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Askit2
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June 05, 2013, 09:19:38 PM
Last edit: June 06, 2013, 04:15:30 AM by Askit2 |
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Market direction is what the up or down refer to or at least it is what it seems like to me
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Aido (OP)
Sr. Member
 Offline
Activity: 248
Merit: 252
1. Collect underpants 2. ? 3. Profit
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June 05, 2013, 09:26:10 PM |
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I'll let the code answer this: https://github.com/aido/AidoATP/blob/master/src/main/java/org/aido/atp/TrendTradingAgent.java#L267if (currentBid.isGreaterThan(vwap)) {
tradeIndicator.put("VWAPCross_Up",true);
} else if (currentAsk.isLessThan(vwap)) {
tradeIndicator.put("VWAPCross_Down",true);
}So, VWAPCross_Up is true when last price > VWAP (i.e. current price has crossed up above VWAP, up trend) and VWAPCross_Down is true when last price < VWAP (i.e. current price has crossed down below VWAP, down trend). Maybe Probably my choice of terms 'up' and 'down' was not the best. The VWAP Cross indicator should probably be used in tandem with one of the other indicators. Although, looking at the code now my description in the README isn't quite accurate. It uses current bid and current ask instead of last; a slight difference. |
Interesting Bash command line, try it  : bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
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Simonsays
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Activity: 40
Merit: 0
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June 06, 2013, 04:23:01 AM |
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Has anyone created a script to pull data from the .log file for graphing/trending/backtesting?
I am working on an excel sheet (I'm a lousy coder), but automating the mining from the log is too timeconsuming to bother with.
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Askit2
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June 07, 2013, 07:20:11 PM |
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Same error as before. Not sure why Cloudflare or a bad gateway crashes the whole ATP though. 2013-06-07 09:14:41,464 ←[1;31m:←[0;39m Error unmarshalling from json: <html>
<head><title>502 Bad Gateway</title></head>
<body bgcolor="white">
<center><h1>502 Bad Gateway</h1></center>
<hr><center>cloudflare-nginx</center>
</body>
</html>
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
2013-06-07 09:14:41,464 ←[1;31m:←[0;39m Error unmarshalling from json: <html>
<head><title>502 Bad Gateway</title></head>
<body bgcolor="white">
<center><h1>502 Bad Gateway</h1></center>
<hr><center>cloudflare-nginx</center>
</body>
</html>
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
2013-06-07 09:14:41,469 ←[1;31m:←[0;39m ERROR: Caught unexpected MtGox exception, ticker manager shutting down now!. Details are l
isted below.
java.lang.RuntimeException: Problem getting JSON object
at si.mazi.rescu.JSONUtils.getJsonObject(JSONUtils.java:68)
at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:118)
at si.mazi.rescu.RestInvocationHandler.invokeHttp(RestInvocationHandler.java:53)
at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java:48)
at com.sun.proxy.$Proxy6.getTicker(Unknown Source)
at com.xeiam.xchange.mtgox.v2.service.polling.MtGoxPollingMarketDataService.getTicker(MtGoxPollingMarketDataService.java:7
7)
at org.aido.atp.PollingTickerManager.getTick(PollingTickerManager.java:56)
at org.aido.atp.TickerManager.run(TickerManager.java:91)
at java.lang.Thread.run(Unknown Source)
Caused by: com.fasterxml.jackson.core.JsonParseException: Unexpected character ('<' (code 60)): expected a valid value (number, St
ring, array, object, 'true', 'false' or 'null')
at [Source: java.io.StringReader@62c59c35; line: 1, column: 2]
at com.fasterxml.jackson.core.JsonParser._constructError(JsonParser.java:1378)
at com.fasterxml.jackson.core.base.ParserMinimalBase._reportError(ParserMinimalBase.java:599)
at com.fasterxml.jackson.core.base.ParserMinimalBase._reportUnexpectedChar(ParserMinimalBase.java:520)
at com.fasterxml.jackson.core.json.ReaderBasedJsonParser._handleUnexpectedValue(ReaderBasedJsonParser.java:1387)
at com.fasterxml.jackson.core.json.ReaderBasedJsonParser.nextToken(ReaderBasedJsonParser.java:678)
at com.fasterxml.jackson.databind.ObjectMapper._initForReading(ObjectMapper.java:2834)
at com.fasterxml.jackson.databind.ObjectMapper._readMapAndClose(ObjectMapper.java:2781)
at com.fasterxml.jackson.databind.ObjectMapper.readValue(ObjectMapper.java:1942)
at si.mazi.rescu.JSONUtils.getJsonObject(JSONUtils.java:64)
... 8 more
2013-06-07 09:14:41,473 ←[1;31m:←[0;39m ERROR: Caught unexpected MtGox exception, ticker manager shutting down now!. Details are l
isted below.
