itod
Legendary
 Offline
Activity: 1974
Merit: 1077
^ Will code for Bitcoins
|
 |
October 14, 2013, 10:07:10 AM |
|
Just for fun, I ran all eight algorithms through periods for round #2 (07/29 - 08/5) & round #3 (08/19 09/19). Below every current contest entry is a line with result from these two previous rounds: ZirconiumX https://cryptotrader.org/backtests/NQckFniuZqZZJbrWX
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 10.727 BTC (1036.12 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.705 BTC (1241.02 USD)
cp1 https://cryptotrader.org/backtests/Z9tdtS6A3Er5aCCHY
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 2.668 BTC (256.95 USD)+750.00 (1006.94 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 2.504 BTC (320.52 USD)+750.00 (1070.52 USD)
tabbek https://cryptotrader.org/backtests/etFTmediwTGYDBfed
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 9.638 BTC (928.36 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 7.859 BTC (1005.86 USD)
Grinny https://cryptotrader.org/backtests/yjNjgwmXQn7Seju4q
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 10.676 BTC (1028.31 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 1185.76 USD
sukiho https://cryptotrader.org/backtests/oxMSRvfR6e7q8Sdcq
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 1037.85 USD
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.994 BTC (1279.16 USD)
Diabolicus https://cryptotrader.org/backtests/dR9XrbryXZZkRd7SC
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 959.36 USD
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.840 BTC (1259.44 USD)
itod https://cryptotrader.org/backtests/T7P9xTKj3JS95yKbY
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 10.727 BTC (1036.12 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.927 BTC (1269.39 USD)
mejdi https://cryptotrader.org/backtests/3mm5uMLajton9fCS9
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 1017.36 USD
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.762 BTC (1249.46 USD) sukiho's algorithm based on this is looking really, really good, came first in both backtests. Good luck to all contestants. |
|
|
|
|
|
sukiho
|
|
October 14, 2013, 11:17:37 AM |
|
Just for fun, I ran all eight algorithms through periods for round #2 (07/29 - 08/5) & round #3 (08/19 09/19). Below every current contest entry is a line with result from these two previous rounds: ZirconiumX https://cryptotrader.org/backtests/NQckFniuZqZZJbrWX
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 10.727 BTC (1036.12 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.705 BTC (1241.02 USD)
cp1 https://cryptotrader.org/backtests/Z9tdtS6A3Er5aCCHY
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 2.668 BTC (256.95 USD)+750.00 (1006.94 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 2.504 BTC (320.52 USD)+750.00 (1070.52 USD)
tabbek https://cryptotrader.org/backtests/etFTmediwTGYDBfed
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 9.638 BTC (928.36 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 7.859 BTC (1005.86 USD)
Grinny https://cryptotrader.org/backtests/yjNjgwmXQn7Seju4q
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 10.676 BTC (1028.31 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 1185.76 USD
sukiho https://cryptotrader.org/backtests/oxMSRvfR6e7q8Sdcq
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 1037.85 USD
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.994 BTC (1279.16 USD)
Diabolicus https://cryptotrader.org/backtests/dR9XrbryXZZkRd7SC
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 959.36 USD
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.840 BTC (1259.44 USD)
itod https://cryptotrader.org/backtests/T7P9xTKj3JS95yKbY
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 10.727 BTC (1036.12 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.927 BTC (1269.39 USD)
mejdi https://cryptotrader.org/backtests/3mm5uMLajton9fCS9
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 1017.36 USD
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.762 BTC (1249.46 USD) sukiho's algorithm based on this is looking really, really good, came first in both backtests. Good luck to all contestants. yes, but not so good on longer term tests, also not sure if it beat buy and hold. my feeling is that the btc market is changing quickly as it grows so long term isnt so important, and also there is a lot of luck involved. Diabolicus looks good to me at the moment as well |
|
|
|
|
itod
Legendary
Offline
Activity: 1974
Merit: 1077
^ Will code for Bitcoins
|
|
October 14, 2013, 12:09:26 PM |
|
sukiho's algorithm based on this is looking really, really good, came first in both backtests. Good luck to all contestants.
yes, but not so good on longer term tests, also not sure if it beat buy and hold. my feeling is that the btc market is changing quickly as it grows so long term isnt so important, and also there is a lot of luck involved. Diabolicus looks good to me at the moment as well I think we need just one nice price drop during the contest period to beat buy & hold. It hasn't got to be like silkroad bust, but something similar would be nice  Long term tests don't mean much IMHO, they have small resemblance to actual contest conditions. Diabolicus came first also in some of my favorite test-periods, so you two guys are the favorites. |
|
|
|
|
|
dddbtc
|
|
October 15, 2013, 07:05:32 PM
Last edit: October 15, 2013, 11:15:06 PM by dddbtc |
|
I'll offer a BTC bounty to anyone who can create a modified Ichimoku Strategy that includes the Heikin-Ashi candlestick modification. This would be a very beneficial indicator strategy to use on cryptotrader. I'd love to do this myself, unfortunately I don't know this scripting language well enough. More details on this strategy and its differences and benefits can be found on the following page. http://www.dailyfx.com/forex/education/trading_tips/daily_trading_lesson/2013/06/04/Ichimoku_Buy_AUDCAD.html |
|
|
|
|
|
ZirconiumX
|
|
October 17, 2013, 04:32:01 PM |
|
Here you go: https://cryptotrader.org/backtests/f5quDEd3thWNZbshNThe Heikin-Ashi candles are the heikin_ashi_<blah> variables. I didn't know what you wanted to do with them, so I just print them at the moment. If you wanted to physically draw the candles, then speak to pulsecat. Matthew:out |
|
|
|
|
|
pulsecat (OP)
|
|
October 18, 2013, 09:13:01 AM
Last edit: October 18, 2013, 09:07:42 PM by pulsecat |
|
|
|
|
|
|
Grinny
|
|
October 18, 2013, 09:21:55 AM |
|
Yay! Thanks for the info  I was really "pissed" yesterday as the threshold went down to -0.374% - just 0.026% ahead of my selling point... and then it went up again. So damn close  |
|
|
|
|
ZirconiumX
|
|
October 18, 2013, 05:21:53 PM |
|
Most algorithms there don't sell, so don't assume this is drawn. I doubt I'll win this... Matthew:out |
|
|
|
|
itod
Legendary
Offline
Activity: 1974
Merit: 1077
^ Will code for Bitcoins
|
|
October 18, 2013, 06:01:04 PM |
|
Most algorithms there don't sell, so don't assume this is drawn. I doubt I'll win this... Matthew:out We are all doing much worse than expected. Nobody got that selling point on Oct 16th right. Buy'n'Hold proves to be hard to beat. I think there's so much to learn about trading logic, maybe we just need some more competition rounds to have a chance to figure it out properly. |
|
|
|
|
tabbek
Member
Offline
Activity: 116
Merit: 10
|
|
October 18, 2013, 07:40:11 PM |
|
|
|
|
|
|
|
pulsecat (OP)
|
|
October 18, 2013, 09:08:14 PM |
|
Ooops, sorry that was a copy paste issue.
