HAL 10K - Bitcoin PHP trading bot

[intrd]

HAL 10K - Bitcoin PHP trading bot

* Official post -> HAL 10K @ PHP Bitcoin trading & helper bot
* GitHUB stable Source code
* Bitcointalk announcemnt thread

After losing some money on Bitcoin exchanges, I decided to develop my own Trading bot/helper. This bot acts with pre-defined parameters based on statistics/strategies and not with the emotion of the moment, so it's much easier to perform trading operations.

HAL10K is a Bitcoin trading/helper bot written in PHP (open source). It was developed to be used on the API MtGox, but can be easily adapted to other exchanges. Their decisions are based on customizable parameters and trading techniques for market analysis. It also works in semi-automatic mode, in which each loss(stop-loss) asks via Twitter for remote confirmation of a bot operator. Besides the "Live Trading" so it also runs simulations "Backtesting/Paper trading" using "Fake Balance" and historical raw data from Bitcoincharts.com. All bot actions(buying/selling) and alerts(high volume detected) are notified via Twitter. Log results is accompanied by HTTP Control panel where the bot displays its own performance chart panel.

HAL10K was developed "from scratch", without taking basis of existing algorithms/trading techniques. This project is a learning exercise on Trading/Economics for me, when started this project my experience was limited in programming and Bitcoin. Yes, I'm already getting real profits with this trading bot, and the idea of ​​Open Source assumed that sharing experiences, together we can greatly improve the algorithm and achieve even greater profits.

Please, do not go to the Live trading before mastering the paper trading.
The author of this project and its contributors are not responsible for any losses.

WEB Control panel & console
Daemon



Live statistics, "Sudden" and "Death mode" remote control.




####Backtesting sample

Code:

Period: 21/12/2013 até 27/12/2013      
Starting w/ 1.03161308 BTC @ 700    
$ask [btc0/usd:699.43] @ $678 (lucro) #transaction  
$bid [btc1.07/usd:0] @ $649.43505 (lucro) #transaction  
$ask [btc0/usd:721.03] @ $672.513 (lucro) #transaction  
$bid [btc1.08/usd:0] @ $665.41 (lucro) #transaction     
$ask [btc0/usd:775.37] @ $718.795 (lucro) #transaction  
$bid [btc1.14/usd:0] @ $679.995 (lucro) #transaction    
$ask [btc0/usd:795.73] @ $701 (lucro) #transaction  
$bid [btc1.14/usd:0] @ $701 (nulo) #transaction     
Ending w/ 1.14 BTC @ 701

####Trading bot EMA Short/Long Crossover based


Perfect for high frequency trading, better than simple trading method

Twitter notifications sample


Bot notifying your operator a large volume that just happened;
Bot requesting help on Stop-Loss decision;
Bot informing a purchase(loss) made ​​starting from a Sudden Mode remote command, Buying 1.03BTC when the value of btc/usd was at 830USD.

Main features & configs
* Exchanges
  * MTGox API (MTGox app data. If you do not have access to the API gox, visit: https://www.mtgox.com/security and create your key (with read/write));
* Text result logs
* Audible beeps when running transactions (differentiated for profits/losses)
* Trading parameters
   - up_diff - (sell) points profit (in USD) above the purchase price;  
   - up_diff_inv - (sell) stop loss (in USD) below the purchase price;
   - down_diff - (buy) points profit (in USD) below the selling price;    
   - down_diff_inv - (buy) stop loss (in USD) above the selling price;    
   - percentual - Minimum percentage of profit on the purchase (Use the current fee applied by MtGox);    
   - secure_ticker - Security value that prevents the bot to make sales below a certain value;  
   - emacross - Turn on EMA crossover method (if emacross=true, Simple Market Direction Method automatically is turned off);
   - emaShort - EMA short period(in seconds) for EMA crossover method;
   - emaLong - EMA long period(in seconds) for EMA crossover method;
   - emaDiff - EMA difference between short and long crossover;
   - last_two_orders - Base next move on the last two transactions value;
   - interval - Bot loop interval (in seconds);  
   - timeout - Timeout in seconds for completion of the bid/ask;  
   - sudden_mode - When active, the bot makes a purchase at the sale price, or a sale at the purchase price. Used only when there is a need for immediate order processing. It will be disabled after the order is processed; (ATTENTION)      
   - reverse_prices - Same as Sudden, but definite. It will never turned off; (ATTENTION)    
   - manualstoploss - When active, in every action stop-loss requests remote confirmation of the bot operator; (ATTENTION)    
   - dire - Amount of past intervals used in the identification of market direction;  
   - dire_limbo - Minimum variation (in USD) to define whether the direction is out of limbo or not (limbo: when the bot still trying to set the direction of the market);    
   - vol_limbo - Minimum volume (in USD) to consider an abnormal change at the volume of an interval to another;    
Backtesting
   - fake - Turns on/off simulation (backtesting); (ATTENTION)
   - paper - Paper trading is simulation with Real Live Tickers but w/ fake money balance. (If Paper trading is true, $fake needs to be defined to "true")
   - fake_btc_balance - Initial amount of BTC for the simulation;    
   - fake_btc_usd_buyedprice - Initial purchase price of BTC fake balance;    
   - fake_datetime_of_firstbid - //Initial datetime (same as first line of fakegox_tickers file below);
   - fakegox_tickers - Access http://bitcoincharts.com/charts/mtgoxUSD, set the period (must be a period that supports interval 1min), click Raw Data, copy/paste the contents of the table in a TXT file and replaces tabulations by "," comma);
* Notificações via Twitter
   - enable_tweet - Enable/disable Twitter notifications;  
   - twitter_oauth - Data to access the Twitter API, if you do not have, go to: https://dev.twitter.com/apps and create your key w/ read/write permission access;
   - twitter_users - Twitter @users to be notified;    
   - Alert bot operator on high volumes;  
* Graphic WEB interface
   - Graphic results log (period, last action, asks/bids);  
  * HTTP control panel
         - Sudden mode (Activates sudden mode immediately, password is the two digit minute of the datetime displayed in the header above the chart, eg: "01" for datetime: 2013-12-30 04:01:18. It was done this way to prevent you run sudden-mode twice accidentally on a refresh page);  
         - Death mode (Freeze the bot temporarily. The Password is "meuovo123654", can be changed in the file: makesudden.php)    

The bot needs at least one bid and ask to generate the graphic chart correctly.
MtGox need at least 0.02BTC to process a transaction.

