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

[Diabolicus]

Me too, as long as I got Wi-Fi on Tenerife

[safinaskar]

in!

[2dogs]

checking it out

[tabbek]

I'll throw my mess in again, whether or not I get it cleaned up at all 

[pulsecat]

Well, it seems we have enough participants to continue.

Round 3 (with updated rules) to start at 08/19 https://bitcointalk.org/index.php?topic=261086.msg2786070#msg2786070

[Diabolicus]

Guess I'll have to be the first to submit for round 3, since my flight leaves tomorrow and I won't take my notebook with me  (and typing scripts for cryptotrader.org on a cell phone is kind of a tedious task ...)
So here we go:
https://cryptotrader.org/backtests/mwpRw9xgA7qbqt8x3

The basic idea was to have a 2h 10/21 EMA cross strategy, but use 1h candles and 20/42 EMAs instead to react faster to sudden price changes.
RSI and ADX help filter out false signals.
Had a few more ideas, but couldn't bring it all together in time, maybe next round.

[pulsecat]

Guess I'll have to be the first to submit for round 3, since my flight leaves tomorrow and I won't take my notebook with me  (and typing scripts for cryptotrader.org on a cell phone is kind of a tedious task ...)
So here we go:
https://cryptotrader.org/backtests/mwpRw9xgA7qbqt8x3

The basic idea was to have a 2h 10/21 EMA cross strategy, but use 1h candles and 20/42 EMAs instead to react faster to sudden price changes.
RSI and ADX help filter out false signals.
Had a few more ideas, but couldn't bring it all together in time, maybe next round.

Thanks for submission. Hope you are having a nice trip.

Just to remind everyone - the trading period starts in less than 2 days.

[sukiho]

thanks for setting this up. will you be using a 0.55% trading fee for the reruns?

[medji]

Here we go so I don't forget:
https://cryptotrader.org/backtests/3mm5uMLajton9fCS9

[sukiho]

https://cryptotrader.org/backtests/b8p3Gocv63SG3G7CT

Ill try this one. have to say that medjis looks to be onto something

[panic]

https://cryptotrader.org/backtests/Gd9wwScnPXPExoiR2

[pulsecat]

thanks for setting this up. will you be using a 0.55% trading fee for the reruns?

Correct, all of strategies will be backtested using 0.55% fee.

Four entries submitted so far, six hours until the submission period ends.

[tabbek]

https://cryptotrader.org/backtests/qyYudoimmtTEupchJ


CCI enable with [high|low]-value ROC trigger

mostly learning how to use talib functions in coffeescript :-)


edit : damn    forgot about including a method for stop-loss lol

[marvinrouge]

https://cryptotrader.org/backtests/Zw3W6bSj8T5RFDywo

I hope it's not too late
It can be tested on 4H charts

[tabbek]

I'm enjoying seeing the variety of styles people use, both from a technical standpoint, and methodology standpoint.  Also nice being able to see real examples of specific methods in use.

[pulsecat]

Thanks everyone! The Round #3 participant list is as follows

Diabolicus
https://cryptotrader.org/backtests/mwpRw9xgA7qbqt8x3

medji
https://cryptotrader.org/backtests/3mm5uMLajton9fCS9

sukiho
https://cryptotrader.org/backtests/b8p3Gocv63SG3G7CT

panic
https://cryptotrader.org/backtests/Gd9wwScnPXPExoiR2

tabbek
https://cryptotrader.org/backtests/qyYudoimmtTEupchJ

marvinrouge
https://cryptotrader.org/backtests/Zw3W6bSj8T5RFDywo

[tabbek]

for what it's worth, the following is the same as my actual entry for the contest, but with added round debug info.

https://cryptotrader.org/traders/q75spqHf6SWTDaid9

Strategy is the same, but I found being able to step through the rounds and review what it was doing for each was enlightening.

example:
013-08-19 09:30 Trader started. Balance: 1000.00 USD
2013-08-19 09:45 ROUND ==> 1 | HOLDING: usd=1000  btc=0
2013-08-19 09:45 cciValue =13.65474704470624
2013-08-19 09:45 highRocValue = -8.403361344537785 | lowRocValue = -9.888532448760534
2013-08-19 09:45 high =118 | low =117.25 | close =117.39002
2013-08-19 09:45  @ @ hold  cci @ @
2013-08-19 09:45 *************
2013-08-19 09:45 *************
2013-08-19 10:00 ROUND ==> 2 | HOLDING: usd=1000  btc=0
2013-08-19 10:00 cciValue =9.35064812180757
2013-08-19 10:00 highRocValue = -9.075714285714298 | lowRocValue = -7.711210914329358
2013-08-19 10:00 high =117.91999 | low =117.1 | close =117.25
2013-08-19 10:00  @ @ hold  cci @ @

[pulsecat]

for what it's worth, the following is the same as my actual entry for the contest, but with added round debug info.

https://cryptotrader.org/traders/q75spqHf6SWTDaid9

Strategy is the same, but I found being able to step through the rounds and review what it was doing for each was enlightening.

example:
013-08-19 09:30 Trader started. Balance: 1000.00 USD
2013-08-19 09:45 ROUND ==> 1 | HOLDING: usd=1000  btc=0
2013-08-19 09:45 cciValue =13.65474704470624
2013-08-19 09:45 highRocValue = -8.403361344537785 | lowRocValue = -9.888532448760534
2013-08-19 09:45 high =118 | low =117.25 | close =117.39002
2013-08-19 09:45  @ @ hold  cci @ @
2013-08-19 09:45 *************
2013-08-19 09:45 *************
2013-08-19 10:00 ROUND ==> 2 | HOLDING: usd=1000  btc=0
2013-08-19 10:00 cciValue =9.35064812180757
2013-08-19 10:00 highRocValue = -9.075714285714298 | lowRocValue = -7.711210914329358
2013-08-19 10:00 high =117.91999 | low =117.1 | close =117.25
2013-08-19 10:00  @ @ hold  cci @ @

If you look at updated log, you will notice that the round counter has been reset. This happened because i restarted the trading engine after the software upgrade, so that all context data have been lost. Here's interesting problem - whether the engine should restore trader's context up on restart or not. That is not obvious to me.

[luicon]

how to use the algoritms is real life  trading ?

[pulsecat]

how to use the algoritms is real life  trading ?

The next update will add real trading feature. Meanwhile, you can run any algorithm using simulated trading account. For example, this code https://cryptotrader.org/backtests/PqS7WC4NXv6PiF3RD sends an alert to your email upon EMA crossovers when being run in the trading mode.