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pulsecat (OP)
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July 23, 2013, 10:25:02 AM
Last edit: February 22, 2014, 04:55:19 PM by pulsecat |
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ATC - is a competition where trading algorithms compete against each other at some period of time. The algorithm that performs better than others during the contest trading period, will earn the prize. Round #5 "Best automated strategy of 2013"12/01 - 12/31Prize: 0.5 BTC----------------------------- Rules- Any Bitcointalk user with forum registration date on or before 11/30 is eligible for pariticipation - In order to participate you need to submit a link to the algorithm created at CryptoTrader.org- All code is backtested on historical MtGox data at the trading frequency of your choice (5m,10m,15m,etc). - Each participant is allowed to submit one algorithm only- Only algorithms created before 12/01 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. - The code should not contain any references to specific date or price. - An algorithm must be profitable at the period 2013/01/01 00:00 GMT - 2014/01/01 00:00 GMT. - Until 12/01 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 2014/01/01 all participating scripts will be re-run with initial cash deposit set to 5000 USD and fee 0.5%. The author of the algorithm that performed best will be awarded with 0.5 BTC + donated coins if any. - 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! Round #5 participant list Grinny https://cryptotrader.org/backtests/AzhmEhWnxuPHSFadXZirconiumX https://cryptotrader.org/backtests/n8mxhhMcfviBjCLcoexuals https://cryptotrader.org/backtests/bQzucyJursAiv2cgFmedji https://cryptotrader.org/backtests/Wq8vb2a4LzGWeW79QKiri11 https://cryptotrader.org/backtests/mkLghthyTHuTXt3Te]sukiho https://cryptotrader.org/backtests/uKQgjtPd2XqXLjCEritod https://cryptotrader.org/backtests/69cLtTudmkebzFLG2MeatPopsicle https://cryptotrader.org/backtests/Wuz7Tgstb3XNqezjq |
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Diabolicus
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Activity: 90
Merit: 10
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July 23, 2013, 11:12:06 AM |
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Count me in :-)
May we submit more than one algorithm?
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pulsecat (OP)
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July 23, 2013, 11:20:12 AM
Last edit: August 12, 2013, 06:16:22 AM by pulsecat |
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Yes, this is allowed. Everything which is not forbidden is allowed :-)
Updated 08/12
Not alllowed for Round #3 and further rounds
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tabbek
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Activity: 116
Merit: 10
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July 24, 2013, 01:00:37 AM |
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Yay! time to 'hurry-up-n-wait' for 07/28 + a few hours so I dont derp and miss it again  |
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pulsecat (OP)
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July 25, 2013, 10:46:03 AM
Last edit: July 25, 2013, 11:03:01 AM by pulsecat |
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Such a high frequency strategy is something fresh. You are in! |
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Diabolicus
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Activity: 90
Merit: 10
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July 26, 2013, 10:20:24 AM |
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Everyone trying hard not to blink before 07/28 23:59 GMT, huh?  Here's my first entry: https://cryptotrader.org/backtests/6hHNDRtRmy5j9mAnPBasic 1hr EMA cross strategy, combined with a more or less elegant RSI implementation to filter out weak signals. There's also a rudimentary stop loss and trailing stop loss which I find quite useful. It took me a while to get the hang of this whole scripting thing (after all I'm an architect, not a programmer), so I left in a few comments and unused indicators that might be useful to others. I left in my statistics summary, too. Maybe someone else can improve the code and pulsecat can add such a statistic as a default output? Feel free to canibalize! Now let's see if MACD and MFI or CCI can be more efficient. |
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pulsecat (OP)
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July 26, 2013, 04:54:06 PM |
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Everyone trying hard not to blink before 07/28 23:59 GMT, huh? Here's my first entry: https://cryptotrader.org/backtests/6hHNDRtRmy5j9mAnPBasic 1hr EMA cross strategy, combined with a more or less elegant RSI implementation to filter out weak signals. There's also a rudimentary stop loss and trailing stop loss which I find quite useful. It took me a while to get the hang of this whole scripting thing (after all I'm an architect, not a programmer), so I left in a few comments and unused indicators that might be useful to others. I left in my statistics summary, too. Maybe someone else can improve the code and pulsecat can add such a statistic as a default output? Feel free to canibalize! Now let's see if MACD and MFI or CCI can be more efficient. A good example of how various TA-Lib indicators can be used. And i agree that reporting needs to be improved. Thanks. |
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cp1
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July 26, 2013, 10:58:09 PM |
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Do you have to sell at the end, or can your end balance be in BTC?
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medji
Newbie
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Activity: 31
Merit: 0
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July 26, 2013, 11:41:56 PM
Last edit: July 26, 2013, 11:58:23 PM by medji |
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Can you only access the price data within the testing time frame (7 days)?
It might not be enough data to bootstrap some indicators until they are reliable
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pulsecat (OP)
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July 27, 2013, 06:07:15 AM |
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Do you have to sell at the end, or can your end balance be in BTC?
You don't have to sell. Conveniently, the resulting amount of BTC will be displayed in USD. Can you only access the price data within the testing time frame (7 days)?
It might not be enough data to bootstrap some indicators until they are reliable
At the start, each algorithm is pre-initialized with 100 bars of history trading data. This should be enough for most indicators. If not, please let us know. |
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tabbek
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Activity: 116
Merit: 10
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July 28, 2013, 04:54:58 AM |
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Ok, I'll throw mine in now. Didnt have as much time as I thought to play with it  Anyway, half arsed attempt at following a really short ema slope's rate of change, and direction change. Thought process was the rate of increase / decrease would have to slow down before it switches direction. Watch for the slow-down in the rise or fall and buy/sell when the direction change happens. 30 min window. https://cryptotrader.org/backtests/dQy9CXc5CLiqadvsn |
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cp1
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July 28, 2013, 05:25:05 AM
Last edit: July 28, 2013, 05:54:59 AM by cp1 |
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medji
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Activity: 31
Merit: 0
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July 28, 2013, 09:24:29 AM |
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pulsecat (OP)
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July 28, 2013, 04:49:56 PM
Last edit: July 29, 2013, 03:39:16 AM by pulsecat |
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tabbek
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Activity: 116
Merit: 10
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July 30, 2013, 12:47:27 AM |
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lol not gonna lie one bit... I kinda feel a bit dense and ham-fisted comparing mine to the others submitted Some day I'll write decent code... some day |
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cp1
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July 30, 2013, 12:54:30 AM |
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lol not gonna lie one bit... I kinda feel a bit dense and ham-fisted comparing mine to the others submitted Some day I'll write decent code... some day If it works it works! I meant to ask earlier -- are there switch/case statements in this language? |
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pulsecat (OP)
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July 30, 2013, 09:17:30 AM |
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lol not gonna lie one bit... I kinda feel a bit dense and ham-fisted comparing mine to the others submitted Some day I'll write decent code... some day If it works it works! I meant to ask earlier -- are there switch/case statements in this language? CoffeeScript provides all of JavaScript's functionality and it has great documentation http://coffeescript.org/#switch |
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cp1
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July 30, 2013, 08:54:30 PM |
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Thanks for that link, figured out my problem. But I found a stupid error in my code! I'll just have to hope that BTC dips in the next few days.
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cp1
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July 31, 2013, 05:36:46 AM |
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Do any of the api functions calculate first and second derivative? All the talibs that I looked at had weird names.
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