Installing: 1click-to-run (easy)
* Download here: hal10k_1click.zip w/ apache+php pre-configured, just run the: start_hal10k.bat

Installing: manual (advanced)
**GitHUB stable Source code**: https://github.com/intrd/bitcoin/tree/master/hal10k

Must be configured in *configs.php* and started on *hal10k.bat* (remember to edit *hal10k.bat* to correct default path: *C:\webserver\www\hal10k*)  

This project was developed in the environment described below, so please try to use a similar configuration:

* XAMPP version 1.7.7 (not included in the project)
** Apache 2.2.21 (running as service to avoid strange problems in pChart lib)  
** PHP 5.3.8 (VC9 X86 32bit thread safe) + PEAR  
* Libs utilizadas (included in the project)
** pChart 2.1.3 for graphics generation;  
** tmhOAuth for Twitter notifications;  

TodoList
* Add EUR
- Fake USD/EUR balance
- Implement Vircurex, BTC-e and Bitstamp API
- Create a version of .bat Windows looping file for Linux using Shell script+crontab
- Auto fetch BitcoinCharts API data

[/b]Changelog[/b]
* v2.4 beta 1 **(not at stable public release yet)**
   * php builtin webserver instead apache
   * added pivots(support & resistance) analysis
   * added MACD analysis
   * JS Graphic chart Client Side rendering
   * Now fetching past history data before starting bot (works on backtests, live & paper)
* v2.3 beta 1 **(not at stable public release yet)**
   * Fixed critical error at Market Direction decision (always returning MA, not EMA)
* v2.2 beta 1
   * Built-in apache+php pre-configured (1-click-to-run version for Windows)
   * Some EMA improvements
   * Better graphic chart
   * Massive bug fixes
* v2.1 beta 2
   * New trading technique implemented: EMA short/long crossover
   * Paper trading: Differs to Backtesting, its a simulation with Live Tickers but w/ fake money balance.
   * Improvements in Clear Log file
   * Improvements in en_US translation
   * Improvements in Twitter oauth conf
* v1.0 beta 2
   * First public version

> HAL10K Bitcoin trading bot (CC) copyleft http://dann.com.br - @intrd (Danilo Salles) <contact@dann.com.br> HAL10K is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License 2, as published by the Free Software Foundation.

[whydifficult]

Woow this looks really awesome  (as is the name btw)! I love how you use twitter as an interface, that's clever.

Can we expect cross platform support as well (I don't have any windows machines for example) and would prefer to run 24/7 like this in the cloud or on something like a raspberry PI. I really would want to check this out though.

[intrd]

That's cool that you enjoyed! The fact of using Twitter to notify operators and allow the decision to stop-loss with remote commands was really very good.

Please test my bot, your help will be very welcome!

Remembering that it works perfectly on Linux platforms, simply edit the file. BAT (used just to keep a non stop looping) and convert to a simple Shell Script+Crontab. (plan to do this soon, if no one do before..)

Woow this looks really awesome  (as is the name btw)! I love how you use twitter as an interface, that's clever.

Can we expect cross platform support as well (I don't have any windows machines for example) and would prefer to run 24/7 like this in the cloud or on something like a raspberry PI. I really would want to check this out though.

[snogcel]

Really nice work on this man! Love the way that historical data can be tested, this will be HUGE in determining optimal profitability. Really excited about this project -

A few weeks back I tried playing around with Moving Averages on btc-e by hacking around with a jQuery API I found, was never able to get the system working how I'd like (it's painful waiting for real test data to see what parts of the algorithm need tweaking!) - but - if you'd like to check the code and integrate any of it in I'd be happy to share =)

[intrd]

Just released the v2.0 beta 1, improved the bot decisions using the technique of EMA short/long crossover, now also possible beyond Backtesting, making simulation using Live ticker(Paper trading), among other improvements, changelog below:

• New trading technique implemented: EMA short/long crossover
• Paper trading: Differs to Backtesting, its a simulation with Live Tickers but w/ fake money balance.
• Improvements in Clear Log file
• Improvements in en_US translation
• Improvements in Twitter oauth conf

New configurable parameters:

• emacross - Turn on EMA crossover method;
• emaShort - EMA short period(in seconds) for EMA crossover method;
• emaLong - EMA long period(in seconds) for EMA crossover method;
• emaDiff - EMA difference between short and long crossover;

Please test! i realy need feedbacks..  

[snogcel]

Nice!! I've been checking this out - ended up moving from WAMP to XAMMP to fix an issue with curl, still seeing a problem though and I'm a bit stumped:

$fake = true;
$paper = false;

this creates the following error:

Notice: Undefined index: datetime in F:\xampp\htdocs\hal10k\start.php on line 56

commenting that line out of start.php seems to fix it, but then the simulation mode doesn't appear to actually do anything. Any ideas?

Can't wait to play around with this! Thanks for putting the work in on this, very cool project.

[intrd]

To backtesting use $fake=true and $paper=false, to paper trading use $fake=true and $paper=true; (I will improve this vars on the next release)

Nice!! I've been checking this out - ended up moving from WAMP to XAMMP to fix an issue with curl, still seeing a problem though and I'm a bit stumped:

$fake = true;
$paper = false;

this creates the following error:

Notice: Undefined index: datetime in F:\xampp\htdocs\hal10k\start.php on line 56

commenting that line out of start.php seems to fix it, but then the simulation mode doesn't appear to actually do anything. Any ideas?

Can't wait to play around with this! Thanks for putting the work in on this, very cool project.

[snogcel]

To backtesting use $fake=true and $paper=false, to paper trading use $fake=true and $paper=true; (I will improve this vars on the next release)

Nice!! I've been checking this out - ended up moving from WAMP to XAMMP to fix an issue with curl, still seeing a problem though and I'm a bit stumped:

$fake = true;
$paper = false;

this creates the following error:

Notice: Undefined index: datetime in F:\xampp\htdocs\hal10k\start.php on line 56

commenting that line out of start.php seems to fix it, but then the simulation mode doesn't appear to actually do anything. Any ideas?

Can't wait to play around with this! Thanks for putting the work in on this, very cool project.

I think I've got it set properly?

Code:

/* Backtesting and Paper trading */
	$fake=true; //Turns on/off simulation (backtesting);
	$paper=false; //Paper trading is simulation with Real Live Tickers but w/ fake money balance. (If Paper trading is true, $fake needs to be defined to "true");
	$fake_btc_balance="0.03161308"; //Initial amount of BTC for the simulation;
	$fake_btc_usd_buyedprice="819.00000"; //Initial purchase price of BTC (ATENTION: you need to set this value for Backtesting and Paper trading);
	$fake_datetime_of_firstbid="2014-01-01 00:00:00"; //Initial datetime (same as first line of $fakegox_tickers file below)
	$fakegox_tickers=$datadir."fakegox_tickers(24.12-26.12).txt"; //Access http://bitcoincharts.com/charts/mtgoxUSD, set the period (must be a period that supports interval 1min), click Raw Data, copy/paste the contents of the table in a TXT file and replaces tabulations by "," comma);

I've tried a couple of the backtesting txt files provided - for some reason it's no dice?

