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pulsecat (OP)
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December 01, 2013, 07:04:11 AM |
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Mavi
Member
 Offline
Activity: 80
Merit: 10
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December 01, 2013, 09:56:20 AM |
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Kiri11's algorithm starts with $5k. |
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itod
Legendary
Offline
Activity: 1974
Merit: 1077
^ Will code for Bitcoins
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December 01, 2013, 08:29:54 PM |
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Kiri11's algorithm starts with $5k.
It doesn't matter because all should start with $5k, pulsecat overrides all settings someone inputs with defaults while testing. We will probably soon see first run and results with official settings for all algorithms. |
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Coin.Karma
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December 03, 2013, 02:03:50 PM |
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Hey guys, Not part of the contest.....and not possible in real because so much bitcoins don't exist...but some crazy profit on a 6 day trading for an EMA based strategy.....check it out, also, it just takes the ideal situations....wont be possible in any case...even a little bit of profit of this amount is not possible because of the amount of noise present and trouble created by other bots....have fun. Wish I could code... too much of a hassle https://cryptotrader.org/backtests/9JAtfub6bhXCdoGsZStrategy started with 1 BTC and in 6 days ended with 1472660896026965 BTC (hehe) @pulsecat, you should also create a fun contest for a strategy which makes more than the amount of bitcoins that will ever be in existence.just for kicks..... |
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pulsecat (OP)
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December 03, 2013, 02:38:44 PM
Last edit: December 03, 2013, 08:27:12 PM by pulsecat |
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Hey guys, Not part of the contest.....and not possible in real because so much bitcoins don't exist...but some crazy profit on a 6 day trading for an EMA based strategy.....check it out, also, it just takes the ideal situations....wont be possible in any case...even a little bit of profit of this amount is not possible because of the amount of noise present and trouble created by other bots....have fun. Wish I could code... too much of a hassle https://cryptotrader.org/backtests/9JAtfub6bhXCdoGsZStrategy started with 1 BTC and in 6 days ended with 1472660896026965 BTC (hehe) @pulsecat, you should also create a fun contest for a strategy which makes more than the amount of bitcoins that will ever be in existence.just for kicks..... Obviously the main reason why this strategy does not work is a lack of volume on CEX.IO these days. |
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medji
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Activity: 31
Merit: 0
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December 04, 2013, 01:56:58 AM |
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Nice. If someone gets to profit or learned something interesting from my entries be sure to send me a tip  |
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itod
Legendary
Offline
Activity: 1974
Merit: 1077
^ Will code for Bitcoins
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December 04, 2013, 12:06:39 PM |
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What is a real surprise for me revealed from round#5 is that there are 3 totally different strategies (Ichimoku, MFI/RSI, EMA) which successfully beat Buy&Hold by 50%-100% in the long range. Probably there are even more of them. I honestly didn't expect these strategies to be so successful.
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pulsecat (OP)
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December 07, 2013, 07:24:37 PM |
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Mavi
Member
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Activity: 80
Merit: 10
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December 07, 2013, 07:28:57 PM |
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medji lost $150,000 in a week. shame, i was kinda like it  |
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pulsecat (OP)
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December 07, 2013, 07:41:02 PM |
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medji lost $150,000 in a week. shame, i was kinda like it It is just 16% of the portfolio, mr. Buy&Hold lost 32% |
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Mavi
Member
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Activity: 80
Merit: 10
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December 07, 2013, 08:26:10 PM |
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medji lost $150,000 in a week. shame, i was kinda like it It is just 16% of the portfolio, mr. Buy&Hold lost 32% B&H was already lost the game These algorithms are good in long term but useless in short term. I need passive income, monthly  |
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itod
Legendary
Offline
Activity: 1974
Merit: 1077
^ Will code for Bitcoins
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December 07, 2013, 09:12:49 PM |
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medji lost $150,000 in a week. shame, i was kinda like it It is just 16% of the portfolio, mr. Buy&Hold lost 32% B&H was already lost the game These algorithms are good in long term but useless in short term. I need passive income, monthly Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs. If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time. |
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Mavi
Member
Offline
Activity: 80
Merit: 10
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December 07, 2013, 10:43:57 PM |
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medji lost $150,000 in a week. shame, i was kinda like it It is just 16% of the portfolio, mr. Buy&Hold lost 32% B&H was already lost the game These algorithms are good in long term but useless in short term. I need passive income, monthly Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs. If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time. I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty |
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itod
Legendary
Offline
Activity: 1974
Merit: 1077
^ Will code for Bitcoins
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December 07, 2013, 11:29:33 PM |
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medji lost $150,000 in a week. shame, i was kinda like it It is just 16% of the portfolio, mr. Buy&Hold lost 32% B&H was already lost the game These algorithms are good in long term but useless in short term. I need passive income, monthly Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs. If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time. I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty You got me wrong. Probably nobody has a "super-algorithm", but given enough time many developers may produce some very good ones. Developers don't have few weeks or a month free to experiment and try new things, but given attractive bounty some may decide to devote the time to it. And public contest is an excellent way to test the results. |
