see what it can do. 

Question: would you recommend using the trend following or custom bid/ask logic?

[paulthetafy]

Actually one other question for you.  Should you begin with both a BTC and USD balance or will it pick an entry point to buy/sell depending on what funds you have?  If it is the former, what sort of split? 50:50?

Paul

[Aido]

Question: would you recommend using the trend following or custom bid/ask logic?

The vwapcross algo actually has decent performance and regular revenue generation in a static market.
You need to set the algorithm to high risk (when the market is flat like it's been), set the minimum currency trade size to 0.01, the minimum BTC to the exchange minimum for MtGox this is 0.001, the max local currency to 1, the max BTC to 0.1 ($10 is a lot of money to me and BTC is currently $120ish). Max loss tolerance of 0.25 (this translates to a risk of between 1 penny and 1 quarter).
Then you need to enable trading across multiple currencies such as GBP, EUR & USD. (I've got all currencies enabled, but performance seems to be in those 3).

With this setup I made ~10% today trading into and out of the various currencies.

Should you begin with both a BTC and USD balance or will it pick an entry point to buy/sell depending on what funds you have?  If it is the former, what sort of split? 50:50?

Depends on which way the market is trending. It first decides whether to buy or sell. Then it looks at the wallet balance to see how much to trade. If there are no funds available it will not trade. For example, if it decides to buy BTC but you have no dollars then nothing happens. But, if in the future the market changes direction it will then sell your BTC for dollars. You will now have dollars in your wallet if the market changes direction yet again and we decides to buy BTC again.

I was trying to use this thread for discussion on future development of ATP and issues like deciding on a suitable name etc. And use the other IsisATP and AidoATP thread for issues with the existing versions.....like this issue  .

[Nova!]

Unless you are prescient and can predict the market direction you should put at least a little money into each currency you wish to exchange.
Not all market movements are equal and it won't trade at all even if it detects a huge opportunity if there is no money to trade with.
Also many times an upward swing in 1 currency is due to a downward swing in another, but these are never 1:1 at least not right away.  The vwap trader can profit from both sides of this.

For instance...

I had (at one time) 100 BTC.
At the time BTC was trading at ~10USD.
                                           ~7GBP
                                           ~9.8EUR

I kept 50 BTC and split the rest into roughly even amounts of USD, GBP & EUR.

USD rate fell to $8, so it bought BTC with USD.
A few moments later GBP took a jump to 8.  Thus it sold BTC for GBP.
EUR rate also jumped to 10 so it sold BTC for EUR.

This all happened over the course of 5 to 10 minutes.
I let it run for about a day.

After 24 hours I shut the trader down and swept everything to BTC with a few market orders.  I had made 24BTC in 24 hours.  However the USD rate was back to 10.
The net effect was it had been running arbitrage although not because of any particular arbitrage opportunities it had identified, just a side effect of vwapping 3 markets simultaneously.  If I recall correctly this was the inspiration behind creating a pure arbitrage trader (which actually doesn't work as expected), but it was the inspiration for it.

So my recommendation is to trade a wallet of currencies you are interested in and that move with each-other;  It opens opportunities you otherwise would not have.
I am also recommending everyone start with a fixed amount of money and sweep out  any daily profits into BTC and then BTC xfr to your own private cold storage wallet.
Only sweep if you have end of day profits though.  Remember this is money you have said you don't mind losing.  Every day you will make a loss or a profit, but over the course of a few months you should see that gains will outstrip losses by about 5-10% regardless of the net direction of the market as a whole.

In the next version I expect to create a built in wallet not tied to MtGox that will sweep profits as they occur.

[paulthetafy]

Thanks again for the feedback.  I'm trialling this with MTGox (BTC, USD, EUR, AUD, GBP) and BTC-e (BTC, LTC).  It's been running for a couple of hours now and I'm getting "No LTC ticker data collected yet, cannot calculate profit/loss" and I don't have a BTC-e_LTC.dat file.  Is BTC to LTC supported?

I have approx 1BTC at MTGox (split between various currencies) and the same at BTC-e split between BTC/USD/LTC.  I'll post a report daily of how it tracks (unless you would prefer I posted it in a different thread)

[Nova!]

Thanks again for the feedback.  I'm trialling this with MTGox (BTC, USD, EUR, AUD, GBP) and BTC-e (BTC, LTC).  It's been running for a couple of hours now and I'm getting "No LTC ticker data collected yet, cannot calculate profit/loss" and I don't have a BTC-e_LTC.dat file.  Is BTC to LTC supported?

I have approx 1BTC at MTGox (split between various currencies) and the same at BTC-e split between BTC/USD/LTC.  I'll post a report daily of how it tracks (unless you would prefer I posted it in a different thread)

Congrats, you're using a completely untested configuration.  I would love to know how it works out though.  Frankly I had no idea it could do that.

[paulthetafy]

Congrats, you're using a completely untested configuration.  I would love to know how it works out though.  Frankly I had no idea it could do that.

hmm I'm still getting the same error so it's obviously not working.  In theory it should though as LTC is just another currency to trade BTC in/out of.  For the purpose of testing I think I'll pull my LTC out for now.  If you figure out why it wouldn't create the LTC ticker data then give me a buzz!