[intrd]

Sorry snogcel! please fork again this file: https://github.com/intrd/bitcoin/blob/master/hal10k/functions.php
i've fixed a little bug

[snogcel]

Sorry snogcel! please fork again this file: https://github.com/intrd/bitcoin/blob/master/hal10k/functions.php
i've fixed a little bug

Thanks man that seemed to do the trick - one other thing I noticed is that it doesn't seem to be making any moves?

Code:

*** Checking for open orders...  no orders.
$ 748.9999 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])
*** Checking for open orders...  no orders.
$ 748.9999 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])
*** Checking for open orders...  no orders.
$ 744.01001 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])
*** Checking for open orders...  no orders.
$ 744.01001 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])
*** Checking for open orders...  no orders.
$ 748.4 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])
*** Checking for open orders...  no orders.
$ 748.99 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])
*** Checking for open orders...  no orders.
$ 745 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])
*** Checking for open orders...  no orders.
$ 744.50001 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])
*** Checking for open orders...  no orders.
$ 744 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])
*** Checking for open orders...  no orders.
$ 744 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])
*** Checking for open orders...  no orders.
$ 743.38 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])^CTermin

Using this sample test data:

Code:

        $fake_btc_balance="0.03161308"; //Initial amount of BTC for the simulation;
	$fake_btc_usd_buyedprice="767"; //Initial purchase price of BTC (ATENTION: you need to set this value for Backtesting and Paper trading);
	$fake_datetime_of_firstbid="2013-24-12 00:00:00"; //Initial datetime (same as first line of $fakegox_tickers file below)
	$fakegox_tickers=$datadir."fakegox_tickers(24.12-26.12).txt"; //Access http://bitcoincharts.com/charts/mtgoxUSD, set the period (must be a period that supports interval 1min), click Raw Data, copy/paste the contents of the table in a TXT file and replaces tabulations by "," comma);

Sorry to be such a pain in the a**!! =) Any ideas on what could be going on there?

[intrd]

$ 748.9999 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])
According to your defined parameters, you started the bot with a bid made at 767, and using a very high value for the stop-loss ($up_diff_inv and $down_diff_inv), then the bot will only sell at stoploss hit (-223) never!
If you want to see some action, you have two options:
- Set the first bid (767) to a nearest value of current: 748;
- Set a low value(maybe 5) for stoploss($up_diff_inv and $down_diff_inv);

[snogcel]

$ 748.9999 <limbo/down> ask @ 767 stoploss: -223 (last: bid @ 767 [loss])
According to your defined parameters, you started the bot with a bid made at 767, and using a very high value for the stop-loss ($up_diff_inv and $down_diff_inv), then the bot will only sell at stoploss hit (-223) never!
If you want to see some action, you have two options:
- Set the first bid (767) to a nearest value of current: 748;
- Set a low value(maybe 5) for stoploss($up_diff_inv and $down_diff_inv);

are u trying paper trading, right?
please do not go to the live trading before mastering the paper trading.

Doh! Didn't realize that this new release had a stoploss set of 999 by default! =)

I've just started playing around with Paper Trading - first checking out the EMA algo. Absolutely steering clear of real trading until I get a feel for it.

Regarding further testing, I adjusted the following variables:

Code:

	/* Custom trading algoritm parameters */
	$percentual=0.45; //Minimum percentage of profit on the purchase (Use the current fee applied by MtGox);
	$up_diff=0; //(sell) profit points (in USD) above the purchase price;
	$up_diff_inv=15; //(sell) stop loss (in USD) below the purchase price;
	$down_diff=0; //(buy) profit points (in USD) below the selling price;
	$down_diff_inv=15; //(buy) stop loss (in USD) above the selling price;
	$secure_ticker=300.99500; //Security value that prevents the bot to make sales below a certain value;
	$emacross=true; //Turn on EMA crossover method (if emacross=true, Simple Market Direction Method automatically is turned off);
	$emaShort=10; //EMA short period(in seconds) for EMA crossover method;
	$emaLong=22; //EMA long period(in seconds) for EMA crossover method;
	$emaDiff=0; //EMA difference between short and long crossover;
	$last_two_orders=false; //Base next move on the last two transactions value;
	$interval=10; //Bot loop interval (in seconds);
	$timeout=80; //Timeout in seconds for completion of the bid/ask;
	$sudden_mode=0; //When active, the bot makes a purchase at the sale price, or a sale at the purchase price. Used only when there is a need for immediate order processing. It will be disabled after the order is processed;
	$reverse_prices=0; //Same as Sudden, but definite. It will never turned off;
	$manualstoploss=0; //When active, in every action stop-loss requests remote confirmation of the bot operator;
	$dire=6; //Amount of past intervals used in the identification of Simple Market Direction Method;
	$dire_limbo=13; //Minimum variation (in USD) to define whether the direction is out of limbo or not (limbo: when the bot still trying to set the direction of the market);
	$vol_limbo=450.78526468; //Minimum volume (in USD) to consider an abnormal change at the volume of an interval to another;
	
	/* Backtesting and Paper trading */
	$fake=true; //Turns on/off simulation (backtesting);
	$paper=false; //Paper trading is simulation with Real Live Tickers but w/ fake money balance. (If Paper trading is true, $fake needs to be defined to "true");
	$fake_btc_balance="0.03161308"; //Initial amount of BTC for the simulation;
	$fake_btc_usd_buyedprice="700"; //Initial purchase price of BTC (ATENTION: you need to set this value for Backtesting and Paper trading);
	$fake_datetime_of_firstbid="2013-24-12 00:00:00"; //Initial datetime (same as first line of $fakegox_tickers file below)
	$fakegox_tickers=$datadir."fakegox_tickers(24.12-26.12).txt"; //Access http://bitcoincharts.com/charts/mtgoxUSD, set the period (must be a period that supports interval 1min), click Raw Data, copy/paste the contents of the table in a TXT file and replaces tabulations by "," comma);

Seeing the following output:

Code:

