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Author Topic: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies  (Read 50176 times)
jambola2
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October 29, 2013, 05:51:26 PM
 #161

Wait , do any of you know a place where I can invest my money in these overpowered algorithms , to earn monies ?

No longer active on bitcointalk, however, you can still reach me via PMs if needed.
itod
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October 29, 2013, 06:24:00 PM
 #162

Wait , do any of you know a place where I can invest my money in these overpowered algorithms , to earn monies ?

MtGox, Bitstamp, BTC-E.

Subscription fees to enable automated trading:
https://cryptotrader.org/plans

Howto:
https://bitcointalk.org/index.php?topic=222696.0
Gimmoroy
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October 29, 2013, 09:01:56 PM
 #163

Quote
2013-10-14 03:00 Simulation started. Balance: 1000.00 USD
2013-10-14 03:00 BUY 1.873 BTC at 132.82
2013-10-26 11:00 Simulation completed. Balance: 1.873 BTC (345.28 USD)+750.00 USD
Buy and Hold: $1311.7015509712394
This Strategy: $1095.2759373588315

Can someone explain me this?
What difference between "Buy and Hold" and single Buy and Hold made in this simulation?



itod
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October 29, 2013, 11:03:41 PM
 #164

Quote
2013-10-14 03:00 Simulation started. Balance: 1000.00 USD
2013-10-14 03:00 BUY 1.873 BTC at 132.82
2013-10-26 11:00 Simulation completed. Balance: 1.873 BTC (345.28 USD)+750.00 USD
Buy and Hold: $1311.7015509712394
This Strategy: $1095.2759373588315

Can someone explain me this?
What difference between "Buy and Hold" and single Buy and Hold made in this simulation?

Isn't it obvious? The real "Buy and Hold" means buying for full USD position, not only 1/4 of it.
cp1
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October 29, 2013, 11:39:18 PM
 #165

Can someone explain me this?
What difference between "Buy and Hold" and single Buy and Hold made in this simulation?

I had a typo when calculating buy and hold -- I entered 0.95 to account for the fee instead of 0.995.

Guide to armory offline install on USB key:  https://bitcointalk.org/index.php?topic=241730.0
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October 30, 2013, 01:22:05 AM
 #166

counting fingers

(311.7 / 4) *.95 =74,02875

not 95.2

 Huh

 
pulsecat (OP)
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November 11, 2013, 01:58:42 PM
Last edit: November 11, 2013, 06:05:05 PM by pulsecat
 #167

Well, Round 4 is over.

there was intrigue until the very end, because 8 hours before the competition ended the intermediate results were as below:

ZirconiumX http://cryptotrader.org/backtests/5VSswfIGcscmDyWUc
Balance: 6.7920 BTC (1842.74 USD)

itod http://cryptotrader.org/backtests/yFxw5Dx4EBY3Kv4pv
Balance: 7.3864 BTC (2004.00 USD)

Grinny http://cryptotrader.org/backtests/9upuidaNOomFVcK1r
Balance: 2141.38 USD

Diabolicus http://cryptotrader.org/backtests/Er3uCy65DJCCed1B0
Balance: 3.8999 BTC (1058.09 USD)

cp1 http://cryptotrader.org/backtests/C1oFkc5J0od5wo9eq
Balance: 2.9191 BTC (791.98 USD)+463.90 USD

Buy'n'Hold http://cryptotrader.org/backtests/qNFAoH8vCYTDnZWNy
Balance: 7.4913 BTC (2032.48 USD)

mejdi http://cryptotrader.org/backtests/7gC7Pv4kAnOqzTxiA
Balance: 1820.30 USD


But then Bitcoin price started to rise and by the end of round we got the final results:

ZirconiumX http://cryptotrader.org/backtests/F4tOkosTysvSDUHVW
Balance: 6.7920 BTC (2193.82 USD)

itod http://cryptotrader.org/backtests/0EARZZoZHQtBfJWFp
Balance: 7.3864 BTC (2385.80 USD)

Grinny http://cryptotrader.org/backtests/sGGICbSAN49G5M38L
Balance: 2141.38 USD

Diabolicus http://cryptotrader.org/backtests/eIraHTKoOw3os2m6D
Balance: 3.8610 BTC (1247.11 USD)

sukiho http://cryptotrader.org/backtests/z1lhwZG3umNDfD5lJ
Balance: 1451.94 USD

Buy'n'Hold http://cryptotrader.org/backtests/pGL6mHuZeRVcCfqfG
Balance: 7.4913 BTC (2419.70 USD)

cp1 http://cryptotrader.org/backtests/2ZWfeWGwyaJ7Kz1io
Balance: 2.9191 BTC (942.87 USD)+463.90 USD

mejdi http://cryptotrader.org/backtests/gQjfHfAQqiPjjUiVL
Balance: 1820.30 USD


Thanks to everyone who participated!