java.lang.RuntimeException: Problem getting JSON object
at si.mazi.rescu.JSONUtils.getJsonObject(JSONUtils.java:68)
at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:118)
at si.mazi.rescu.RestInvocationHandler.invokeHttp(RestInvocationHandler.java:53)
at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java:48)
at com.sun.proxy.$Proxy6.getTicker(Unknown Source)
at com.xeiam.xchange.mtgox.v2.service.polling.MtGoxPollingMarketDataService.getTicker(MtGoxPollingMarketDataService.java:7
7)
at org.aido.atp.PollingTickerManager.getTick(PollingTickerManager.java:56)
at org.aido.atp.TickerManager.run(TickerManager.java:91)
at java.lang.Thread.run(Unknown Source)
Caused by: com.fasterxml.jackson.core.JsonParseException: Unexpected character ('<' (code 60)): expected a valid value (number, St
ring, array, object, 'true', 'false' or 'null')
at [Source: java.io.StringReader@3f055bc9; line: 1, column: 2]
at com.fasterxml.jackson.core.JsonParser._constructError(JsonParser.java:1378)
at com.fasterxml.jackson.core.base.ParserMinimalBase._reportError(ParserMinimalBase.java:599)2013-06-07 09:14:42,250 ←[1;3
1m:←[0;39m Error unmarshalling from json: <html>
<head><title>502 Bad Gateway</title></head>
<body bgcolor="white">
<center><h1>502 Bad Gateway</h1></center>
<hr><center>cloudflare-nginx</center>
</body>
</html>
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
at com.fasterxml.jackson.core.base.ParserMinimalBase._reportUnexpectedChar(ParserMinimalBase.java:520)
at com.fasterxml.jackson.core.json.ReaderBasedJsonParser._handleUnexpectedValue(ReaderBasedJsonParser.java:1387)
at com.fasterxml.jackson.core.json.ReaderBasedJsonParser.nextToken(ReaderBasedJsonParser.java:678)
at com.fasterxml.jackson.databind.ObjectMapper._initForReading(ObjectMapper.java:2834)
at com.fasterxml.jackson.databind.ObjectMapper._readMapAndClose(ObjectMapper.java:2781)
at com.fasterxml.jackson.databind.ObjectMapper.readValue(ObjectMapper.java:1942)
at si.mazi.rescu.JSONUtils.getJsonObject(JSONUtils.java:64)
... 8 more
2013-06-07 09:14:41,560 ←[1;31m:←[0;39m Error unmarshalling from json: <html>
<head><title>502 Bad Gateway</title></head>
<body bgcolor="white">
<center><h1>502 Bad Gateway</h1></center>
<hr><center>cloudflare-nginx</center>
</body>
</html>
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
2013-06-07 09:14:41,507 ←[1;31m:←[0;39m Error unmarshalling from json: <html>
<head><title>502 Bad Gateway</title></head>
<body bgcolor="white">
<center><h1>502 Bad Gateway</h1></center>
<hr><center>cloudflare-nginx</center>
</body>
</html>
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
2013-06-07 09:14:49,413 ←[1;31m:←[0;39m ERROR: Caught unexpected MtGox exception, ticker manager shutting down now!. Details are l
isted below.
java.lang.RuntimeException: Problem getting JSON object2013-06-07 09:14:48,232 ←[1;31m:←[0;39m ERROR: Caught unexpected MtGox exce
ption, ticker manager shutting down now!. Details are listed below.