*** Checking for open orders...  no orders.
$ 707.8188 <limbo/down> ask @ 700 stoploss: 685 (last: bid @ 700 [loss])
*** Checking for open orders...  no orders.
$ 707.79498 <limbo/down> ask @ 700 stoploss: 685 (last: bid @ 700 [loss])
*** Checking for open orders...  no orders.
$ 704 <limbo/down> ask @ 700 stoploss: 685 (last: bid @ 700 [loss])
*** Checking for open orders...  no orders.
$ 707.78387 <limbo/down> ask @ 700 stoploss: 685 (last: bid @ 700 [loss])
*** Checking for open orders...  no orders.
$ 707.9 <limbo/down> ask @ 700 stoploss: 685 (last: bid @ 700 [loss])
*** Checking for open orders...  no orders.
$ 689.0125 <limbo/down> ask @ 700 stoploss: 685 (last: bid @ 700 [loss])
*** Checking for open orders...  no orders.
$ 683.01 <limbo/down> ask @ 700 stoploss: 685 (last: bid @ 700 [loss])
*** Checking for open orders...  no orders.
$ 680 <limbo/down> ask @ 700 stoploss: 685 (last: bid @ 700 [loss])
*** Checking for open orders...  no orders.
$ 679 <limbo/down> ask @ 700 stoploss: 685 (last: bid @ 700 [loss])
*** Checking for open orders...  no orders.
$ 685 <limbo/down> ask @ 700 stoploss: 685 (last: bid @ 700 [loss])
*** Checking for open orders...  no orders.
$ 682 <limbo/down> ask @ 700 stoploss: 685 (last: bid @ 700 [loss])

Very well could be that my brain is fried and it's time for sleep - it doesn't seem to be hitting the stoploss? Will play around with this a bit more tomorrow, let me know what you think =)

[intrd]

snogcel,
sorry, another bug fix to solve this "ethernal limbo" bug, please fork files below and try again:
https://github.com/intrd/bitcoin/blob/master/hal10k/start.php
https://github.com/intrd/bitcoin/blob/master/hal10k/functions.php

thanks n keep testing!

[snogcel]

snogcel,
sorry, another bug fix to solve this "ethernal limbo" bug, please fork files below and try again:
https://github.com/intrd/bitcoin/blob/master/hal10k/start.php
https://github.com/intrd/bitcoin/blob/master/hal10k/functions.php

thanks n keep testing!

Works great! Will test out a bit more this evening, but really like what I'm seeing - awesome work on this project!!

[breakingwaves]

Thanks for sharing, will try to get my head round the code when I get a chance.

[intrd]

For all those who are having trouble to understanding the configuration file, I'm simplifying it and creating a "1click-to-run version" to not have to install apache+php!

[snogcel]

snogcel.. please download start.php and functions.php again! i've fixed "last_two_values" bug.
thanks!

Thanks for the heads-up! Played around a bit more with backtesting tonight and found something that looks very promising. Will run it on paper testing overnight and let you know how it goes =)

[intrd]

snogcel,
I would ask you to download all the files before testing again, did important fixes, including on the EMA method, now seems to be ok..
thanks man.

[snogcel]

snogcel,
I would ask you to download all the files before testing again, did important fixes, including on the EMA method, now seems to be ok..
thanks man.

Cool, updated to v2.1 and restarted paper trading mode after a few tests (backtesting data is lining up as I'd expect). So far so good, I'll let you know what type of results I end up seeing

[intrd]

EMA crossover is working like a charm  


EMA w/ stoploss backtesting

[Neo.op]

So basically this does only longs ie buy BTC/USD and not shorts?

[whydifficult]

So basically this does only longs ie buy BTC/USD and not shorts?

It doesn't do real shorts but it sells the asset so it can buy back once the downtrend has ended.

[Thom]

HUZZAH.

What of usability with btc-e, cexio, cryptsy?

Also seconded:

Can we expect cross platform support as well (I don't have any windows machines for example) and would prefer to run 24/7 like this in the cloud or on something like a raspberry PI. I really would want to check this out though.

Because if this can run on minimal linux, it'll be great for VPS / rpi / VM usage.

Fingers crossed for when whydifficult's gekko plays nice with cex again too though.
It's the only tradebot I have that I don't have to run in a virtual machine!

[intrd]

- What of usability with btc-e, cexio, cryptsy?
- Because if this can run on minimal linux, it'll be great for VPS / rpi / VM usage.

for now.. only MtGox. but surely we adapt other exchanges and currencies.
About the minimal linux version, you can wait to be launched by the middle of next week yet!

[bitcoin.newsfeed]

Just waiting for 1-click and run version w/ pre-configured PHP buit-in Webserver . Thumbs up guys !

I'll be back with some feedback then.

[john mackensie]

Trade your bitcoins on bitcoins4currency.com, im doing this you can get a better cote for bitcoins, i buy on other markets and sell there, if you want to make profit without take much risck u have to exchange bitcoins in ur currency easily. you can make a bit of money with bitcoins volatile.

[intrd]

New bug fixes in the files below:

Code:

https://github.com/intrd/bitcoin/blob/master/hal10k/functions.php
https://github.com/intrd/bitcoin/blob/master/hal10k/start.php

[malen63]

Hi Intrd,

I am very interested in your project. I installed xamp and source code. Could you explain the procedure to simulate sales with actual chart ?

thank you

PS : When do you think release MACD ?

[intrd]

For whom was testing the old version, just released the beta10 version w/ many bug fixes!

Hi Intrd,
I am very interested in your project. I installed xamp and source code. Could you explain the procedure to simulate sales with actual chart ?
thank you
PS : When do you think release MACD ?

Just access http://bitcoincharts.com/charts/mtgoxUSD, set the period (must be a period that supports interval 1min), click "Raw Data", copy/paste the contents of the table into a TXT file and replaces tabulations by "," comma). Save txt file into Data directory, edit $fake_datetime_of_firstbid and $fakegox_tickers variables, turn $reset_data=true, and done.. you have the current chart ready to perform the simulations.

PS: This boring procedure will end up so I make the bot fetch data from the API bitcoincharts automatically.. (yes, its in the todoList);

MACD soon..

[malen63]

Thanks for your answer.

It works very well. I look forward to DMCA implementation because EMA is too slow

[snogcel]

Hey man,

Figured I'd check in - so far so good, I've set up your bot to take a longer position in terms of trades (really just trying to capitalize on major changes in market direction). Question for you, is there a recommended interval when running in paper mode or otherwise?

I set $interval=30 in my config file before starting up my test - will this interfere with the usefulness of the EMA trading method? It's been holding at btc @ 875 largely because it's been so bullish the last couple days, but wanted to show you what the resulting graph looks like:



As a side note - realized I never confirmed my MtGox account... Doh! Have to wait to get verified to transfer btc in there =\

[intrd]

snogcel,
My tuning on Live trading now, you can use for Paper too:

Code:

$percentual=0.45; 
$bidfee=0.45;
$up_diff=1;
$up_diff_inv=5;
$down_diff=1; 
$down_diff_inv=5; 
$secure_ticker=300.99500; 
$emacross=true; 
$emaShort=20; 
$emaLong=44; 
$emaDiff=5; 
$last_two_orders=false; 
$interval=60;
$timeout=80;

results..