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)
ZirconiumX
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November 11, 2013, 04:27:56 PM
 #168

Well, Round 4 is over.

there was intrigue until the very end, because 8 hours before the competition ended the intermediate results were as below:

ZirconiumX http://cryptotrader.org/backtests/5VSswfIGcscmDyWUc
Balance: 6.7920 BTC (1842.74 USD)

itod http://cryptotrader.org/backtests/yFxw5Dx4EBY3Kv4pv
Balance: 7.3864 BTC (2004.00 USD)

Grinny http://cryptotrader.org/backtests/9upuidaNOomFVcK1r
Balance: 2141.38 USD

Diabolicus http://cryptotrader.org/backtests/Er3uCy65DJCCed1B0
Balance: 3.8999 BTC (1058.09 USD)

cp1 http://cryptotrader.org/backtests/C1oFkc5J0od5wo9eq
Balance: 2.9191 BTC (791.98 USD)+463.90 USD

Buy'n'Hold http://cryptotrader.org/backtests/qNFAoH8vCYTDnZWNy
Balance: 7.4913 BTC (2032.48 USD)

mejdi http://cryptotrader.org/backtests/7gC7Pv4kAnOqzTxiA
Balance: 1820.30 USD


But then Bitcoin price started to rise so that the final results are:

ZirconiumX http://cryptotrader.org/backtests/F4tOkosTysvSDUHVW
Balance: 6.7920 BTC (2193.82 USD)

itod http://cryptotrader.org/backtests/0EARZZoZHQtBfJWFp
Balance: 7.3864 BTC (2385.80 USD)

Grinny http://cryptotrader.org/backtests/sGGICbSAN49G5M38L
Balance: 2141.38 USD

Diabolicus http://cryptotrader.org/backtests/eIraHTKoOw3os2m6D
Balance: 3.8610 BTC (1247.11 USD)

sukiho http://cryptotrader.org/backtests/z1lhwZG3umNDfD5lJ
Balance: 1451.94 USD

Buy'n'Hold http://cryptotrader.org/backtests/pGL6mHuZeRVcCfqfG
Balance: 7.4913 BTC (2419.70 USD)

cp1 http://cryptotrader.org/backtests/2ZWfeWGwyaJ7Kz1io
Balance: 2.9191 BTC (942.87 USD)+463.90 USD

mejdi http://cryptotrader.org/backtests/gQjfHfAQqiPjjUiVL
Balance: 1820.30 USD


Thanks to everyone who participated!


It looks like my tuning effort went well!

Matthew:out
itod
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November 11, 2013, 05:31:15 PM
 #169

Well, Round 4 is over.

We couldn't ask for a better chance, had two big price dips and nobody properly handled it.

May I suggest something for (eventual) future round: Maybe the wining algorithm should be the one which handles the whole year 2013 best? I know that comparing past instead of future performance opens the way for cheating, but any references to specific date or price should be forbidden. IMHO the algorithm which is most profitable in the very long term is the most valuable to everybody.
Grinny
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November 11, 2013, 06:58:19 PM
 #170

8h! So close. But I'm happy with the 3rd place..
Grats to the winner!

Crypto-Trade: Invest. Trade. Be free.
BTC: 16seZufhkvG92kmwjBmeknASaDEJQChmNz | LTC: LSXJFDjujJkAVgE3AmTyoU5W9yA2vzijbq
ZirconiumX
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November 16, 2013, 09:56:42 AM
 #171

For the entertainment of it, I implemented the "Turtle Trading System" into cryptotrader.org - buy if the price is under SMA(20), sell if it is over SMA(20).

https://cryptotrader.org/backtests/c8ns6TX7DRgXQnwDT

So, I challenge everyone, who can make the most money per line of code? (Whitespace isn't counted)

EDIT: using a 20-period VWAP, is a) shorter and b) more profitable. https://cryptotrader.org/backtests/mgp7yNAdknrCex3u3

Matthew:out
itod
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November 16, 2013, 01:09:57 PM
 #172

For the entertainment of it, I implemented the "Turtle Trading System" into cryptotrader.org - buy if the price is under SMA(20), sell if it is over SMA(20).

https://cryptotrader.org/backtests/c8ns6TX7DRgXQnwDT

So, I challenge everyone, who can make the most money per line of code? (Whitespace isn't counted)

EDIT: using a 20-period VWAP, is a) shorter and b) more profitable. https://cryptotrader.org/backtests/mgp7yNAdknrCex3u3

Matthew:out

Nice one-liner with
Code:
avg = instrument.vwap(20)
, can't get shorter than that, you win  Grin

Don't have an idea what "Turtle Trading System" is, off to read some google links to find out.

Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.
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November 16, 2013, 01:16:30 PM
 #173

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Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

great idea! count me in for a contest beginning at 2014-01-01 and ending at 2014-12-31 (or for any other period, but more interested in a long time contest)  Smiley

Crypto-Trade: Invest. Trade. Be free.
BTC: 16seZufhkvG92kmwjBmeknASaDEJQChmNz | LTC: LSXJFDjujJkAVgE3AmTyoU5W9yA2vzijbq
itod
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November 16, 2013, 01:37:45 PM
 #174

Quote
Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

great idea! count me in for a contest beginning at 2014-01-01 and ending at 2014-12-31 (or for any other period, but more interested in a long time contest)  Smiley

I suppose you've meant 2013, not 2014? It would be a bit too long to wait a whole year for the results  Cheesy
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November 16, 2013, 01:53:53 PM
 #175

Quote
Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

great idea! count me in for a contest beginning at 2014-01-01 and ending at 2014-12-31 (or for any other period, but more interested in a long time contest)  Smiley

I suppose you've meant 2013, not 2014? It would be a bit too long to wait a whole year for the results  Cheesy

nope, I meant 2014 of course. a one year lasting contest - the iron man of all automated trading contest Smiley

Crypto-Trade: Invest. Trade. Be free.
BTC: 16seZufhkvG92kmwjBmeknASaDEJQChmNz | LTC: LSXJFDjujJkAVgE3AmTyoU5W9yA2vzijbq
pulsecat (OP)
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November 16, 2013, 02:12:20 PM
 #176

For the entertainment of it, I implemented the "Turtle Trading System" into cryptotrader.org - buy if the price is under SMA(20), sell if it is over SMA(20).

https://cryptotrader.org/backtests/c8ns6TX7DRgXQnwDT

So, I challenge everyone, who can make the most money per line of code? (Whitespace isn't counted)

EDIT: using a 20-period VWAP, is a) shorter and b) more profitable. https://cryptotrader.org/backtests/mgp7yNAdknrCex3u3

Matthew:out

Nice one-liner with
Code:
avg = instrument.vwap(20)
, can't get shorter than that, you win  Grin

Don't have an idea what "Turtle Trading System" is, off to read some google links to find out.

Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

Right, the goal of the contest was to find out what strategies could outperform B&H in the short term, because obviously in the long term it is less profitable than even basic strategies. But i really like the idea of donation-based contest and can help with organization if there are enough people willing to join in.

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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November 16, 2013, 02:16:07 PM
 #177

Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

I'm interested, i can chip in but i don't know how to code. I like to watching you guys Cheesy
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November 16, 2013, 04:31:30 PM
 #178

Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

I'm interested, i can chip in but i don't know how to code. I like to watching you guys Cheesy

Conversely, I can code, but am really poor (check my tipjar address in my sig if you don't believe me).

Matthew:out
itod
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November 16, 2013, 04:36:47 PM
 #179

Quote
Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

great idea! count me in for a contest beginning at 2014-01-01 and ending at 2014-12-31 (or for any other period, but more interested in a long time contest)  Smiley

I suppose you've meant 2013, not 2014? It would be a bit too long to wait a whole year for the results  Cheesy

nope, I meant 2014 of course. a one year lasting contest - the iron man of all automated trading contest Smiley

Sorry, to wait a whole year for a result is a bit too long for me. It's better idea to try one more month-long round IMHO. Let's see what others think. Maybe pulsecat offers to double the amount we collect  Roll Eyes
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November 16, 2013, 04:38:39 PM
 #180

I'm interested, i can chip in but i don't know how to code. I like to watching you guys Cheesy

Conversely, I can code, but am really poor (check my tipjar address in my sig if you don't believe me).

Matthew:out

Why don't you two join forces, ZirconiumX code & Mavi invest 0.1BTC and you split the winnings?
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