As the popularity of our
Backtesting platform grows (~650 backtest sessions ran over last two days), an idea of trading contest came into my mind:
In brief, every participant should create a trading algorithm at Cryptotrader.org that will trade better than others over the period of the next week.
Round 1Rules- All code is backtested on historical MtGox data at the trading frequency of your choice (1m,10m,15m,etc).
- Only algorithms created before 07/15 00:00 GMT are eligible for participation.
- Any Cryptotrader API functionality can be used. The documentation is available under the "Help" tab at the website.
- An algorithm must be profitable at the period 07/15 00:00 GMT - 07/22 00:00 GMT. Also it must be more profitable than buy-and-hold strategy.
- Until 07/15 00:00 GMT participants post links to their backtest results (link should look like: cryptotrader.org/backtests/<session-id>) to this thread so that the winner can be further determined. At 07/22 all participating scripts will be re-run with initial cash deposit set to 1000 USD. The author of the algorithm that performed best will be awarded with
1 BTC.
- Any kind of cheating is against the rules.
Feel free to ask any questions here. If you want to report a problem, please don't forget to provide link to the backtest session you used.
Have fun!