|
|
|
|
|
cp1
|
|
October 19, 2013, 03:46:02 AM |
|
Now I just need a large dip and recovery, hopefully we're in a temporary bubble right now.
|
|
|
|
|
ZirconiumX
|
|
October 19, 2013, 07:35:19 AM |
|
Most algorithms there don't sell, so don't assume this is drawn. I doubt I'll win this... Matthew:out We are all doing much worse than expected. Nobody got that selling point on Oct 16th right. Buy'n'Hold proves to be hard to beat. I think there's so much to learn about trading logic, maybe we just need some more competition rounds to have a chance to figure it out properly. On inspection, I think pulsecat may have misunderstood my entry, which seems to be causing me a major headache. My data was from the beginning of 2013 until now, which required 4h candles, since cryptotrader couldn't handle the 1h candles. Because of how my EMA system worked, I only get "correct" entries from the October 17th 12:00 candle, by which point the bubble has disappeared. Still, a retest at 1h candles makes me slightly worse off. In the interests of progress, here is an experimental bot I worked on in the past, before giving up. Maybe the ideas behind it will inspire someone. Matthew:out |
|
|
|
|
|
|
mobile
Sr. Member
Offline
Activity: 400
Merit: 250
the sun is shining, but the ice is still slippery
|
|
October 26, 2013, 02:00:55 PM |
|
watching as this looks interesting....
|
1 MoBi1eNbqh8QMuvtZjYzQGV8NEckJJYcT rep| GnuPG <3 CLAM <3 |
|
|
itod
Legendary
Offline
Activity: 1974
Merit: 1077
^ Will code for Bitcoins
|
|
October 26, 2013, 02:17:33 PM |
|
I'm on the verge of buying again, need few stable 4-hour ticks till the end of the day to secure the lead and insure against large price surge. Here's the version with debug info: https://cryptotrader.org/backtests/cXagSEFirNxwzGFgtWish me luck |
|
|
|
|
itod
Legendary
Offline
Activity: 1974
Merit: 1077
^ Will code for Bitcoins
|
|
October 27, 2013, 11:33:45 PM |
|
Bummer. Unbelievable bad luck, 4 too small candle rises and than one too big: https://cryptotrader.org/backtests/XwFG3EnHdMyYDzANSIf any of these last 4/5 candles where a bit bigger it would buy for sure. Or a fifth bit smaller, a price was too high for $0.79  Well, maybe that was fair, there was nothing new in that algorithm, just the old algo from featured in Backtest optimized to try to beat B&H. But I have something completely new, can't wait if there's gonna be Round #5. What would you say if I tell you I've got the algo that wins both Round #2 & Round #3? Maybe you guys may still get this Buy&Hold bugger in this round? Good luck. |
|
|
|
|
|
ZirconiumX
|
|
October 28, 2013, 08:43:31 AM |
|
Bummer. Unbelievable bad luck, 4 too small candle rises and than one too big: https://cryptotrader.org/backtests/XwFG3EnHdMyYDzANSIf any of these last 4/5 candles where a bit bigger it would buy for sure. Or a fifth bit smaller, a price was too high for $0.79 Well, maybe that was fair, there was nothing new in that algorithm, just the old algo from featured in Backtest optimized to try to beat B&H. But I have something completely new, can't wait if there's gonna be Round #5. What would you say if I tell you I've got the algo that wins both Round #2 & Round #3? Maybe you guys may still get this Buy&Hold bugger in this round? Good luck. Be wary of the Gambler's fallacy, itod. Past results give *zero* indication of what happens in the future... As for me, I've got 4 or 5 different algos to play with. Or maybe I've just got one. You'll have to wait and see. Matthew:out |
|
|
|
|
monsterer
Legendary
Offline
Activity: 1008
Merit: 1007
|
|
October 29, 2013, 12:01:23 PM |
|
Been trying out your site, created a simple algo, but got:
"TypeError: Uncaught, unspecified "error" event."
What am I supposed to do with this message?
|
|
|
|
|
|
ZirconiumX
|
|
October 29, 2013, 12:37:05 PM |
|
Been trying out your site, created a simple algo, but got:
"TypeError: Uncaught, unspecified "error" event."
What am I supposed to do with this message?
Look over your code again. Usually that message means you are comparing a variable to something before you have assigned it a value - perhaps you typed blah instead of context.blah? Matthew:out |
|
|
|
|
|
