Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies

[pulsecat]

Can you give us start/end dates for Round #2 & Round #3? It was in the opening post, but now is overwritten with Round #4 info. Need it to simulate how would new algorithms do in previous competition rounds.

As per this thread:

Round #2 07/29 08/5

Round #3 08/19 09/19

Hope this will help.

So far, we have two entries for Round 4

ZirconiumX https://cryptotrader.org/backtests/NQckFniuZqZZJbrWX
cp1 https://cryptotrader.org/backtests/Z9tdtS6A3Er5aCCHY

[tabbek]

I'll throw this mess into the pile of fun 

https://cryptotrader.org/backtests/etFTmediwTGYDBfed

[Grinny]

I'm in with this one:
https://cryptotrader.org/backtests/yjNjgwmXQn7Seju4q

[ZirconiumX]

I'm in with this one:
https://cryptotrader.org/backtests/yjNjgwmXQn7Seju4q

Interesting...

You factor much more time in than I do, and are asymmetric regarding buy/sell thresholds.

I ran the four current participants on the same set of data (beginning of 2013 to today):

ZirconiumX https://cryptotrader.org/backtests/pkpgHZRfDxnHwdda4 $17063.06 (+$16063.06)
Grinny https://cryptotrader.org/backtests/PXF3xF2cw7Rezr6pw $3075.33 (+$2075.33)
tabbek https://cryptotrader.org/backtests/XiPyRZuw74ZXQYZfs $691.54 (-$308.54)
cp1 https://cryptotrader.org/backtests/KoRrGLTDxNdncEhGs $4642.97 (+$3642.97)

For the sake of example:

EMA 10/21 https://cryptotrader.org/backtests/vhw2QxygqabPyiTYZ $13891.22 (+$12891.22)
Ichimoku strategy https://cryptotrader.org/backtests/HBguXMiAoQNcyjn6D $5495.94 (+$4495.94)
Rebalancing portfolio https://cryptotrader.org/backtests/LhSgaxfFWeCMXvJLp $2114.15 (+$1114.15)
Buy 'n' Hold https://cryptotrader.org/backtests/svRNEwWhXbufrFdm8 $9522.86 (+$8522.86)
187 Algorithm https://cryptotrader.org/backtests/j2nYQyEWF8rijGvFu $3978.62 (+$2978.62)

Based on this data, we can say:

• Things are not looking up for tabbek.
• Given enough time, BnH can be beaten by EMA.
• I have definitely optimised my code for this dataset.

Matthew:out

[cp1]

• Given enough time, BnH can be beaten by EMA.
• I have definitely optimised my code for this dataset.

The contest is only run over a short term period.  I thought it was still 2 weeks, but it's a month now.  But still short term.

[jago25_98]

Is the ZirconiumX one a typo? How come so much better? Is this something that's a good bet to try running live?

[cp1]

Is the ZirconiumX one a typo? How come so much better? Is this something that's a good bet to try running live?

It's good to go back in time and use Jan. 1

[tabbek]

ZirconiumX https://cryptotrader.org/backtests/pkpgHZRfDxnHwdda4 $17063.06 (+$16063.06)
Grinny https://cryptotrader.org/backtests/PXF3xF2cw7Rezr6pw $3075.33 (+$2075.33)
tabbek https://cryptotrader.org/backtests/XiPyRZuw74ZXQYZfs $691.54 (-$308.54)
cp1 https://cryptotrader.org/backtests/KoRrGLTDxNdncEhGs $4642.97 (+$3642.97)

....

Based on this data, we can say:

• Things are not looking up for tabbek.
• Given enough time, BnH can be beaten by EMA.
• I have definitely optimised my code for this dataset.

Matthew:out

Well, one reason mine isnt doing well is that it was not intended to be running on a 4 hour time scale.  I had it running on 15 minutes specifically.