Hey man,

Figured I'd check in - so far so good, I've set up your bot to take a longer position in terms of trades (really just trying to capitalize on major changes in market direction). Question for you, is there a recommended interval when running in paper mode or otherwise?

I set $interval=30 in my config file before starting up my test - will this interfere with the usefulness of the EMA trading method? It's been holding at btc @ 875 largely because it's been so bullish the last couple days, but wanted to show you what the resulting graph looks like:

As a side note - realized I never confirmed my MtGox account... Doh! Have to wait to get verified to transfer btc in there =\

[intrd]

Good news

Just released v2.2 beta1

**Changelog**
* v2.2 beta 1
   * - Built-in apache+php pre-configured (1-click-to-run version for Windows), download here: http://dann.com.br/hal10k_1click_apache.php-winx86.zip and just run the: start_hal10k.bat
   * - Some EMA improvements
   * - Better graphic chart
   * - Massive bug fixes

[intrd]

Thank u feedback @bitcoin.newsfeed,
i've fixed the cURL problem: http://dann.com.br/hal10k_1click_apache.php-winx86.zip (forgotten to enable curl on php.ini, now its ok)

Dead intrd,
I am trying to run HAL10K stand alone 1-click-version.

I configured the configs.php file, but after the run i got this error message

PHP Notice:  Use of undefined constant CURL_HTTP_VERSION_1_1 - assumed 'CURL_HTT
P_VERSION_1_1' in C:UsershostDesktophal10k_1click_apache.php-winx86bitcoin

[intrd]

Yes, it is.. up/down diff on 500(never stop loss) and +1% on $percentual.

Its working now
What should i set if I never want to sell at loss? (better waiting for price regeneration... the hell, its bitcoin ) 
But i want to take profit lets say with every 1% of increase from buying price? Something like this?  >>>
/* Custom trading algoritm parameters */
   $percentual=1.45; //Minimum percentage of profit on the purchase (Use the current fee applied by MtGox);
   $bidfee=0.45; //Just for simulation purposes (Use the current fee applied by MtGox);
   $up_diff=1; //(sell) profit points (in USD) above the purchase price;
   $up_diff_inv=500; //(sell) stop loss (in USD) below the purchase price;
   $down_diff=1; //(buy) profit points (in USD) below the selling price;
   $down_diff_inv=500; //(buy) stop loss (in USD) above the selling price;

[bitcoin.newsfeed]

You welcome !  And thanks for replies and fix.

I want to ask ... for a test run, am I able to set "fake_usd_balance" somewhere? I found where to set "fake_btc_balance" but not USD balance, can you point me to the right direction please?

[bitcoin.newsfeed]

another questions on table 

Code:

*** Checking for open orders...  no orders.
$ 1090.54999 <limbo/down> ask @ 1090 stoploss: 589 (last: bid @ 1089 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 1090.54999 <limbo/down> ask @ 1090 stoploss: 589 (last: bid @ 1089 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 1082.48577 <limbo/down> ask @ 1090 stoploss: 589 (last: bid @ 1089 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 1070.00000 <limbo/down> ask @ 1090 stoploss: 589 (last: bid @ 1089 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 1086.82002 <limbo/down> ask @ 1090 stoploss: 589 (last: bid @ 1089 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 1089.99000 <limbo/down> ask @ 1090 stoploss: 589 (last: bid @ 1089 [loss])

what does it mean? the bot is placing sell order for that 1.0 BTC(btw the bot is still going "all-in?") @ 1089 ?
But the price was already higher than 1089 for a minute, and he not sold it, why? Or am I reading this wrong?

And how the bot know, when he should buy-in ?

[intrd]

At the moment, to start with USD instead of BTC is only possible manually.. by turning off the $reset_data; editing the file: fakegox.txt USD balance and setting an "ask" on file last.txt, (now placed in the todolist the $fake_usd_balance, this feature will be available soon)

You welcome !  And thanks for replies and fix.
I want to ask ... for a test run, am I able to set "fake_usd_balance" somewhere? I found where to set "fake_btc_balance" but not USD balance, can you point me to the right direction please?

[intrd]

He he bought at 1089, will ask at 1090 when market direction is <down/down> (<limbo/down> means that the bot does not have enough data to generate the EMA <down.limbo/down> means that the EMA has not crossed yet)

another questions on table  

Code:

*** Checking for open orders...  no orders.
$ 1090.54999 <limbo/down> ask @ 1090 stoploss: 589 (last: bid @ 1089 [loss])

what does it mean? the bot is placing sell order for that 1.0 BTC(btw the bot is still going "all-in?") @ 1089 ?
But the price was already higher than 1089 for a minute, and he not sold it, why? Or am I reading this wrong?
And how the bot know, when he should buy-in ?

[intrd]

The bot make moves when the market price crosses EMA lines.. (you can delay it by settings $emaDiff in USD)

And how the bot know, when he should buy-in ?

[Kakoon]

Nice work so far.

Since I'm European, I am more interested in EUR prices. How much impact, do you think, would changing the currency in MtGoxClient.php have?

Code:

$this->pair = 'BTCUSD';

to

Code:

$this->pair = 'BTCEUR';

Besides showing a dollar sign next to each price of course, would that mess up things?

[intrd]

I believe that works! take the test in Paper trading.. (i've put EUR in todolist also, thank you for remembering)

Nice work so far.
Since I'm European, I am more interested in EUR prices. How much impact, do you think, would changing the currency in MtGoxClient.php have?

Code:

$this->pair = 'BTCUSD';

to

Code:

$this->pair = 'BTCEUR';

Besides showing a dollar sign next to each price of course, would that mess up things?

[malen63]

Hi Inrd,

Could you give us your todolist by priority ?

Other question, I heard you had to wait a long time with Mtgox for money on his bank account. And that it is better to use Bitstamp or Bitcoincentral.

[omio]

Very nice thank you for this. Does this need also need an SQL server to run?

[intrd]

Nop. i've made a simple text database..

Very nice thank you for this. Does this need also need an SQL server to run?

[intrd]

Todolist is on github: https://github.com/intrd/bitcoin/tree/master/hal10k (at the end of readme)
would be grateful if they can assist in this project, even small fixes/improvements in code! so far I'm still alone..

Hi Intrd,
Could you give us your todolist by priority ?
Other question, I heard you had to wait a long time with Mtgox for money on his bank account. And that it is better to use Bitstamp or Bitcoincentral.

