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Author Topic: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies  (Read 50176 times)
pulsecat (OP)
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December 01, 2013, 07:04:11 AM
 #221

Thanks to everyone. Below are entries for Round #5:

Grinny https://cryptotrader.org/backtests/AzhmEhWnxuPHSFadX
ZirconiumX https://cryptotrader.org/backtests/n8mxhhMcfviBjCLco
exuals https://cryptotrader.org/backtests/bQzucyJursAiv2cgF
medji https://cryptotrader.org/backtests/Wq8vb2a4LzGWeW79Q
Kiri11 https://cryptotrader.org/backtests/mkLghthyTHuTXt3Te
]sukiho https://cryptotrader.org/backtests/uKQgjtPd2XqXLjCEr
itod https://cryptotrader.org/backtests/69cLtTudmkebzFLG2
MeatPopsicle https://cryptotrader.org/backtests/Wuz7Tgstb3XNqezjq

CryptoTrader.org - Cloud-based Automated Trading on Bitstamp/BTC-E/CEX.IO/Bitfinex/Kraken | Discussion topic at Bitcointalk.org | Automated Trading Contest (Prize 2 BTC)
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Mavi
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December 01, 2013, 09:56:20 AM
 #222


Kiri11's algorithm starts with $5k.
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December 01, 2013, 08:29:54 PM
 #223

Kiri11's algorithm starts with $5k.

It doesn't matter because all should start with $5k, pulsecat overrides all settings someone inputs with defaults while testing. We will probably soon see first run and results with official settings for all algorithms.
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December 03, 2013, 02:03:50 PM
 #224

Hey guys,

Not part of the contest.....and not possible in real because so much bitcoins don't exist...but some crazy profit on a 6 day trading for an EMA based strategy.....check it out, also, it just takes the ideal situations....wont be possible in any case...even a little bit of profit of this amount is not possible because of the amount of noise present and trouble created by other bots....have fun. Wish I could code... too much of a hassle

https://cryptotrader.org/backtests/9JAtfub6bhXCdoGsZ

Strategy started with 1 BTC and in 6 days ended with 1472660896026965 BTC (hehe)

@pulsecat, you should also create a fun contest for a strategy which makes more than the amount of bitcoins that will ever be in existence.just for kicks.....

pulsecat (OP)
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December 03, 2013, 02:26:00 PM
Last edit: December 03, 2013, 06:07:31 PM by pulsecat
 #225

The results as of the time the round started (2013/12/01)

ZirconiumX http://cryptotrader.org/backtests/KPG7MhNgoW2mTP5jW
Balance: 278.9431 BTC (336683.72 USD)

exuals http://cryptotrader.org/backtests/GrsE1HUP3k3nXXPtw
Balance: 376.5809 BTC (454532.35 USD)

itod http://cryptotrader.org/backtests/MVfpYtmnfyzaT8pYc
Balance: 798.5389 BTC (963834.87 USD)

sukiho http://cryptotrader.org/backtests/sZuZkKBQrVRw1goDi
Balance: 761.1501 BTC (918706.62 USD)

Kiri11 http://cryptotrader.org/backtests/UEfWN2BdF9JjYci2v
Balance: 657.2378 BTC (793284.65 USD)

medji http://cryptotrader.org/backtests/RKOLk1uXZyZ9vUcP9
Balance: 847.0256 BTC (1022358.16 USD)

MeatPopsicle http://cryptotrader.org/backtests/LZeJUwUW0V8aF6xZQ
Balance: 160.6200 BTC (193867.99 USD)

Grinny http://cryptotrader.org/backtests/Z83tRiC4ytsSpMnW5
Balance: 339.4970 BTC (409772.20 USD)

Buy'n'Hold http://cryptotrader.org/backtests/IpdZqmNlsA41gMOpW
Balance: 368.0604 BTC (444248.19 USD)




..and after the latest deep dip

exuals http://cryptotrader.org/backtests/Z0cvfGt7xG0r2hWPq
Balance: 376.5809 BTC (418004.76 USD)