at si.mazi.rescu.JSONUtils.getJsonObject(JSONUtils.java:68)
at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:118)
at si.mazi.rescu.RestInvocationHandler.invokeHttp(RestInvocationHandler.java:53)
at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java:48)
at com.sun.proxy.$Proxy6.getTicker(Unknown Source)
at com.xeiam.xchange.mtgox.v2.service.polling.MtGoxPollingMarketDataService.getTicker(MtGoxPollingMarketDataService.java:7
7)
at org.aido.atp.PollingTickerManager.getTick(PollingTickerManager.java:56)
at org.aido.atp.TickerManager.run(TickerManager.java:91)
at java.lang.Thread.run(Unknown Source)
Caused by: com.fasterxml.jackson.core.JsonParseException: Unexpected character ('<' (code 60)): expected a valid value (number, St
ring, array, object, 'true', 'false' or 'null')
at [Source: java.io.StringReader@6c619e3b; line: 1, column: 2]
at com.fasterxml.jackson.core.JsonParser._constructError(JsonParser.java:1378)
at com.fasterxml.jackson.core.base.ParserMinimalBase._reportError(ParserMinimalBase.java:599)
at com.fasterxml.jackson.core.base.ParserMinimalBase._reportUnexpectedChar(ParserMinimalBase.java:520)
at com.fasterxml.jackson.core.json.ReaderBasedJsonParser._handleUnexpectedValue(ReaderBasedJsonParser.java:1387)
at com.fasterxml.jackson.core.json.ReaderBasedJsonParser.nextToken(ReaderBasedJsonParser.java:678)
at com.fasterxml.jackson.databind.ObjectMapper._initForReading(ObjectMapper.java:2834)
at com.fasterxml.jackson.databind.ObjectMapper._readMapAndClose(ObjectMapper.java:2781)
at com.fasterxml.jackson.databind.ObjectMapper.readValue(ObjectMapper.java:1942)
at si.mazi.rescu.JSONUtils.getJsonObject(JSONUtils.java:64)
... 8 more
java.lang.RuntimeException: Problem getting JSON object
at si.mazi.rescu.JSONUtils.getJsonObject(JSONUtils.java:68)
at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:118)
at si.mazi.rescu.RestInvocationHandler.invokeHttp(RestInvocationHandler.java:53)
at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java:48)
at com.sun.proxy.$Proxy6.getTicker(Unknown Source)
at com.xeiam.xchange.mtgox.v2.service.polling.MtGoxPollingMarketDataService.getTicker(MtGoxPollingMarketDataService.java:7
7)
at org.aido.atp.PollingTickerManager.getTick(PollingTickerManager.java:56)
at org.aido.atp.TickerManager.run(TickerManager.java:91)
at java.lang.Thread.run(Unknown Source)
Caused by: com.fasterxml.jackson.core.JsonParseException: Unexpected character ('<' (code 60)): expected a valid value (number, St
ring, array, object, 'true', 'false' or 'null')
at [Source: java.io.StringReader@320809b; line: 1, column: 2]
at com.fasterxml.jackson.core.JsonParser._constructError(JsonParser.java:1378)
at com.fasterxml.jackson.core.base.ParserMinimalBase._reportError(ParserMinimalBase.java:599)
at com.fasterxml.jackson.core.base.ParserMinimalBase._reportUnexpectedChar(ParserMinimalBase.java:520)
at com.fasterxml.jackson.core.json.ReaderBasedJsonParser._handleUnexpectedValue(ReaderBasedJsonParser.java:1387)
at com.fasterxml.jackson.core.json.ReaderBasedJsonParser.nextToken(ReaderBasedJsonParser.java:678)
at com.fasterxml.jackson.databind.ObjectMapper._initForReading(ObjectMapper.java:2834)
at com.fasterxml.jackson.databind.ObjectMapper._readMapAndClose(ObjectMapper.java:2781)
at com.fasterxml.jackson.databind.ObjectMapper.readValue(ObjectMapper.java:1942)
at si.mazi.rescu.JSONUtils.getJsonObject(JSONUtils.java:64)
... 8 more
2013-06-07 09:14:50,566 ←[1;31m:←[0;39m ERROR: Caught unexpected MtGox exception, ticker manager shutting down now!. Details are l
isted below.