[bitcoin.newsfeed]

He he bought at 1089, will ask at 1090 when market direction is <down/down> (<limbo/down> means that the bot does not have enough data to generate the EMA <down.limbo/down> means that the EMA has not crossed yet)

Code:

*** Checking for open orders...  no orders.
$ 1090.54999 <limbo/down> ask @ 1090 stoploss: 589 (last: bid @ 1089 [loss])

Oh I see So why HAL is trying to sell @ 1090 (when he bought on 1089), when "$percentual" value is set to "1.45" and 1089*1.0145 = 1104.7905  <<< he should want to sell it on 1104.7905, no 1090(with loss because of fees), right?

[intrd]

Yes, take a look at $bidfee value too!

Oh I see So why HAL is trying to sell @ 1090 (when he bought on 1089), when "$percentual" value is set to "1.45" and 1089*1.0145 = 1104.7905  <<< he should want to sell it on 1104.7905, no 1090(with loss because of fees), right?

[bitcoin.newsfeed]

Yes, take a look at $bidfee value too!

Oh I see So why HAL is trying to sell @ 1090 (when he bought on 1089), when "$percentual" value is set to "1.45" and 1089*1.0145 = 1104.7905  <<< he should want to sell it on 1104.7905, no 1090(with loss because of fees), right?

config

Code:

$percentual=1.45; //Minimum percentage of profit on the purchase (Use the current fee applied by MtGox);
$bidfee=1.45; //Just for simulation purposes (Use the current fee applied by MtGox);
$up_diff=10; //(sell) profit points (in USD) above the purchase price;
$up_diff_inv=500; //(sell) stop loss (in USD) below the purchase price;
$down_diff=1; //(buy) profit points (in USD) below the selling price;
$down_diff_inv=1; //(buy) stop loss (in USD) above the selling price;
$secure_ticker=1; //Security value that prevents the bot to make sales below a certain value;
$fake_btc_usd_buyedprice="1000.00000"; 

output

Code:

*** Checking for open orders...  no orders.
$ 1012.77664 <limbo/down> ask @ 1010 stoploss: 500 (last: bid @ 1000 [loss])

Its configured, but i think the bot is ignoring the $percentual value and instead of it is using $up_diff value, what you think?

[woutie70]

First of all, thanks for making this amazing opensource tradingbot!
The graph works like a charm (but sometimes the 'buy' and the 'sell' points are not on the yellow USD/BTC line)

There is however one problem I come across everytime I run the code.

Code:

$ 1035.015 <up/up> bid @ 1014 stoploss: 1040 (last: ask @ 1020 [profit])
*** EMAShort1032.44 / EMALong1028.07
*** High volume detected! 146994.68
*** Checking for open orders...  no orders.
$ 1042 <up/up> bid @ 1014 stoploss: 1040 (last: ask @ 1020 [profit])
*** #Hit wall!
*** #SUDDEN MODE on!
$ bid 2.0119309811464 @ $1044.1 (prev: 1020) - 2014-01-07 09:13:10
array(2) {
  ["result"]=>
  string(7) "success"
  ["data"]=>
  string(26) "98374829984767289039847839"
}
*** Processing order... done!array(8) {
  ["type"]=>
  string(3) "bid"
  ["amount"]=>
  float(2.0119309811464)
  ["price"]=>
  string(6) "1044.1"
  ["datetime"]=>
  string(19) "2014-01-07 09:13:10"
  ["success"]=>
  string(26) "98374829984767289039847839"
  ["status"]=>
  string(9) "processed"
  ["prem"]=>
  string(4) "loss"
  ["sudden_mode"]=>
  int(0)
}

*** EMAShort1036.99 / EMALong1030.62
*** Checking for open orders...  no orders.

After 'Processing...Done! He gives some weird code lines what seems to be code that need to be executed. Does anyone know how to solve this?

Also, (newbie question) where can you see the profit you made?

Thanks in advance!

[intrd]

He BID at 1000 and will ASK at 1010 (because $percentual and $bidfee not applies at ASK, only BID), if you want to configure profit margin at next ASK uses $up_diff.
I know, its confusing.., will improve it to let more intuitive.

Its configured, but i think the bot is ignoring the $percentual value and instead of it is using $up_diff value, what you think?

[intrd]

1 - When bots buy/sell at "Sudden mode(loss)", its off the current price, so he scores off the chart, is correct ..
2- Sorry about that weird code lines after processing, its because I forgot to turn off debug (its not an error..)

First of all, thanks for making this amazing opensource tradingbot!
The graph works like a charm (but sometimes the 'buy' and the 'sell' points are not on the yellow USD/BTC line)
There is however one problem I come across everytime I run the code.

Code:

*** Processing order... done!array(8) {
  ["type"]=>
  string(3) "bid"
  ["amount"]=>
  float(2.0119309811464)
  ["price"]=>
  string(6) "1044.1"
  ["datetime"]=>
  string(19) "2014-01-07 09:13:10"
  ["success"]=>
  string(26) "98374829984767289039847839"
  ["status"]=>
  string(9) "processed"
  ["prem"]=>
  string(4) "loss"
  ["sudden_mode"]=>
  int(0)
}

After 'Processing...Done! He gives some weird code lines what seems to be code that need to be executed. Does anyone know how to solve this?
Also, (newbie question) where can you see the profit you made? Thanks in advance!

[armodilloben]

open source trading bots are a great idea, although only live environment testing will show results. We are working on an API in our Bitcoin exchgange game, so you will have a nice training ground for the trading bots.

[facundop]

I'm testing it, but it handles weird values. As of now, mtgox high/low are at 1,044 - 956, but HAL 10k is bidding at 703. ¿?

[intrd]

No, this will only happen if you set a very high profit on $down_diff

I'm testing it, but it handles weird values. As of now, mtgox high/low are at 1,044 - 956, but HAL 10k is bidding at 703. ¿?

[facundop]

I'm using everything by default, I haven't changed any value

[intrd]

Strange, copynpaste here last lines of output..

I'm using everything by default, I haven't changed any value

[facundop]

Strange, copynpaste here last lines of output..