[sukiho]

ZirconiumX https://cryptotrader.org/backtests/pkpgHZRfDxnHwdda4 $17063.06 (+$16063.06)
Grinny https://cryptotrader.org/backtests/PXF3xF2cw7Rezr6pw $3075.33 (+$2075.33)
tabbek https://cryptotrader.org/backtests/XiPyRZuw74ZXQYZfs $691.54 (-$308.54)
cp1 https://cryptotrader.org/backtests/KoRrGLTDxNdncEhGs $4642.97 (+$3642.97)

....

Based on this data, we can say:

• Things are not looking up for tabbek.
• Given enough time, BnH can be beaten by EMA.
• I have definitely optimised my code for this dataset.

Matthew:out

Well, one reason mine isnt doing well is that it was not intended to be running on a 4 hour time scale.  I had it running on 15 minutes specifically.

the other two are set up for 1 hour time scales as well so those results arent really valid

[ZirconiumX]

Is the ZirconiumX one a typo? How come so much better? Is this something that's a good bet to try running live?

Some minor tuning, that's all.

Matthew:out

[pulsecat]

Just to remind: 15 hours until Round #4 starts. Anyone can still join in!

[Grinny]

All code is backtested on historical Bitstamp data at the trading frequency of your choice (5m,10m,15m,etc).

Erhhh...I just clicked on my bookmark and the preset shows me a period of 4h - but this algorithm was design for 1h - how can i change and save this???

[sukiho]

All code is backtested on historical Bitstamp data at the trading frequency of your choice (5m,10m,15m,etc).

Erhhh...I just clicked on my bookmark and the preset shows me a period of 4h - but this algorithm was design for 1h - how can i change and save this???

shows 1 hour when I click on your entry, I think you are ok

[sukiho]

I'll try this one

https://cryptotrader.org/backtests/oxMSRvfR6e7q8Sdcq

[Grinny]

All code is backtested on historical Bitstamp data at the trading frequency of your choice (5m,10m,15m,etc).

Erhhh...I just clicked on my bookmark and the preset shows me a period of 4h - but this algorithm was design for 1h - how can i change and save this???

shows 1 hour when I click on your entry, I think you are ok

thanks! shows 4h for me, but maybe it's because i have no ct account..(yet) or some cookie issue. nvm.
good luck

[pulsecat]

Erhhh...I just clicked on my bookmark and the preset shows me a period of 4h - but this algorithm was design for 1h - how can i change and save this???

You don't need to. Your original post https://bitcointalk.org/index.php?topic=261086.msg3314358#msg3314358 with trading period set to 1h. Once completed a backtest never changes.

[Diabolicus]

https://cryptotrader.org/backtests/dR9XrbryXZZkRd7SC

Here is my entry. Originally I had something much more sophisticated in mind, but I couldn't eliminate all the bugs in time, so this is kind of a replacement.

[itod]

https://cryptotrader.org/backtests/T7P9xTKj3JS95yKbY

I'll try this in the contest. Good luck to everyone.

[medji]

Same old one, lets see how it does this round.
https://cryptotrader.org/backtests/3mm5uMLajton9fCS9

[pulsecat]

Thanks to everyone, we have 8 entries for 4th Round:

ZirconiumX https://cryptotrader.org/backtests/NQckFniuZqZZJbrWX
cp1 https://cryptotrader.org/backtests/Z9tdtS6A3Er5aCCHY
tabbek https://cryptotrader.org/backtests/etFTmediwTGYDBfed
Grinny https://cryptotrader.org/backtests/yjNjgwmXQn7Seju4q
sukiho https://cryptotrader.org/backtests/oxMSRvfR6e7q8Sdcq
Diabolicus https://cryptotrader.org/backtests/dR9XrbryXZZkRd7SC
itod https://cryptotrader.org/backtests/T7P9xTKj3JS95yKbY
mejdi https://cryptotrader.org/backtests/3mm5uMLajton9fCS9