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pulsecat (OP)
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July 31, 2013, 05:31:58 PM
Last edit: July 31, 2013, 05:44:12 PM by pulsecat |
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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.
Well, I'm not an expert in Ta-lib, so i can't really help. These links might be useful http://tadoc.org/http://www.ta-lib.org/d_api/d_api.html |
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dexX7
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Activity: 1106
Merit: 1040
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July 31, 2013, 05:43:59 PM |
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So this ended already? Will there be a round 3? Very interesting..  How is cheating defined? Over optimization which essentially would mirror the historical price movement or something? |
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cp1
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July 31, 2013, 05:59:12 PM |
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So this ended already? Will there be a round 3? Very interesting.. How is cheating defined? Over optimization which essentially would mirror the historical price movement or something? He runs it on data that came out after you submitted your algorithm. |
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1Pakis
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August 01, 2013, 06:08:19 AM |
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One more clarification because it makes some deference to my algorithm to when it starts.
Is it 07/29 00:00 GMT as in BST or 07/29 00:00 GMT as in UTC?
Why nobody gives times in UTC in this forum?
Every body gives times in their local timezone which causes grade confusion now that is summer in the northern hemisphere.
Try to stick with UTC next time.
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Tips are welcome at this address 18DVZkpSwmejPjekX3QMKvRRtR8Bfx65LN.
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pulsecat (OP)
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August 01, 2013, 03:37:24 PM |
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cp1
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August 01, 2013, 03:39:10 PM |
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Looks like buy and hold is going to win unless there's a downward dip.
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pulsecat (OP)
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August 01, 2013, 03:50:21 PM |
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The market is unpredictable, so who knows.
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AstroBoy
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August 02, 2013, 10:27:17 AM |
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The market is unpredictable, so who knows.
True, but I bet you it will take a downward dip in less then 7 days. You can't time the market, I know this, but I just have a feeling. I hope it is sooner though and gets captured in this contest. I'd like to start running an algo soon, this has been really informative. Cheers! |
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Diabolicus
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August 02, 2013, 01:58:55 PM |
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I mixed up previous_price with buy_price, so the trailing stop loss isn't really trailing :-/ ah well ... next time
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genydeny
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August 04, 2013, 08:27:52 AM |
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Hi to all,this is a great contest! As you can see, all of the above strategies behave incorrectly when there is a flat trend, which was established on August 2th. Apparently, they may be improved by filtration (to reduce the number of losing trades). Any thoughts? |
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Diabolicus
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August 05, 2013, 06:52:02 AM |
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Buy & Hold did it again, I presume?
Give us round 3 before my vacation :-)
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genydeny
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August 05, 2013, 07:18:54 AM |
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Diabolicus
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August 05, 2013, 09:19:26 AM |
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A single algorithm per participant would be wise, otherwise people might just submit two completely different solutions, one for bear markets and one for bull (only laziness stopped me from doing so last time). However that would also require the contest being limited to already registered forum members only (as of today), to prevent people from cheating by registering new accounts.
With 4 weeks trading period we should definitely see a winner next time.
Additional rule suggestion:
- winning algorithm must not only outperform Buy & Hold, but also Not-Buy-At-All, i.e. the result must exceed the initial 1000$. (I think a strategy should not win if it doesn't increase the value. Just losing less than B&H is simply not enough imo.)
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itod
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Activity: 1988
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Honey badger just does not care
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August 05, 2013, 10:50:52 AM |
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However that would also require the contest being limited to already registered forum members only (as of today), to prevent people from cheating by registering new accounts. Hey, give me a chance to register, I didn't already cause I thought you guys are going to nail it, who new you wont succeed and there will be a third round? Thanks. Edit: Registered. |
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itod
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Activity: 1988
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Honey badger just does not care
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August 05, 2013, 10:57:45 AM |
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May I also ask for a few days (or a week) to study previous rounds algorithms and why they failed?
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pulsecat (OP)
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August 05, 2013, 03:14:22 PM |
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A single algorithm per participant would be wise, otherwise people might just submit two completely different solutions, one for bear markets and one for bull (only laziness stopped me from doing so last time). However that would also require the contest being limited to already registered forum members only (as of today), to prevent people from cheating by registering new accounts.
With 4 weeks trading period we should definitely see a winner next time.
Additional rule suggestion:
- winning algorithm must not only outperform Buy & Hold, but also Not-Buy-At-All, i.e. the result must exceed the initial 1000$. (I think a strategy should not win if it doesn't increase the value. Just losing less than B&H is simply not enough imo.)
These are all worthy suggestions. Thanks! May I also ask for a few days (or a week) to study previous rounds algorithms and why they failed?
Don't worry, before a trading period begins, each participant will have a few days for developing his strategy. |
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safinaskar
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August 10, 2013, 10:58:34 AM |
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Please run round #3!
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pulsecat (OP)
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August 10, 2013, 02:40:17 PM |
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First i need to make sure we will have enough entries to start.
Who is in round 3?
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cp1
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August 10, 2013, 04:15:46 PM |
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In!
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