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I HATE TABLES I HATE TABLES I HA(╯°□°）╯︵ ┻━┻ TABLES I HATE TABLES I HATE TABLES
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itod
Legendary
 Offline
Activity: 1974
Merit: 1076
^ Will code for Bitcoins
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September 19, 2013, 12:01:46 PM |
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Though Buy'n'Hold wins over all again, remember that Buy'n'Hold won't save you from market crash and there are lots of more profitable strategies than those that took part in this competition.
Bad news for Round #3 contestants, but I'm sure everyone can't wait for Round #4! Even lazy ones like myself who were late last time, hope to make it for the next round! |
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Stinky_Pete
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September 19, 2013, 03:14:36 PM |
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Would it be possible to run these strategies on historic data, such as starting Jan 1 2012? There's a background of steady climb so buy-and-hold will continue to be a good strategy, but also wild fluctuations in the summer months which might show if some of the other strategies out-perform buy-and-hold.
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sukiho
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September 19, 2013, 05:29:11 PM |
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thats interesting to see, but how do you do it? I get a too much data message if I try myself
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Stinky_Pete
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September 19, 2013, 06:50:14 PM |
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Thanks for doing that - now I just have to work out how marvinrouge does it!  |
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tabbek
Member
Offline
Activity: 116
Merit: 10
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September 21, 2013, 01:17:31 AM |
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lol ouch  |
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pulsecat (OP)
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September 22, 2013, 10:40:55 AM
Last edit: September 22, 2013, 01:08:10 PM by pulsecat |
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thats interesting to see, but how do you do it? I get a too much data message if I try myself
I've used admin command line tool, that allows to run batch of simulations at once. Later the tool will be possibly integrated into the web, meanwhile another tool for automated trading is available at Github: https://github.com/pulsecat/cryptrade. |
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1Pakis
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September 23, 2013, 07:21:44 AM |
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Can you explain why if you apply the same algorithm for the same time period to bitstamp the results are completely opposite? https://cryptotrader.org/backtests/iALkrpS9HpDXMLTxvBalance: 0.421 BTC (53.53 USD) |
Tips are welcome at this address 18DVZkpSwmejPjekX3QMKvRRtR8Bfx65LN.
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cp1
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September 23, 2013, 07:44:47 AM |
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The bitstamp data seems to only be integers. Early on this makes a huge difference because there are a lot of bad trades where the algorithm sells lower than it buys. On the Mtgox data there are 2 decimals, so trades go like buy at 5.52 sell at 5.48, which is a loss, but not a big deal. But the bitstamp data is rounded to integers, so it goes buy at 6, sell at 5, which is a 16% loss. After 10 or so of these trades the Mtgox data is down by 10% but the bitstamp is down by 90% due to the rounding errors. Then the bitstamp is crippled and can't make very much money during the big april bubble. |
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Diabolicus
Member
Offline
Activity: 90
Merit: 10
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September 23, 2013, 07:49:39 AM |
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Interesting find, might have something to do with bitstamp data missing all decimal places? Prices seem to be integer only .. |
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pulsecat (OP)
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September 23, 2013, 08:12:33 AM
Last edit: September 23, 2013, 08:25:08 AM by pulsecat |
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Right, wrong rounding made Bitstamp much less volatile. Should be fixed, once the import script completes its work.
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Diabolicus
Member
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Activity: 90
Merit: 10
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September 26, 2013, 06:44:11 AM |
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Will there be a 4th round?
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pulsecat (OP)
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September 27, 2013, 12:32:59 PM |
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Will there be a 4th round?
Before we start, i want to make sure we have at least 5 participants. Who is in? |
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capoeira
Legendary
Offline
Activity: 2388
Merit: 1003
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September 27, 2013, 12:34:58 PM |
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Will there be a 4th round?
Before we start, i want to make sure we have at least 5 participants. Who is in? I want to join (1st time) |
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itod
Legendary
Offline
Activity: 1974
Merit: 1076
^ Will code for Bitcoins
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September 27, 2013, 12:49:05 PM |
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I'm in also.
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IncreaseMyT
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September 27, 2013, 05:32:04 PM |
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Someone teach me how to run that thing!  Seriously |
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tabbek
Member
Offline
Activity: 116
Merit: 10
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September 27, 2013, 09:42:15 PM |
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im in again.
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cp1
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September 28, 2013, 12:22:16 AM |
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I'll be in, I had some personal stuff come up last time.
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