[Aido]

LTC is currently not supported. Neither is NMC, PPC, TRC and NVC. aidoATP does not gather any data for these currencies. XChange does not support these currencies, or at least did not when I put the following if statement in AccountManger:

Code:

if(!currency.getCode().equals("BTC") && !currency.getCode().equals("NMC") && !currency.getCode().equals("LTC") && !currency.getCode().equals("PPC") && !currency.getCode().equals("TRC") && !currency.getCode().equals("NVC") && !(exchangeName.equals("BitcoinCentral") && (currency.getCode().equals("CAD") || currency.getCode().equals("INR"))) )

(There was also an issue with CAD and INR on BitcoinCentral)
         

[Nova!]

(There was also an issue with CAD and INR on BitcoinCentral)
         

Uhh what issue?

[Aido]

Uhh what issue?

The ticker kept crashing for those currency/exchange combos so I disabled them with view to fixing at a later date. I don' think the error lies with ATP though. From what I can remember BigMoney was throwing an error.

[Nova!]

Uhh what issue?

The ticker kept crashing for those currency/exchange combos so I disabled them with view to fixing at a later date. I don' think the error lies with ATP though. From what I can remember BigMoney was throwing an error.

Interesting.  I think we should maybe get an issue tracker up.  I'm not at a place where I have reliable internet for a few more days, but it would be a good idea to get one up very soon.

[Aido]

agreed. Have been busy all this week but may get some time over weekend to look at the issues raised in this and other thread.

The github issue tracker is a good place to raise them.

[Ianwhitbread]

sorry for the Slow Reply

yes I got adioATP working on a mac

you can install 1.7  from oracle

but the only problem I had was saving the configuration
maybe its just the case of manually making the directory forthe pref file to be saved in

help that helps

[dwolfman]

I'm trying to get ATP going in my virtual machine running Fedora 18.  Pretty sure everything is there it should need (verified I have 1.7.0 version of Java installed at least).  It starts up and gets the basic data of my CampBX account (wallet amounts, etc), but it dies with an exception when it starts trying to get the ticker data.  Here's the error:

Code:

2013-05-30 04:24:17,348 : ERROR: Caught unexpected CampBX exception, ticker manager shutting down now!. Details are listed below.
java.lang.NullPointerException
	at org.aido.atp.ATPTicker.<init>(ATPTicker.java:49)
	at org.aido.atp.TickerManager.checkTick(TickerManager.java:157)
	at org.aido.atp.PollingTickerManager.getTick(PollingTickerManager.java:56)
	at org.aido.atp.TickerManager.run(TickerManager.java:91)
	at java.lang.Thread.run(Thread.java:722)

It's also a bit annoying as it never seems to save the config either.  I have to go through the interview every time I start it up.  I'm not trying to do anything beyond simulation mode for now (want to see what my strategy does for a couple days).

Any ideas?

[Aido]

It starts up and gets the basic data of my CampBX account (wallet amounts, etc), but it dies with an exception when it starts trying to get the ticker data.

Probably because the CampBX Market ticker is not very useful and does not contain any volume data, causing a NullPointerException.

It's also a bit annoying as it never seems to save the config either.

Don't know what could be causing this. You seem to be the only one reporting this. After you have completed the interview process and while AidoATP is running can you check the contents of your ~/.java/.userPrefs/org/aido/atp/ directory and see if it contains a prefs.xml file.

[dwolfman]

Probably because the CampBX Market ticker is not very useful and does not contain any volume data, causing a NullPointerException.

I did want to try the VWAPCross logic out.  Guess that's out for CampBX then.  Is that why it threw the exception then, since I was trying VWAPCross on it?

Don't know what could be causing this. You seem to be the only one reporting this. After you have completed the interview process and while AidoATP is running can you check the contents of your ~/.java/.userPrefs/org/aido/atp/ directory and see if it contains a prefs.xml file.

Right now ATP is not running, so I checked that folder.  There is a prefs.xml in it, and it has all my settings in it too.  Could it be due to the exception that something isn't being set somewhere to say it's got a prefs file?

[dwolfman]

Even if I change the Bid/Ask logic, it still doesn't remember the settings, even though it updates the prefs.xml file.  Runs through the interview every time.  :-(

I'll bet I'm doing something wrong, but no clue what that would be.

[dwolfman]

And I still get the exception, even when not using the VWAPCross logic.

So if the lack of volume in CampBX's ticker is a problem, why is it listed as supported?  CampBX is the only place I really want to trade, though in a bind I could go with BTC-e, and MtGox is not an option for me.

[dwolfman]

Guess I'll just run this against BTC-e for a while.  That at least doesn't throw the exception.

Any plans to work out the issues with CampBX?  I'd rather trade there since it's easier for me to move my USD to/from.

[Ianwhitbread]

Been lucky today

A whole day. Without any dud trades

Adio and nova

Once I have made up for my loses I with send you some beer money

But today was a good day for once

Now must learn not to touch and fiddle and stop being greedy !!