ZirconiumX http://cryptotrader.org/backtests/XdfusBHmsrxc6WsaO
Balance: 278.9431 BTC (309626.80 USD)

itod http://cryptotrader.org/backtests/Y4haCyeI0yFCwvNVR
Balance: 798.5389 BTC (886378.19 USD)

sukiho http://cryptotrader.org/backtests/ziQiVYCzN0yB7VKQ6
Balance: 756.1135 BTC (839286.01 USD)

Kiri11 http://cryptotrader.org/backtests/vO9vg5qhZk4AhM7fU
Balance: 657.2378 BTC (729533.91 USD)

medji http://cryptotrader.org/backtests/eEBEPQgl4ktJQz26o
Balance: 907.2280 BTC (1007023.09 USD)

MeatPopsicle http://cryptotrader.org/backtests/Sv7QQ5tyyAIz7AQWs
Balance: 184432.64 USD

Grinny http://cryptotrader.org/backtests/ixz0QCmVnIJNW1Aev
Balance: 324.8462 BTC (360579.24 USD)

Buy'n'Hold http://cryptotrader.org/backtests/tf1c8s1Jf8TwBtrl8
Balance: 368.0604 BTC (408547.07 USD)

Note that Ichimoku strategy earned $1,000,000 out of $5,000 in less than 1 year!

CryptoTrader.org - Cloud-based Automated Trading on Bitstamp/BTC-E/CEX.IO/Bitfinex/Kraken | Discussion topic at Bitcointalk.org | Automated Trading Contest (Prize 2 BTC)
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December 03, 2013, 02:38:44 PM
Last edit: December 03, 2013, 08:27:12 PM by pulsecat
 #226

Hey guys,

Not part of the contest.....and not possible in real because so much bitcoins don't exist...but some crazy profit on a 6 day trading for an EMA based strategy.....check it out, also, it just takes the ideal situations....wont be possible in any case...even a little bit of profit of this amount is not possible because of the amount of noise present and trouble created by other bots....have fun. Wish I could code... too much of a hassle

https://cryptotrader.org/backtests/9JAtfub6bhXCdoGsZ

Strategy started with 1 BTC and in 6 days ended with 1472660896026965 BTC (hehe)

@pulsecat, you should also create a fun contest for a strategy which makes more than the amount of bitcoins that will ever be in existence.just for kicks.....



Obviously the main reason why this strategy does not work is a lack of volume on CEX.IO these days.

CryptoTrader.org - Cloud-based Automated Trading on Bitstamp/BTC-E/CEX.IO/Bitfinex/Kraken | Discussion topic at Bitcointalk.org | Automated Trading Contest (Prize 2 BTC)
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December 04, 2013, 01:56:58 AM
 #227

Nice.
If someone gets to profit or learned something interesting from my entries be sure to send me a tip  Wink
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December 04, 2013, 12:06:39 PM
 #228

What is a real surprise for me revealed from round#5 is that there are 3 totally different strategies (Ichimoku, MFI/RSI, EMA) which successfully beat Buy&Hold by 50%-100% in the long range. Probably there are even more of them. I honestly didn't expect these strategies to be so successful.
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December 07, 2013, 07:24:37 PM
 #229

It's been an interesting few days. Let see how our algorithms handled the price drop:

itod http://cryptotrader.org/backtests/JbV1Z3DvOTLsBaD8L
Balance: 798.5389 BTC (608510.61 USD)

exuals http://cryptotrader.org/backtests/lXTZ55TiHhNHLKCOj
Balance: 376.5809 BTC (286965.92 USD)

ZirconiumX http://cryptotrader.org/backtests/Mdv0MepJBn7T6wegN
Balance: 278.9431 BTC (212562.98 USD)

sukiho http://cryptotrader.org/backtests/d9BNAF6lYFVFjacRp
Balance: 744435.35 USD

Kiri11 http://cryptotrader.org/backtests/JHoAOKKBzOtXCnI8M
Balance: 619634.55 USD

MeatPopsicle http://cryptotrader.org/backtests/HmA3kvU3hgkZOsuSA
Balance: 158152.04 USD

medji http://cryptotrader.org/backtests/RNwnrST4IliQikeam
Balance: 854899.01 USD

Grinny http://cryptotrader.org/backtests/qgnS7PV6PpBtuobbk
Balance: 310137.13 USD