java.lang.RuntimeException: Problem getting JSON object
at si.mazi.rescu.JSONUtils.getJsonObject(JSONUtils.java:68)
at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:118)
at si.mazi.rescu.RestInvocationHandler.invokeHttp(RestInvocationHandler.java:53)
at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java:48)
at com.sun.proxy.$Proxy6.getTicker(Unknown Source)
at com.xeiam.xchange.mtgox.v2.service.polling.MtGoxPollingMarketDataService.getTicker(MtGoxPollingMarketDataService.java:7
7)
at org.aido.atp.PollingTickerManager.getTick(PollingTickerManager.java:56)
at org.aido.atp.TickerManager.run(TickerManager.java:91)
at java.lang.Thread.run(Unknown Source)
Caused by: com.fasterxml.jackson.core.JsonParseException: Unexpected character ('<' (code 60)): expected a valid value (number, St
ring, array, object, 'true', 'false' or 'null')
at [Source: java.io.StringReader@47140a02; line: 1, column: 2]
at com.fasterxml.jackson.core.JsonParser._constructError(JsonParser.java:1378)
at com.fasterxml.jackson.core.base.ParserMinimalBase._reportError(ParserMinimalBase.java:599)
at com.fasterxml.jackson.core.base.ParserMinimalBase._reportUnexpectedChar(ParserMinimalBase.java:520)
at com.fasterxml.jackson.core.json.ReaderBasedJsonParser._handleUnexpectedValue(ReaderBasedJsonParser.java:1387)
at com.fasterxml.jackson.core.json.ReaderBasedJsonParser.nextToken(ReaderBasedJsonParser.java:678)
at com.fasterxml.jackson.databind.ObjectMapper._initForReading(ObjectMapper.java:2834)
at com.fasterxml.jackson.databind.ObjectMapper._readMapAndClose(ObjectMapper.java:2781)
at com.fasterxml.jackson.databind.ObjectMapper.readValue(ObjectMapper.java:1942)
at si.mazi.rescu.JSONUtils.getJsonObject(JSONUtils.java:64)
... 8 more
2013-06-07 09:16:02,486 ←[1;31m:←[0;39m Error unmarshalling from json: <html>
<head><title>502 Bad Gateway</title></head>
<body bgcolor="white">
<center><h1>502 Bad Gateway</h1></center>
<hr><center>cloudflare-nginx</center>
</body>
</html>
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
<!-- a padding to disable MSIE and Chrome friendly error page -->
2013-06-07 09:16:02,490 ←[1;31m:←[0;39m ERROR: Caught unexpected MtGox exception, ticker manager shutting down now!. Details are l
isted below.
java.lang.RuntimeException: Problem getting JSON object
at si.mazi.rescu.JSONUtils.getJsonObject(JSONUtils.java:68)
at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:118)
at si.mazi.rescu.RestInvocationHandler.invokeHttp(RestInvocationHandler.java:53)
at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java:48)
at com.sun.proxy.$Proxy6.getTicker(Unknown Source)
at com.xeiam.xchange.mtgox.v2.service.polling.MtGoxPollingMarketDataService.getTicker(MtGoxPollingMarketDataService.java:7
7)
at org.aido.atp.PollingTickerManager.getTick(PollingTickerManager.java:56)
at org.aido.atp.TickerManager.run(TickerManager.java:91)
at java.lang.Thread.run(Unknown Source)
Caused by: com.fasterxml.jackson.core.JsonParseException: Unexpected character ('<' (code 60)): expected a valid value (number, St
ring, array, object, 'true', 'false' or 'null')
at [Source: java.io.StringReader@7beefe14; line: 1, column: 2]
at com.fasterxml.jackson.core.JsonParser._constructError(JsonParser.java:1378)
at com.fasterxml.jackson.core.base.ParserMinimalBase._reportError(ParserMinimalBase.java:599)
at com.fasterxml.jackson.core.base.ParserMinimalBase._reportUnexpectedChar(ParserMinimalBase.java:520)
at com.fasterxml.jackson.core.json.ReaderBasedJsonParser._handleUnexpectedValue(ReaderBasedJsonParser.java:1387)
at com.fasterxml.jackson.core.json.ReaderBasedJsonParser.nextToken(ReaderBasedJsonParser.java:678)
at com.fasterxml.jackson.databind.ObjectMapper._initForReading(ObjectMapper.java:2834)
at com.fasterxml.jackson.databind.ObjectMapper._readMapAndClose(ObjectMapper.java:2781)
at com.fasterxml.jackson.databind.ObjectMapper.readValue(ObjectMapper.java:1942)
at si.mazi.rescu.JSONUtils.getJsonObject(JSONUtils.java:64)
... 8 more |
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jhk753
Newbie
Offline
Activity: 52
Merit: 0
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June 15, 2013, 04:55:00 PM |
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Thanks for this.
Just a little question where is the xml config files on MAX OS 10.8
I wanted to try it but I got an error:
"BTCE returned an error: invalid nonce parameter"
So I wanted to use another key/secret, but I don't find the xml and I don't want to go through all the questions each time I change something.
Do you have an idea where it is ?
