id10tothe9
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August 15, 2013, 03:13:56 PM |
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newbie here visited the site and read threads but still don't get it so can you actually use it to do real trades or is it just a tool to simulate strategies? (I'm looking for a program to do trades for me while I'm away )
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ZirconiumX
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August 16, 2013, 07:40:27 AM |
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newbie here visited the site and read threads but still don't get it so can you actually use it to do real trades or is it just a tool to simulate strategies? (I'm looking for a program to do trades for me while I'm away ) The latter. If you want the former, Gekko would be useful. Matthew:out
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pulsecat (OP)
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August 27, 2013, 07:28:03 PM |
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newbie here visited the site and read threads but still don't get it so can you actually use it to do real trades or is it just a tool to simulate strategies? (I'm looking for a program to do trades for me while I'm away ) We've added new "Real Trading" feature that allows any algorithm to trade at MtGox via their API. To start real trading: - register at http://cryptotrader.org & verify your email - upgrade account (costs $10/month) - backtest your algorithm - click "Trade" button, then go to "Real Trading" tab and fill the account form with your MtGox API secret & key. - start trading bot by clicking 'Create'
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itod
Legendary
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Activity: 1974
Merit: 1077
^ Will code for Bitcoins
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August 27, 2013, 07:56:24 PM |
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We've added new "Real Trading" feature that allows any algorithm to trade at MtGox via their API. To start real trading: - register at http://cryptotrader.org & verify your email - upgrade account (costs $10/month) - backtest your algorithm - click "Trade" button, then go to "Real Trading" tab and fill the account form with your MtGox API secret & key. - start trading bot by clicking 'Create' Great news! I'm sad for not having enough time to prepare for your competition, maybe there will be round #3 This certainly is additional motivation.
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Strainer
Jr. Member
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Activity: 54
Merit: 10
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September 04, 2013, 02:38:44 AM |
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ReferenceError: amount is not defined
I get this error on every Backtest I attempted.
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pulsecat (OP)
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September 04, 2013, 05:31:13 AM |
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ReferenceError: amount is not defined
I get this error on every Backtest I attempted.
Thanks for reporting this. Fixed.
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Diabolicus
Member
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Activity: 90
Merit: 10
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September 05, 2013, 12:19:05 PM Last edit: September 05, 2013, 12:42:20 PM by Diabolicus |
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... buy instrument # Spend all amount of cash for BTC if buy instrument #<< how do I check if a buy was executed this tick? ...
As the 'buy' is a function, the above code make it called twice, so that the second call returns undefined value. The right way to do it: ... orderId = buy instrument # Spend all amount of cash for BTC if orderId # a buy was executed context.buy_price = instrument.price ...
I am not sure what exactly you changed to the platform, but the "if orderId" part doesn't seem to work no more?! Without it I cannot determine if a buy or sell order was executed and thus cannot store variables such as buy or sell prices in the context object for later reference anymore. Please change it back? I just realized that this is also what probably screwed up my entry for the contest, round 3.
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pulsecat (OP)
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September 05, 2013, 02:50:08 PM Last edit: September 05, 2013, 06:46:20 PM by pulsecat |
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OK, i see what happened. The problem is caused by careless merging of the code related to real trading mode,where orders are processed asynchronously. Should be fixed by now. Sorry for confusion.
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pulsecat (OP)
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September 07, 2013, 02:47:12 AM |
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Support for Bitstamp has been added
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ironstove
Member
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Activity: 111
Merit: 10
Possibilities are limitless
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September 08, 2013, 12:25:02 AM Last edit: September 08, 2013, 02:35:00 PM by ironstove |
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Having trouble getting the RSI to calculate: The following code: value = talib.RSI startIdx: 0 endIdx: instrument.close.length-1 inReal: instrument.close optInTimePeriod: 14 result = _.last(value) debug result debug value returns null like so: 2013-09-07 15:00 null 2013-09-07 15:15 null 2013-09-07 15:30 null 2013-09-07 15:45 null 2013-09-07 16:00 null Any idea what's going on? Thanks. EDIT: Nevermind, looks like the double space matters quite a bit hahaha. Got it to work.
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StarenseN
Legendary
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Activity: 2478
Merit: 1362
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September 08, 2013, 01:23:06 AM |
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Great website !
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Tamis
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September 08, 2013, 07:17:28 PM |
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Great platform !
Congratulation on your work.
Could you add Bitfinex ?
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ironstove
Member
Offline
Activity: 111
Merit: 10
Possibilities are limitless
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September 10, 2013, 03:00:29 AM |
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Hi I'm having some problems with implementing certain functions on ta-lib When I try to apply RSI(14), the RSI value does not correspond to my RSI(14) data that I am cross checking with bitcoincharts. Same goes with the SMA, however I am having a separate problem with that as well, I am trying to calculate SMA(200) and I get 'undefined' as the returned value, however when I run SMA(100) and below, the value calculates fine, somewhere between 100 and 200, the function cannot handle calculating that many periods, I'm not sure if it is an issue with ta-lib or the cryptotrader back-end. For now, I have found a workaround by recursively calculating the SMA, but the RSI(14) value I'm not sure how to fix, maybe I am inputting the parameters incorrectly? I looked through the API but I could not find anything explaining in greater depth the relationship that the parameters have with the calculation, do you think maybe we could start a github project in order to create documentation and API guide? Here is my code for RSI(14) value = talib.RSI startIdx: 0 endIdx: instrument.close.length-1 inReal: instrument.close optInTimePeriod: 14 context.RSI = _.last(value) Not entirely sure what role the parameters play, like what would happen if I changed startIdx, endIdx (I have tried changing around the values and can't understand how it impacts calculations)? I'm not sure what inReal is/does either. Sorry, but I am strictly from an engineering background so not too familiar with terminology.