Buy'n'Hold http://cryptotrader.org/backtests/G2xosoIhT0Rz907uV
Balance: 368.0604 BTC (276118.93 USD)

CryptoTrader.org - Cloud-based Automated Trading on Bitstamp/BTC-E/CEX.IO/Bitfinex/Kraken | Discussion topic at Bitcointalk.org | Automated Trading Contest (Prize 2 BTC)
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December 07, 2013, 07:28:57 PM
 #230

medji lost $150,000 in a week. shame, i was kinda like it Cheesy
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December 07, 2013, 07:41:02 PM
 #231

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32% 

CryptoTrader.org - Cloud-based Automated Trading on Bitstamp/BTC-E/CEX.IO/Bitfinex/Kraken | Discussion topic at Bitcointalk.org | Automated Trading Contest (Prize 2 BTC)
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December 07, 2013, 08:26:10 PM
 #232

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32% 

B&H was already lost the game Cheesy These algorithms are good in long term but useless in short term. I need passive income, monthly   Smiley
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December 07, 2013, 09:12:49 PM
 #233

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32% 

B&H was already lost the game Cheesy These algorithms are good in long term but useless in short term. I need passive income, monthly   Smiley

Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs.

If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time.
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December 07, 2013, 10:43:57 PM
 #234

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32% 

B&H was already lost the game Cheesy These algorithms are good in long term but useless in short term. I need passive income, monthly   Smiley

Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs.

If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time.

I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty Smiley
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December 07, 2013, 11:29:33 PM
 #235

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32%  

B&H was already lost the game Cheesy These algorithms are good in long term but useless in short term. I need passive income, monthly   Smiley

Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs.

If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time.

I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty Smiley

You got me wrong. Probably nobody has a "super-algorithm", but given enough time many developers may produce some very good ones. Developers don't have few weeks or a month free to experiment and try new things, but given attractive bounty some may decide to devote the time to it. And public contest is an excellent way to test the results.
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December 08, 2013, 07:14:35 PM
 #236

To those who can code strategies:

http://coffeescriptcookbook.com/chapters/math/fast-fibonacci

Most of the work for a fib retracement strategy is already done.  If we had a way to trade off the fib in an automated manner, we'd make the right choice *almost* every time.
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December 10, 2013, 04:44:58 PM
Last edit: December 10, 2013, 04:56:21 PM by kugutsumen
 #237

Just got my posting rights and this was meant to be a reply to this thread.

Kugutsumen IIa
Buy the rumor, sell the news... Survive and profit on rocky roads :welp:

This Ichimoku algo seems to perform really well now that bitcoin has hit the mainstream:

Code:
2013-12-01 12:00 Simulation started. Balance: 5000.00 USD 
2013-12-09 22:00 Simulation completed. Balance: 7.7367 BTC (7100.01 USD)

2013-11-01 12:00 Simulation started. Balance: 5000.00 USD
2013-12-09 22:00 Simulation completed. Balance: 41.4457 BTC (38034.69 USD)

2013-10-01 12:00 Simulation started. Balance: 5000.00 USD
2013-12-09 22:00 Simulation completed. Balance: 60.1737 BTC (55221.38 USD)

This is probably too late for round 5 of Pulsecat's contest:

"Kugutsumen I" beats Medji R5 entry (sent a link to Pulsecat who can confirm)


Kugu 939K — Medji 907K | Before the dip [2013-12-03 16:00]

Code:
2013-01-01 00:00 Simulation started. Balance: 5000.00 USD
Medji 2013-12-03 16:00 Simulation completed. Balance: 907.2280 BTC (1007023.09 USD)
Kugu 2013-12-03 16:00 Simulation completed. Balance: 939.4086 BTC (1042743.57 USD)

Kugu 978K — Medji 854K | After the dip [2013-12-07 18:00]

Code:
Medji 2013-12-07 18:00 Simulation completed. Balance: 854899.01 USD
Kugu 2013-12-07 18:00 Simulation completed. Balance: 978145.93 USD


Kugu 1.3M — Medji 1.14M [2013-12-09 22:00]

Code:
Medji 2013-12-09 22:00 Simulation completed. Balance: 1245.3286 BTC (1142838.07 USD)
Kugu 2013-12-09 22:00 Simulation completed. Balance: 1424.8620 BTC (1307595.88 USD)

Please keep in mind that this is a quick hack, I am completely new to this... I read up on Ichimoku and I fixed a bug in Medji's code and used different parameters.