Thanks a lot
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Aido (OP)
Sr. Member
Offline
Activity: 248
Merit: 252
1. Collect underpants 2. ? 3. Profit
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June 15, 2013, 05:12:47 PM |
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On Windows config is stored in the registry, on Mac its stored in .plist files in ~/Library, and on Linux and friends its stored in ~/.java
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Interesting Bash command line, try it : bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
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jhk753
Newbie
Offline
Activity: 52
Merit: 0
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June 15, 2013, 05:21:28 PM |
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On Windows config is stored in the registry, on Mac its stored in .plist files in ~/Library, and on Linux and friends its stored in ~/.java
Thanks Edit: Actually I don't see any .plist in ~/Library ...  |
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jhk753
Newbie
Offline
Activity: 52
Merit: 0
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June 15, 2013, 05:28:40 PM |
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Ok I found it in ~/Library/Preferences/org.aido.atp.plist
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jhk753
Newbie
Offline
Activity: 52
Merit: 0
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June 15, 2013, 06:09:38 PM |
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Aido,
Could you explain a bit more how your arbitrage algorithm work ?
From what I understand from simulation, you compare changing real currency 1 to real currency 2 through bitcoin and through regular trading ?
So we don't actually make money with this right ? How do we benefit from this.
Example if my local currency is USD, if at t=1 I have an arbitrage with Euro
I trade through bitcoin and get euro. But then if I don't have reverse arbitrage to get back to USD for a while, depending on trends of USD/EURO I may loose money.
Am I wrong ? or did I miss something ?
thanks for your help
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Askit2
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June 15, 2013, 06:37:04 PM |
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Aido,
Could you explain a bit more how your arbitrage algorithm work ?
From what I understand from simulation, you compare changing real currency 1 to real currency 2 through bitcoin and through regular trading ?
So we don't actually make money with this right ? How do we benefit from this.
Example if my local currency is USD, if at t=1 I have an arbitrage with Euro
I trade through bitcoin and get euro. But then if I don't have reverse arbitrage to get back to USD for a while, depending on trends of USD/EURO I may loose money.
Am I wrong ? or did I miss something ?
thanks for your help
The points you make seem to be correct. I see another problem with arbitrage in that the currencies do not have to actually be at their correct value unless you took them to a different place to trade them back. It was said in the other thread that a wrong assumption was made and arbitrage could lose money. Likely the arbitrage engine isn't a good idea to use. |
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Aido (OP)
Sr. Member
Offline
Activity: 248
Merit: 252
1. Collect underpants 2. ? 3. Profit
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June 15, 2013, 07:48:01 PM |
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The arbitrage algorithm is Novas work and perhaps he can explain it better than I can. But here is his recent thoughts on it: 24hr performance with the Arbitrage bot was terrible, so much so that I decided to debug the algorithm step by step and realized several key assumptions in it are in fact invalid. I think it will probably need to be scraped.
Just make sure to disable the Arbitrage Trader because it has some major issues.
I don't fully understand how Nova's algorithm works so I had rewritten the original Isis ATP arbitrage algorithm to use a Bellman-Ford Shortest Path / Edge-weighted digraph algorithm. In tests I found that this made the same trades as Nova's simpler algorithm so I scrapped mine. I had given the arbitrage code a total overhaul and implemented a Bellman-Ford algorithm to calculate opportunities. From my brief testing, it found the same opportunities as the original code so I re-implemented the original again. |
Interesting Bash command line, try it : bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
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jhk753
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June 15, 2013, 07:52:10 PM |
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Ok thx.
I found an error while testing following trend.
org.codehaus.commons.compiler.CompileException: Line 0, Column 0: Unexpected token "End-Of-File" in primary
It happened when the ticker size was above the minimum I set
Really strange
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Aido (OP)
Sr. Member
Offline
Activity: 248
Merit: 252
1. Collect underpants 2. ? 3. Profit
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June 15, 2013, 07:56:46 PM |
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Really strange
Maybe not. I would say there is a problem with your trading logic. A rogue character or misspelling maybe? |
Interesting Bash command line, try it : bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
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jhk753
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Offline
Activity: 52
Merit: 0
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June 15, 2013, 07:58:58 PM |
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Hum.
Maybe.
What's your advice on bid and ask logic ?
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Aido (OP)
Sr. Member
Offline
Activity: 248
Merit: 252
1. Collect underpants 2. ? 3. Profit
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June 15, 2013, 08:12:47 PM |
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What's your advice on bid and ask logic ?