I'm using everything by default, I haven't changed any value

Here we go, I only changed logged in, btc amount and usd amount:

Start time is: 07/01/2014 13:16:05,20

*** HAL_10K v2.2 beta 1 (by intrd)
$ Logged: xxxxx ( BTC: xxxxx / USD: xxxxx )
# Trading - fee: 0.45 - ( USD range down: 1 / up: 1 ) Interval secs: 60
# Ticker 24h -> High: 1044.20000 / Low: 956.00000 / Avg: 1006.53471 )
# Loop starting..
*** EMAShort / EMALong
*** High volume detected! 16302.40557269
*** Checking for open orders...  no orders.
$ 985.00000 <limbo/up> bid @ 703 stoploss: 715 (last: bid @ 707 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 977.00001 <limbo/up> bid @ 703 stoploss: 715 (last: bid @ 707 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 977.00001 <limbo/up> bid @ 703 stoploss: 715 (last: bid @ 707 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 986.50000 <limbo/up> bid @ 703 stoploss: 715 (last: bid @ 707 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 978.00000 <limbo/up> bid @ 703 stoploss: 715 (last: bid @ 707 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 978.00000 <limbo/up> bid @ 703 stoploss: 715 (last: bid @ 707 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 979.00000 <limbo/up> bid @ 703 stoploss: 715 (last: bid @ 707 [loss])

[intrd]

Ah ok,
this happens because you specified that purchased your amount of btc at 707, so it will sell when UP (707+$up_diff value) when the market is going <up/up>.

you can set the value that was FIRST BTC bought in this variable: $fake_btc_usd_buyedprice="707.00000";

Here we go, I only changed logged in, btc amount and usd amount:

[facundop]

Currently, in my mtgox there isnt any btc, I only own several USD. Does it mean it will loop forever like this unless I buy BTC and change the value you mentioned to the value I spent?

[woutie70]

intrd, thank you for your quick reply

I have one more question (which I like to illustrate).

http://postimg.org/image/j785rn5wf/

This is while using Live Trading (with paper) with the following config:

Code:

	/* Custom trading algoritm parameters */
	$percentual=0.6; //Minimum percentage of profit on the purchase (Use the current fee applied by MtGox);
	$bidfee=0.6; //Just for simulation purposes (Use the current fee applied by MtGox);
	$up_diff=5; //(sell) profit points (in USD) above the purchase price;
	$up_diff_inv=0; //(sell) stop loss (in USD) below the purchase price;
	$down_diff=2; //(buy) profit points (in USD) below the selling price;
	$down_diff_inv=0; //(buy) stop loss (in USD) above the selling price;
	$secure_ticker=300.99500; //Security value that prevents the bot to make sales below a certain value;
	$emacross=true; //Turn on EMA crossover method (if emacross=true, Simple Market Direction Method automatically is turned off);
	$emaShort=10; //EMA short period(in minutes because you are using $interval=60;) for EMA crossover method;
	$emaLong=21; //EMA long period(in minutes because you are using $interval=60;) for EMA crossover method;
	$emaDiff=0; //EMA difference between short and long crossover;
	$last_two_orders=false; //Base next move on the last two transactions value;
	$interval=10; //Bot loop interval (in seconds);
	$timeout=80; //Timeout in seconds for completion of the bid/ask;
	$sudden_mode=0; //When active, the bot makes a purchase at the sale price, or a sale at the purchase price. Used only when there is a need for immediate order processing. It will be disabled after the order is processed;
	$reverse_prices=0; //Same as Sudden, but definite. It will never turned off;
	$manualstoploss=0; //When active, in every action stop-loss requests remote confirmation of the bot operator;
	$dire=6; //Amount of past intervals used in the identification of Simple Market Direction Method;
	$dire_limbo=13; //Minimum variation (in USD) to define whether the direction is out of limbo or not (limbo: when the bot still trying to set the direction of the market);
	$vol_limbo=450.78526468; //Minimum volume (in USD) to consider an abnormal change at the volume of an interval to another;
	
	/* Backtesting and Paper trading */
	$fake=true; //Turns on/off simulation (backtesting);
	$paper=true; //Paper trading is simulation with Real Live Tickers but w/ fake money balance. (If Paper trading is true, $fake needs to be defined to "true");
	$fake_btc_balance="2"; //Initial amount of BTC for the simulation;
	$fake_btc_usd_buyedprice="990.80000"; //Initial purchase price of BTC (ATENTION: you need to set this value for Backtesting and Paper trading);
	$fake_datetime_of_firstbid="2014-01-07 00:00:00"; //Initial datetime (same as first line of $fakegox_tickers file below)
	$fakegox_tickers=$datadir."fakegox_tickers(test3).txt"; //Access http://bitcoincharts.com/charts/mtgoxUSD, set the period (must be a period that supports interval 1min), click Raw Data, copy/paste the contents of the table in a TXT file and replaces tabulations by "," comma);

In the middle, there is a lot of fluctation in the price, and the bot buys and sells constantly at the perfect price.

My question: Is this possible when you trade with real money? Because when that's the case, this config is very profitable 

[intrd]

At the moment, to start with USD instead of BTC is only possible manually.. by turning off the $reset_data; editing the file: fakegox.txt USD balance and setting an "ask" on file last.txt, (now placed in the todolist the $fake_usd_balance, this feature will be available soon)

Currently, in my mtgox there isnt any btc, I only own several USD. Does it mean it will loop forever like this unless I buy BTC and change the value you mentioned to the value I spent?

[facundop]

At the moment, to start with USD instead of BTC is only possible manually.. by turning off the $reset_data; editing the file: fakegox.txt USD balance and setting an "ask" on file last.txt, (now placed in the todolist the $fake_usd_balance, this feature will be available soon)

Currently, in my mtgox there isnt any btc, I only own several USD. Does it mean it will loop forever like this unless I buy BTC and change the value you mentioned to the value I spent?

I bought a small btc sample, but still no action with the bot:

Start time is: 07/01/2014 13:45:20,94

*** HAL_10K v2.2 beta 1 (by intrd)
$ Logged: xxxxxxx( BTC: 0.02946935 / USD: xxxxxx )
# Trading - fee: 0.45 - ( USD range down: 1 / up: 1 ) Interval secs: 60
# Ticker 24h -> High: 1044.20000 / Low: 956.00000 / Avg: 1006.35190 )
# Loop starting..
*** EMAShort / EMALong
*** High volume detected! 16133.65412521
*** Checking for open orders...  no orders.
$ 973.57000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 973.76792 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 975.00279 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 974.99279 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 973.00000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 973.00000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 973.00000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 975.00000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 977.44255 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 975.99000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 974.00000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 974.00000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 974.00000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 974.00000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 974.00000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 974.00000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 977.25000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 977.25000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 977.25000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 975.50000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 975.50000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 986.89900 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 979.90231 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 979.90231 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 979.90231 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 979.90231 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 979.90231 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 982.35206 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 982.00000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 982.00000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
*** EMAShort / EMALong
*** Checking for open orders...  no orders.
$ 982.35206 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])

these are my settings:

   $percentual=0.45;
   $bidfee=0.45;
   $up_diff=1;
   $up_diff_inv=5;
   $down_diff=1;
   $down_diff_inv=5;
   $secure_ticker=300.99500;
   $emacross=true;
   $emaShort=20;
   $emaLong=44;
   $emaDiff=5;
   $last_two_orders=false;
   $interval=60;
   $timeout=80;
   $sudden_mode=0;
   $reverse_prices=0;
   $manualstoploss=0;
   $dire=6;
   $dire_limbo=13;
   $vol_limbo=450.78526468;

seems stuck in a loop, and I believe it should have made a few sells already ?

