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TraderTimm
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July 17, 2011, 04:41:25 PM
 #41

Interesting, chodpaba.

I really have to get my charts updated. Been scrounging for daily data (already parsed from the firehose of tick-data available), but it looks like I'll have to write my own methods to do that.

As you know, I think August will be key in proving whether bitcoin will get beyond the perceived 'bubble' symmetry in the earlier run-up. Personally, I think it will.

I keep asking various people, but if anyone knows of a tabular daily historical source where I don't have to convert UTC timestamps and filter through a bazillion ticks, I'd be very thankful. And no, as far as I know bitcoincharts doesn't offer any kind of Open/High/Low/Close 'browsing' on their charts historically.

fortitudinem multis - catenum regit omnia
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dserrano5
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July 17, 2011, 05:11:02 PM
 #42

I keep asking various people, but if anyone knows of a tabular daily historical source where I don't have to convert UTC timestamps and filter through a bazillion ticks, I'd be very thankful. And no, as far as I know bitcoincharts doesn't offer any kind of Open/High/Low/Close 'browsing' on their charts historically.


It isn't hard to cook. PM me, it's off topic here.

Edit: hmm, I haven't used a proper wording here. What I have is a CSV file with daily data, not a source or a way to get daily data from somewhere. I currently download tick-by-tick data and group it by days with a small Perl script.

netrin
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July 18, 2011, 12:40:24 AM
 #43

...August will be key in proving whether bitcoin will get beyond the perceived 'bubble' symmetry in the earlier run-up. Personally, I think it will.

I keep asking various people, but if anyone knows of a tabular daily historical source where I don't have to convert UTC timestamps and filter through a bazillion ticks, I'd be very thankful. And no, as far as I know bitcoincharts doesn't offer any kind of Open/High/Low/Close 'browsing' on their charts historically.


It is easy enough to collect the daily data from BitcoinCharts. Just click on a chart, set the Time Period to '1 day', set the check box for Custom Time and then you can just scan through each day to collect open, high, low, close, and volume...

Which is how I came up with this completely unscientific wishful (helps me sleep at night) chart based on (check out the 's' and 'e' parameters) http://bitcoincharts.com/charts/chart.png?m=mtgoxUSD&c=1&t=S&s=2010-10-25&e=2011-01-15 :




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July 18, 2011, 01:13:02 AM
 #44


Which is how I came up with this completely unscientific wishful (helps me sleep at night) chart based on (check out the 's' and 'e' parameters) http://bitcoincharts.com/charts/chart.png?m=mtgoxUSD&c=1&t=S&s=2010-10-25&e=2011-01-15 :

http://genaud.net/bitcoin/201106combo.png



I'd say it's a smart point of view, IMO, i see our short-term similar to this(but not so fast and not now,patience is the key) if trend continues...
xali
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July 18, 2011, 06:00:09 AM
 #45


ah but the great difference is that it's curving down in the current graph.. so sad.. if only there was some way to curve it up (in other news have YOU bought and spent some coins yet? or at least stop selling -_-)

Smiley ;/)
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July 18, 2011, 01:34:45 PM
 #46


It is easy enough to collect the daily data from BitcoinCharts. Just click on a chart, set the Time Period to '1 day', set the check box for Custom Time and then you can just scan through each day to collect open, high, low, close, and volume...

Ah, thanks! I'll update my charts and see what is brewing. Also, I've been messing with genetic algorithms using this tool:

http://creativemachines.cornell.edu/eureqa

Allows for multiple inputs which are cut-and-pasted into an excel like spreadsheet, label the columns and assign variables - then unleash it to find mathematical relationships in the data. I've got a few models already from this, but I'm keeping a close eye on it before I publish anything. I encourage anyone working with difficulty/price to give it a go.


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Ellen Alemany
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July 19, 2011, 12:39:47 AM
 #47

Would be nice to see some backtesting, is there any?

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July 19, 2011, 01:02:54 AM
 #48


ah but the great difference is that it's curving down...

That analogy is schlock. The great difference is the week of frozen trading (Jun 19-25) whereby no data is comparable, it just bears a passing resemblance to thin trading. Frankly the time series analysis seems to change substantially every few days and so is useless. (No offense to OP, I understand what you are doing. Laypersons beware.)

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netrin
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July 19, 2011, 01:46:02 AM
 #49

That analogy is schlock. The great difference is the week of frozen trading (Jun 19-25) whereby no data is comparable, it just bears a passing resemblance to thin trading. Frankly the time series analysis seems to change substantially every few days and so is useless. (No offense to OP, I understand what you are doing. Laypersons beware.)