I advise using bid and ask logic that will make a profit  |
Interesting Bash command line, try it : bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
|
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jhk753
Newbie
Offline
Activity: 52
Merit: 0
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June 15, 2013, 08:15:40 PM |
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What's your advice on bid and ask logic ?
I advise using bid and ask logic that will make a profit Right ! ^^ have you tested some things yet ? |
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Aido (OP)
Sr. Member
Offline
Activity: 248
Merit: 252
1. Collect underpants 2. ? 3. Profit
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June 15, 2013, 08:52:19 PM |
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Sorry, sometimes I just can't resist a smart ass comment. Have a read through the thread. e.g. 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).
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Interesting Bash command line, try it : bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
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jhk753
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Offline
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June 16, 2013, 08:47:44 AM |
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I'll let the code answer this: https://github.com/aido/AidoATP/blob/master/src/main/java/org/aido/atp/TrendTradingAgent.java#L267if (currentBid.isGreaterThan(vwap)) {
tradeIndicator.put("VWAPCross_Up",true);
} else if (currentAsk.isLessThan(vwap)) {
tradeIndicator.put("VWAPCross_Down",true);
}So, VWAPCross_Up is true when last price > VWAP (i.e. current price has crossed up above VWAP, up trend) and VWAPCross_Down is true when last price < VWAP (i.e. current price has crossed down below VWAP, down trend). Maybe Probably my choice of terms 'up' and 'down' was not the best. The VWAP Cross indicator should probably be used in tandem with one of the other indicators. Although, looking at the code now my description in the README isn't quite accurate. It uses current bid and current ask instead of last; a slight difference. This taken into consideration if I want to use vwapcross algo correctly should my ask and bid logic look like this: ask_logic: ADS_Down && VWAPCross_Down bid_logic: ADS_Up && VWAPCross_Up Or did I completely misunderstand the readme: The trend observer functionality constantly monitors the market for trends. A combination of the Advance/Decline Spread, SMA and EMA algorithms decide what way the market is trending.
Market Trending Down = Look at buying
Market Trending Up = Look at selling
Once it is decided the trend is up (ask) or down (bid) it then compares the last transaction to the VWAP.
The ratio of last price versus VWAP is used as a waterline to make the final determination that we will take an action.
If trend = down & last < VWAP then buy
If trend = up & last > VWAP then sell
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Ianwhitbread
Member
Offline
Activity: 101
Merit: 10
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June 16, 2013, 09:32:31 PM |
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sigh
why does MTgox have to make changes or go offline so often
got this error
2013-06-16 22:21:16,785 : WARNING: Testing connection to exchange MtGox
Exception in thread "Thread-3" com.xeiam.xchange.ExchangeException: Error calling getAccountInfo(): CONF Redis is configured to save RDB snapshots, but is currently not able to persist on disk. Commands that may modify the data set are disabled. Please check Redis logs for details about the error.
at com.xeiam.xchange.mtgox.v2.service.polling.MtGoxPollingAccountService.getAccoun tInfo(MtGoxPollingAccountService.java:89)
at org.aido.atp.AccountManager.refreshAccounts(AccountManager.java:121)
at org.aido.atp.AccountManager.run(AccountManager.java:101)
at java.lang.Thread.run(Thread.java:722)
im sure its not ATP as I cant even login on the website
roll on other support for different platforms
hope all is well with you Aido, you have been kinda silent lately
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Askit2
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June 16, 2013, 09:40:28 PM |
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Same error just slightly different debug.
2013-06-16 15:31:24,034 ←[1;31m:←[0;39m ERROR: Caught unexpected exception, shutting down MtGox trend following trading agent now!
. Details are listed below.
com.xeiam.xchange.ExchangeException: Error calling getAccountInfo(): CONF Redis is configured to save RDB snapshots, but is curren
tly not able to persist on disk. Commands that may modify the data set are disabled. Please check Redis logs for details about the
error.
at com.xeiam.xchange.mtgox.v2.service.polling.MtGoxPollingAccountService.getAccountInfo(MtGoxPollingAccountService.java:89
)
at org.aido.atp.AccountManager.refreshAccounts(AccountManager.java:121)
at org.aido.atp.AccountManager.getBalance(AccountManager.java:105)
at org.aido.atp.TrendTradingAgent.evalAsk(TrendTradingAgent.java:394)
at org.aido.atp.TrendTradingAgent.run(TrendTradingAgent.java:344)
at java.lang.Thread.run(Unknown Source)
I really wish MTGoX was a little more reliable. |
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