Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies

[itod]

Here is the code I also posted on the cryptotrader forum:

https://cryptotrader.org/backtests/3uJPMJdhY9Ct4S6i8

Results: >2million for the year depending on current exchange rate (the linked backtest is only up until 21 Dec - adjust as appropriate)

It combines a rewritten Ichimoku algorithm with Heikin-Ashi candlesticks and Parabolic SAR. I share it here because it is a combination of my own work and that of a few others.

Please review and recommend further improvements!

Nice Ichimoku re-write, interesting.

How much is gained with those Heikin-Ashi candles compared to regular ones, have you intensively back-tested that?

[btcorbust]

Here is the code I also posted on the cryptotrader forum:

https://cryptotrader.org/backtests/3uJPMJdhY9Ct4S6i8

Results: >2million for the year depending on current exchange rate (the linked backtest is only up until 21 Dec - adjust as appropriate)

It combines a rewritten Ichimoku algorithm with Heikin-Ashi candlesticks and Parabolic SAR. I share it here because it is a combination of my own work and that of a few others.

Please review and recommend further improvements!

Nice Ichimoku re-write, interesting.

How much is gained with those Heikin-Ashi candles compared to regular ones, have you intensively back-tested that?

I'm still testing various scenarios but am finding that the Heikin-Ashi candles do give a tangible improvement in performance.

Note that the HA candles can be easily enabled/disabled in the code via the enable_ha context param if you want to test it for yourself.

[LoneMiner]

Here is the code I also posted on the cryptotrader forum

Quite impressive.

[leshow]

how do you use cryptotrader to do real trading?

[nitrous]

how do you use cryptotrader to do real trading?

You can get a trading account here https://cryptotrader.org/plans.
Free accounts can develop and backtest algorithms, but to actually trade you need to subscribe.

[leshow]

is it a trustworthy service? i just paid for a month of pro, im gonna give it a try on bitstamp. i wrote a 10-21 ema trader in nodejs but this looks like it will be easier (i can turn my computer off) lol

[autopoiesis]

Leshow, I've found the service very reliable, but if you've already rolled your own you might consider running it on an Amazon EC2 instance (or whatever other provider you prefer) if your issue is simply keeping processes alive.

[leshow]

Leshow, I've found the service very reliable, but if you've already rolled your own you might consider running it on an Amazon EC2 instance (or whatever other provider you prefer) if your issue is simply keeping processes alive.

i think i'd have to rewrite it for the ichimoku strategy, it seems to be getting much higher returns in backtesting

[shadyz]

Leshow, I've found the service very reliable, but if you've already rolled your own you might consider running it on an Amazon EC2 instance (or whatever other provider you prefer) if your issue is simply keeping processes alive.

i think i'd have to rewrite it for the ichimoku strategy, it seems to be getting much higher returns in backtesting

Indeed, ichimoku seems to be the one of the most profitable indicator with combination with others

I hear some people having trouble backtesting scripts, but i haven't heard a lot of people=customers talking about the cryptotrader service in terms of buying and using the scripts on here?

[pulsecat]

Hi, everyone. It is time for the results of Round #5

itod http://cryptotrader.org/backtests/mmyB3uQGgkfUssL2Y
Balance: 798.53891 BTC (643286.18 USD)

ZirconiumX http://cryptotrader.org/backtests/Ywno99YxczSIznZZp
Balance: 278.94306 BTC (224710.67 USD)

sukiho http://cryptotrader.org/backtests/h4X7TmoFp2fKHOys9
Balance: 1178.11826 BTC (949067.33 USD)

exuals http://cryptotrader.org/backtests/dSr8HcASNzCgq7Grl
Balance: 376.58086 BTC (303365.64 USD)

Kiri11 http://cryptotrader.org/backtests/7a3Ab4DURUwrxe5uv
Balance: 640.39500 BTC (515888.76 USD)

medji http://cryptotrader.org/backtests/0CKXzdyjGMjUxrJ6H
Balance: 1416.25457 BTC (1140904.94 USD)

MeatPopsicle http://cryptotrader.org/backtests/SymxrJD5VBibrJEJJ
Balance: 149.21806 BTC (120206.94 USD)

Grinny http://cryptotrader.org/backtests/IM2sVXunG7p5odKyY
Balance: 427.99385 BTC (344782.86 USD)

Buy'n'Hold http://cryptotrader.org/backtests/UnL49AiFOY8y2yiHp
Balance: 368.06042 BTC (296501.75 USD)

medji takes first place with Ichimoku strategy. Congratulations! medji, shoot me a PM with your btc address to get the prize.

Though his result - $1,140,904 from $5,000 in one year is exciting, during the last month, Cryptotrader users developed even more profitable strategies. Check out these threads https://cryptotrader.org/topics/349497/the-best-strategy-for-2013 and https://cryptotrader.org/topics/367450/best-strategy-for-2013-continued to see algorithms that potentially could earn more than $4,000,000 in one year!!

Thanks for everyone who took part in our competition! I hope in the new year we will have more great contests here!

[itod]

medji takes first place with Ichimoku strategy. Congratulations! medji, shoot me a PM with your btc address to get the prize.

Congrats medji, well deserved!

Thanks for everyone who took part in our competition! I hope in the new year we will have more great contests here!

Great, we hope that too!

[weaknesswaran]

What would be the result if they were backtested for 2011 or 2012?

[medji]

Thanks, glad to finally take this one down, also really nice to see that the strategy I wrote a while ago has sparked some interest into ichimoku and got the algo rewrote and made quite better.
Edit: prize received, thanks pulsecat! hopefully there will be other rounds and with them more interesting and profitable strategies.

[Grinny]

gratz medji!

and i would love to see a LTC/USD contest here

[LoneMiner]

Congratulations medji!

For the next round I personally think the period should start from November 2013, when the market started to show movement. Anything before then is largely pointless in my opinion.

[shadyz]

Congratulations medji!

For the next round I personally think the period should start from November 2013, when the market started to show movement. Anything before then is largely pointless in my opinion.

Yeah ,or there needs to be different contests depending on when we think the best representation of current market conditions are/were and another one for the whole year as well

[tubbyjr]

When will the next round be

[armodilloben]

They really made this much from 5,000$ starting capital. Impressive, well played.

[nfigueir]

Hi guys,

I accidentally bumped into this thread and "played" with the simulation engine a bit to see if I could make some sense of it and now I have a question that I hope someone can help.

The simulations assume that you are able to sell/buy any amount you would like at any particular time. Is this correct? If it is, isn't too far off from the truth?

I was looking for at the bots which netted 1million from 5000US over one year and the last trades were stuff like "buy 2400BTC", "sell 3000BTC", etc... Is this a realistic model? I guess that in reality you will never be able to buy such a large amount of coins at a given price.


Thanks in advance.

[Sephera]

Is it possible someone can help me setup and run a bot I really need to make money... I can give 5-10% of earnings. My strategy is to buy and sell but ultimately hold for the long term. I need an algorithm to increase my BTC holding in the long term.