You mean, doubters beware. I almost lost my shirt doubting the correlation today.

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TraderTimm
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July 19, 2011, 01:47:39 AM
 #50


Too bad there is not an actual Linux version.

They do indicate you can run it under WINE, with subsequent 'listening' servers running natively in linux if you're using multiple machines.
Not sure if the python API wrapper could help, but it's there. I am a bit surprised it isn't a native linux application.

Also, interesting notes - based on some of the models I've built using this process, it indicated the prior daily bar close of 13.16 would result in a daily close for 07/18 in the 14.23 area. I was a bit skeptical seeing how that would be over a dollar to the upside, but wouldn't you know it, we're in the 14.00 area now - which puts it in the confidence band of the projection.

Interesting stuff...

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TraderTimm
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July 19, 2011, 07:15:38 AM
 #51

Thanks for the chart, chodpaba.

Ran the last daily close from 07/17 through the model:

07/18 Close 13.48 / Predicted 14.23 -5.27% degree of error

Taking the close of 13.48 through the model, it says:

07/19 12.33 (Predicted daily bar close price.)

Guess we'll see...

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TraderTimm
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July 20, 2011, 07:26:03 PM
 #52

Glad I was wrong, but now I have to go back to the drawing board.

I see on some of my charts that we are setting up for another thrust up. I can't tell you the exact timing, just the pressure is there. Back to scrutinizing the daily charts...

fortitudinem multis - catenum regit omnia
TraderTimm
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July 20, 2011, 09:22:17 PM
 #53

Glad I was wrong, but now I have to go back to the drawing board.

I see on some of my charts that we are setting up for another thrust up. I can't tell you the exact timing, just the pressure is there. Back to scrutinizing the daily charts...

Are you using oscillators by any chance? Because I have found them to be particularly unreliable in such a non-linear market...

Not directly, but there is an influence on my model that is of the SIN(x) variety. That would account for the large variation projecting forward. Think I'll stick with my indicators on the charts though, been getting better results with that, even though I can't say *when* something will happen, just what side to be on.


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Oldminer
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July 21, 2011, 11:11:09 PM
 #54

Fingers crossed  Grin

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notme
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July 21, 2011, 11:47:21 PM
 #55

Fingers crossed  Grin

We are long overdue to cross into $14-$15 territory by my accounting. But that is ok... The longer we take to build up a market imbalance the more spectacular the ensuing rally will be. I am rather hoping it does not happen too soon.

I just hope it holds off until my funds make it to Dwolla.

https://www.bitcoin.org/bitcoin.pdf
While no idea is perfect, some ideas are useful.
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notme
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July 22, 2011, 06:08:05 AM
 #56

Funds cleared.... now will the rally ignite, or will the weekend slump toward 13.4 ensue?  Looks like Saturday will be a more exciting day.

https://www.bitcoin.org/bitcoin.pdf
While no idea is perfect, some ideas are useful.
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July 22, 2011, 06:13:27 PM
 #57

what are you using to generate those predictions? im quite a noob analysing charts for the moment but i intend to get better Smiley

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netrin
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July 22, 2011, 06:47:01 PM
 #58

Code:
2011-07-22 $13.463 $13.982 | ?--.--- ?--.---
2011-07-23 $13.343 $14.282 | $13.187 $14.096
2011-07-24 $13.360 $14.767 | $13.167 $14.546
2011-07-25 $13.409 $14.980 | $13.198 $14.641
2011-07-26 ?--.--- ?--.--- | $14.035 $15.487

New information set your short term sights lower. What might have set the sites higher or the same? I'm curious how well you can fudge future data. Are your inputs the full colorful range of ticks every second, or hourly or daily ranges? Can you say that IFF we have W range tomorrow, then I see X going forward, but IFF Y tomorrow, then Z is likely over the next few days?

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netrin
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July 23, 2011, 03:36:40 AM
 #59

Thanks for your answers and for sharing your results...

What I put in this thread about this ongoing research should not be used as guidance. ... If I thought that it could be absolutely relied upon for guidance I would keep it to myself so as not to reveal my market positions. But as it is, this is just me thinking out loud about some ongoing research... Carry on.

Your models have yet to guide me toward profit, but in the last month I have lost most money in direct proportion to the my deviance from your models.

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bitcola
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July 23, 2011, 04:54:06 PM
 #60

Kudos to the OP. He called it pretty spot on from a month ago.
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