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December 10, 2013, 04:57:01 PM
 #238

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32%  

B&H was already lost the game Cheesy These algorithms are good in long term but useless in short term. I need passive income, monthly   Smiley

Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs.

If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time.

I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty Smiley

You got me wrong. Probably nobody has a "super-algorithm", but given enough time many developers may produce some very good ones. Developers don't have few weeks or a month free to experiment and try new things, but given attractive bounty some may decide to devote the time to it. And public contest is an excellent way to test the results.

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32%  

B&H was already lost the game Cheesy These algorithms are good in long term but useless in short term. I need passive income, monthly   Smiley

Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs.

If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time.

I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty Smiley

You got me wrong. Probably nobody has a "super-algorithm", but given enough time many developers may produce some very good ones. Developers don't have few weeks or a month free to experiment and try new things, but given attractive bounty some may decide to devote the time to it. And public contest is an excellent way to test the results.

Round 4 was about short term strategy... I just played a bit with round 4 but:

2013/10/14 1:00 AM til 2013/11/10 4:00 PM:

Code:
Itod 2385.80 USD
K IIc 2313.52 USD
Griny 2193.82 USD
K I 2067.61 USD
K IIa 1904.63 USD

However if you kept these running from 2013-10-14 1AM to 2013-12-09 22:00:

Code:
K IIa  11.1264 BTC (10210.70 USD)
K IIc  9.9756 BTC (9154.58 USD)
Medji R5 8 .9082 BTC (8175.08 USD)
Grinny (5607.27 USD)
Itod 6.7131 BTC (5793.42 USD)
Medji R4 5.3164 BTC (4689.17 USD)
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December 10, 2013, 11:25:28 PM
 #239

I read up on Ichimoku and I fixed a bug in Medji's code and used different parameters.

kugutsumen, your posts are confusing since it is not clear what are you talking about.

If you backtested algorithms from this round on previous rounds - that's cool, and presenting results in clear manner would be appreciated.

If you are bragging about some mysterious algorithm of yours which beats everything by a mile, but you don't want to post it - "No comment" on that, when you have some proof we can talk about it.

If you are claiming there's a bug in Ichimoku example in Backtest->Featured part of the site, which are there for everyone to use, and you don't want to point which bug is it - that's really lame. Don't do such a thing.
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December 11, 2013, 08:50:04 AM
Last edit: December 11, 2013, 09:09:24 AM by kugutsumen
 #240

I read up on Ichimoku and I fixed a bug in Medji's code and used different parameters.

kugutsumen, your posts are confusing since it is not clear what are you talking about.

If you backtested algorithms from this round on previous rounds - that's cool, and presenting results in clear manner would be appreciated.

I thought it was clear: I replied to a recent post about round 4 and short term trading. I showed that it was possible to profit on the short term with or without crash, compared my results as well as medji r5 version to the R4 results.

If you are bragging about some mysterious algorithm of yours which beats everything by a mile, but you don't want to post it - "No comment" on that, when you have some proof we can talk about it.

Again I was really clear. It isn't a mysterious algo, it is a modified version of the Ichimoku example that Medji is also using.

Quote from: kugutsumen
Please keep in mind that this is a quick hack, I am completely new to this... I read up on Ichimoku and I fixed a bug in Medji's code and used different parameters.

I have sent a copy to Pulsecat as proof:

Quote from: Alex
I have to say the results of your backtest are exciting. Though the round has already started, I would love to have you participate next round.


If you are claiming there's a bug in Ichimoku example in Backtest->Featured part of the site, which are there for everyone to use, and you don't want to point which bug is it - that's really lame. Don't do such a thing.

I think that the Ichimoku example has a small bug in it but that is based on my initial reading of the docs at ichimokutrader.com. I'll probably share my fix when round 6 opens. It will give me time to research my theory further, I don't see how this is lame.
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