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Author Topic: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies  (Read 50214 times)
Diabolicus
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August 10, 2013, 07:56:25 PM
 #41

Me too, as long as I got Wi-Fi on Tenerife
safinaskar
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August 11, 2013, 06:16:48 AM
 #42

in!
2dogs
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August 11, 2013, 05:18:00 PM
 #43

checking it out
tabbek
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August 11, 2013, 11:25:34 PM
 #44

I'll throw my mess in again, whether or not I get it cleaned up at all  Roll Eyes
pulsecat (OP)
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August 12, 2013, 05:31:24 AM
Last edit: August 12, 2013, 05:42:05 AM by pulsecat
 #45

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

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)
Diabolicus
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August 13, 2013, 06:02:42 PM
 #46

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 (OP)
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August 17, 2013, 08:43:53 AM
 #47

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.


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)
sukiho
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August 17, 2013, 09:02:26 PM
 #48

thanks for setting this up. will you be using a 0.55% trading fee for the reruns?
medji
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August 18, 2013, 01:14:15 AM
 #49

Here we go so I don't forget:
https://cryptotrader.org/backtests/3mm5uMLajton9fCS9
sukiho
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August 18, 2013, 05:07:41 AM
 #50

https://cryptotrader.org/backtests/b8p3Gocv63SG3G7CT

Ill try this one. have to say that medjis looks to be onto something
panic
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August 18, 2013, 01:53:27 PM
 #51

https://cryptotrader.org/backtests/Gd9wwScnPXPExoiR2


...too much panic and too little reason
pulsecat (OP)
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August 18, 2013, 06:04:06 PM
 #52

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.

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)
tabbek
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August 18, 2013, 11:54:52 PM
 #53

https://cryptotrader.org/backtests/qyYudoimmtTEupchJ


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

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


edit : damn  Angry  forgot about including a method for stop-loss lol
marvinrouge
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August 19, 2013, 12:13:52 AM
 #54

https://cryptotrader.org/backtests/Zw3W6bSj8T5RFDywo

I hope it's not too late Lips sealed
It can be tested on 4H charts
tabbek
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August 19, 2013, 01:09:43 AM
 #55

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 (OP)
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August 19, 2013, 05:31:53 AM
 #56

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



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)
tabbek
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August 20, 2013, 11:22:58 PM
 #57

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 (OP)
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August 21, 2013, 04:58:13 PM
Last edit: August 21, 2013, 06:21:23 PM by pulsecat
 #58

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.

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)
luicon
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August 22, 2013, 04:47:54 PM
 #59

how to use the algoritms is real life  trading ?
pulsecat (OP)
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August 23, 2013, 02:40:28 PM
 #60

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.

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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