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pulsecat (OP)
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September 10, 2013, 10:08:50 AM |
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Great platform !
Congratulation on your work.
Could you add Bitfinex ?
Great website !
Thanks for feedback! We are going to add more interesting features soon. As regards support for more exchanges, it is not hard to add support of new one if they provide an API, though i couldn't find out what is Bitfinex market share? Checked here http://bitcoincharts.com/charts/volumepie/
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pulsecat (OP)
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September 10, 2013, 10:38:22 AM Last edit: September 10, 2013, 05:01:06 PM by pulsecat |
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Hi I'm having some problems with implementing certain functions on ta-lib When I try to apply RSI(14), the RSI value does not correspond to my RSI(14) data that I am cross checking with bitcoincharts. Same goes with the SMA, however I am having a separate problem with that as well, I am trying to calculate SMA(200) and I get 'undefined' as the returned value, however when I run SMA(100) and below, the value calculates fine, somewhere between 100 and 200, the function cannot handle calculating that many periods, I'm not sure if it is an issue with ta-lib or the cryptotrader back-end. For now, I have found a workaround by recursively calculating the SMA, but the RSI(14) value I'm not sure how to fix, maybe I am inputting the parameters incorrectly? I looked through the API but I could not find anything explaining in greater depth the relationship that the parameters have with the calculation, do you think maybe we could start a github project in order to create documentation and API guide? Here is my code for RSI(14) value = talib.RSI startIdx: 0 endIdx: instrument.close.length-1 inReal: instrument.close optInTimePeriod: 14 context.RSI = _.last(value) Not entirely sure what role the parameters play, like what would happen if I changed startIdx, endIdx (I have tried changing around the values and can't understand how it impacts calculations)? I'm not sure what inReal is/does either. Sorry, but I am strictly from an engineering background so not too familiar with terminology. At first glance, the code is valid. In my understanding, the difference with bitcoincharts data can be caused by using insufficient initialization data in our implementation. At this time, each "instrument" object is pre-initialized with an array of 100 market data values. While this is enough for most indicators such as EMA and probably for SMA(?), it may be not enough for some indicators. Thanks for reporting this, I'll look deeper into the issue and see what needs to be fixed.
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capoeira
Legendary
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Activity: 2413
Merit: 1003
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September 10, 2013, 06:02:43 PM |
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As regards support for more exchanges, it is not hard to add support of new one if they provide an API, though i couldn't find out what is Bitfinex market share? Checked here http://bitcoincharts.com/charts/volumepie/you wont find their market share on Bitcoincharts, actually it is part (how big?) of Bitstamps market share, as they provide margin trade over Bitstamp
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Marcus Antonius
Newbie
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Activity: 57
Merit: 0
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September 10, 2013, 06:43:30 PM |
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Love this thing. What's the default Ichimoku strategy? Gets great results on the hourly.
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capoeira
Legendary
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Activity: 2413
Merit: 1003
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September 10, 2013, 09:30:32 PM |
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I was wondering the whole time why the EMA made diferent results than I saw on the graph....Now i got it, I guess: EMA crosses trigger on the running candel? Doesn't make sense. How can I make the default EMAs script consider only CLOSED candels?
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Tamis
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September 10, 2013, 11:41:42 PM |
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As regards support for more exchanges, it is not hard to add support of new one if they provide an API, though i couldn't find out what is Bitfinex market share? Checked here http://bitcoincharts.com/charts/volumepie/Hi pulsecat, I just talked to bitfinex admin, regarding the market share it's 3000-10000 BTC per day (Bitstamp-Bitfinex combined, 1000-5000 BTC on internal trade). As for the API it's here : https://www.bitfinex.com/pages/apiIf you have any problem with the API, Raphael (the admin) which is a great guy told me to give you his mail so that he can help you out if need be. You can get in touch with him here : admin@bitfinex.comWe are quite a lot to trade there and really hope you will support bitfinex in the near future ! Take care
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pulsecat (OP)
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September 11, 2013, 01:37:44 PM Last edit: September 11, 2013, 01:51:48 PM by pulsecat |
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I was wondering the whole time why the EMA made diferent results than I saw on the graph....Now i got it, I guess: EMA crosses trigger on the running candel? Doesn't make sense. How can I make the default EMAs script consider only CLOSED candels?
Your assumption is not right. Algorithms access only candles that closed already. Hi pulsecat, I just talked to bitfinex admin, regarding the market share it's 3000-10000 BTC per day (Bitstamp-Bitfinex combined, 1000-5000 BTC on internal trade). As for the API it's here : https://www.bitfinex.com/pages/apiIf you have any problem with the API, Raphael (the admin) which is a great guy told me to give you his mail so that he can help you out if need be. You can get in touch with him here : admin@bitfinex.comWe are quite a lot to trade there and really hope you will support bitfinex in the near future ! Take care Thanks for information & contact. I think support for Bitfinex is definitely worth adding.
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