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kugutsumen
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Activity: 15
Merit: 0
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December 10, 2013, 04:44:58 PM
Last edit: December 10, 2013, 04:56:21 PM by kugutsumen |
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Just got my posting rights and this was meant to be a reply to this thread. Kugutsumen IIaBuy the rumor, sell the news... Survive and profit on rocky roads :welp: This Ichimoku algo seems to perform really well now that bitcoin has hit the mainstream: 2013-12-01 12:00 Simulation started. Balance: 5000.00 USD
2013-12-09 22:00 Simulation completed. Balance: 7.7367 BTC (7100.01 USD)
2013-11-01 12:00 Simulation started. Balance: 5000.00 USD
2013-12-09 22:00 Simulation completed. Balance: 41.4457 BTC (38034.69 USD)
2013-10-01 12:00 Simulation started. Balance: 5000.00 USD
2013-12-09 22:00 Simulation completed. Balance: 60.1737 BTC (55221.38 USD)
This is probably too late for round 5 of Pulsecat's contest: "Kugutsumen I" beats Medji R5 entry (sent a link to Pulsecat who can confirm) Kugu 939K — Medji 907K | Before the dip [2013-12-03 16:00] 2013-01-01 00:00 Simulation started. Balance: 5000.00 USD
Medji 2013-12-03 16:00 Simulation completed. Balance: 907.2280 BTC (1007023.09 USD)
Kugu 2013-12-03 16:00 Simulation completed. Balance: 939.4086 BTC (1042743.57 USD)
[2013-12-07 18:00] Medji 2013-12-07 18:00 Simulation completed. Balance: 854899.01 USD
Kugu 2013-12-07 18:00 Simulation completed. Balance: 978145.93 USD
[2013-12-09 22:00] Medji 2013-12-09 22:00 Simulation completed. Balance: 1245.3286 BTC (1142838.07 USD)
Kugu 2013-12-09 22:00 Simulation completed. Balance: 1424.8620 BTC (1307595.88 USD)
Please keep in mind that this is a quick hack, I am completely new to this... I read up on Ichimoku and I fixed a bug in Medji's code and used different parameters. |
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kugutsumen
Newbie
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Activity: 15
Merit: 0
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December 10, 2013, 04:57:01 PM |
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medji lost $150,000 in a week. shame, i was kinda like it It is just 16% of the portfolio, mr. Buy&Hold lost 32% B&H was already lost the game These algorithms are good in long term but useless in short term. I need passive income, monthly Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs. If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time. I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty You got me wrong. Probably nobody has a "super-algorithm", but given enough time many developers may produce some very good ones. Developers don't have few weeks or a month free to experiment and try new things, but given attractive bounty some may decide to devote the time to it. And public contest is an excellent way to test the results. medji lost $150,000 in a week. shame, i was kinda like it It is just 16% of the portfolio, mr. Buy&Hold lost 32% B&H was already lost the game These algorithms are good in long term but useless in short term. I need passive income, monthly Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs. If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time. I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty You got me wrong. Probably nobody has a "super-algorithm", but given enough time many developers may produce some very good ones. Developers don't have few weeks or a month free to experiment and try new things, but given attractive bounty some may decide to devote the time to it. And public contest is an excellent way to test the results. Round 4 was about short term strategy... I just played a bit with round 4 but: 2013/10/14 1:00 AM til 2013/11/10 4:00 PM: Itod 2385.80 USD
K IIc 2313.52 USD
Griny 2193.82 USD
K I 2067.61 USD
K IIa 1904.63 USD
However if you kept these running from 2013-10-14 1AM to 2013-12-09 22:00: K IIa 11.1264 BTC (10210.70 USD)
K IIc 9.9756 BTC (9154.58 USD)
Medji R5 8 .9082 BTC (8175.08 USD)
Grinny (5607.27 USD)
Itod 6.7131 BTC (5793.42 USD)
Medji R4 5.3164 BTC (4689.17 USD)
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itod
Legendary
Offline
Activity: 1974
Merit: 1077
^ Will code for Bitcoins
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December 10, 2013, 11:25:28 PM |
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I read up on Ichimoku and I fixed a bug in Medji's code and used different parameters.
kugutsumen, your posts are confusing since it is not clear what are you talking about. If you backtested algorithms from this round on previous rounds - that's cool, and presenting results in clear manner would be appreciated. If you are bragging about some mysterious algorithm of yours which beats everything by a mile, but you don't want to post it - "No comment" on that, when you have some proof we can talk about it. If you are claiming there's a bug in Ichimoku example in Backtest->Featured part of the site, which are there for everyone to use, and you don't want to point which bug is it - that's really lame. Don't do such a thing. |
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kugutsumen
Newbie
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Activity: 15
Merit: 0
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December 11, 2013, 08:50:04 AM
Last edit: December 11, 2013, 09:09:24 AM by kugutsumen |
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I read up on Ichimoku and I fixed a bug in Medji's code and used different parameters.
kugutsumen, your posts are confusing since it is not clear what are you talking about. If you backtested algorithms from this round on previous rounds - that's cool, and presenting results in clear manner would be appreciated. I thought it was clear: I replied to a recent post about round 4 and short term trading. I showed that it was possible to profit on the short term with or without crash, compared my results as well as medji r5 version to the R4 results. If you are bragging about some mysterious algorithm of yours which beats everything by a mile, but you don't want to post it - "No comment" on that, when you have some proof we can talk about it.
Again I was really clear. It isn't a mysterious algo, it is a modified version of the Ichimoku example that Medji is also using. Please keep in mind that this is a quick hack, I am completely new to this... I read up on Ichimoku and I fixed a bug in Medji's code and used different parameters. I have sent a copy to Pulsecat as proof: I have to say the results of your backtest are exciting. Though the round has already started, I would love to have you participate next round.
If you are claiming there's a bug in Ichimoku example in Backtest->Featured part of the site, which are there for everyone to use, and you don't want to point which bug is it - that's really lame. Don't do such a thing.
I think that the Ichimoku example has a small bug in it but that is based on my initial reading of the docs at ichimokutrader.com. I'll probably share my fix when round 6 opens. It will give me time to research my theory further, I don't see how this is lame. |
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