[intrd]

theoretically all it is possible in simulation Paper is possible IRL,
but you have to consider that your exchange will hardly be able to process quickly an order at ask/bid price, MtGox takes too long to process this type of order and many times the price moves and the order remains in gox queue, so I created the variable $timeout and Sudden Mode(which makes a bid at the current ask price or vice versa.)

intrd, thank you for your quick reply
I have one more question (which I like to illustrate).
This is while using Live Trading (with paper) with the following config:

In the middle, there is a lot of fluctation in the price, and the bot buys and sells constantly at the perfect price.
My question: Is this possible when you trade with real money? Because when that's the case, this config is very profitable 

[intrd]

You are on Paper trading, right?
$ 982.35206 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])
Its on "Limbo", the bot will ask at 975 when the market direction is <down/down>.
Limbo = means that the bot has not garnered sufficient data to render the EMALong, in your case is set to 44, and you will have to wait 44min(if $interval=60(1min)) for the bot do the first movement, from there it will operate normally.
(this problem will end when the bot able to automatically grab information from the past before starting from scratch).

I bought a small btc sample, but still no action with the bot:

Start time is: 07/01/2014 13:45:20,94
*** HAL_10K v2.2 beta 1 (by intrd)
$ Logged: xxxxxxx( BTC: 0.02946935 / USD: xxxxxx )
# Trading - fee: 0.45 - ( USD range down: 1 / up: 1 ) Interval secs: 60
# Ticker 24h -> High: 1044.20000 / Low: 956.00000 / Avg: 1006.35190 )
# Loop starting..
*** EMAShort / EMALong
*** High volume detected! 16133.65412521
*** Checking for open orders...  no orders.
$ 973.57000 <limbo/down> ask @ 975 stoploss: 969 (last: bid @ 974 [loss])

seems stuck in a loop, and I believe it should have made a few sells already ?

[facundop]

I feel dumb, sorry. I ll report back in 40 mins when I start earning billions thanks to your bot.

[morp17]

Great job, I would take a doubt, apparently the bot is configured to obtain profit in U.S. dollars, how do I flip and make a profit in bitcoin? 

[intrd]

I created the bot to profit starting w/ btc, but like many requested here, next version will be able to start w/ USD or any fiat..

Great job, I would take a doubt, apparently the bot is configured to obtain profit in U.S. dollars, how do I flip and make a profit in bitcoin? 

[facundop]

I left the bot running all night with default settings and I've lost almost 20% of the amount I had. Apparently it's selling low and buying high, always:

https://i.imgur.com/0SKCo7m.jpg

What should I change in the settings to stop this behaviour? Is there any reason for this?

[intrd]

New version released!
found a critical mistake at code, please update..

* v2.3 beta 1
   * - Fixed critical error at Market Direction decision (always returning MA, not EMA)

[facundop]

will that fix the behaviour i exposed?

[intrd]

Yes,
download the new version and simulate yesterday data (fakegox_tickers(1.6-1.8 ).txt) on Backtesting mode w/ your config..

Code:

Starting HAL10K with 0.04161308 BTC buyd @ 1015.00000

$ask [btc:0/usd:43.07] @ $1035 (profit) #transaction
$bid [btc:0.0456/usd:0] @ $940.77778 (profit) #transaction

will that fix the behaviour i exposed?

[facundop]

I started it again, I ll report back in 45 minutes as before to see what happens. I want to recover the 20% i lost

[facundop]

Not sure if working as intended, I just lost a big chunk of money. It sold at $900 what I bought at $935:

https://i.imgur.com/LJzxaT6.jpg

[michelDiz]

How to config others API? I want to test in an other market différent (no just MTgox).

Thanks

[morp17]

Very good I think most people prefer profit in BTC is where it has more advantages.

I created the bot to profit starting w/ btc, but like many requested here, next version will be able to start w/ USD or any fiat..

Great job, I would take a doubt, apparently the bot is configured to obtain profit in U.S. dollars, how do I flip and make a profit in bitcoin? 

[facundop]

Well I gave it many many tries, but it doesn't work me. I've lost too much money already.

[Sephera]

Has anyone made money running this bot?

[joesmoe2012]

I think it's more a matter of getting everyting tweaked correctly to make money. No bot is simply plug and play.

[yahma]

Nice project! I would like to help out if I can.  What is the current status of BTC-e and Vircurex api?

p.s. I've done much bot programming before, and unless the paper-trading simulates all the nuances of a real market, its VERY unlikely the bot will act the same IRL vs. papertrading

[yahma]

I left the bot running all night with default settings and I've lost almost 20% of the amount I had. Apparently it's selling low and buying high, always:

https://i.imgur.com/0SKCo7m.jpg

What should I change in the settings to stop this behaviour? Is there any reason for this?

Can't say for sure, but it looks like a lag due to the order-queue/lag at Gox is causing your trades to be delayed slightly, which is enough to cause serious problems.  It does look like the bot is trying to buy when the short MA crosses over the long MA, and vice versa.. just by the time the trade executes its too late.

[intrd]

Hey people,
I'm creating the v2.3 HAL w/ some new features, one of which is the MACD analysis, however.. I need some way of getting data from the last 26 days and the maximum of bitcoincharts returns is about two days..
does anyway to solve this problem or can i do the MACD basing in a shorter time different EMA pattern of "12-day - 26-day"?

[intrd]

I'm workin on MACD right now,
I have not started integrating btce and vircurex, It would be great if you could help integrate these other exchanges..

Nice project! I would like to help out if I can.  What is the current status of BTC-e and Vircurex api?

[yahma]

I'm workin on MACD right now,
I have not started integrating btce and vircurex, It would be great if you could help integrate these other exchanges..

Nice project! I would like to help out if I can.  What is the current status of BTC-e and Vircurex api?

Will look into it. BTW, tried running it on my rasp-pi and it works for the most part (chart rendering is slow), except when the chart becomes longer than 1 day, then PHP hits the cpu limit time when rendering through pChart API.  I might look into replacing the server side chart rendering with something client-side (ie. Javascript).

[yahma]

Hey people,
I'm creating the v2.3 HAL w/ some new features, one of which is the MACD analysis, however.. I need some way of getting data from the last 26 days and the maximum of bitcoincharts returns is about two days..
does anyway to solve this problem or can i do the MACD basing in a shorter time different EMA pattern of "12-day - 26-day"?

Suppose you could use 12-min / 26-min (or 12-hour / 26 hour) MACD for intra-day trading.

[intrd]

At the chart.php i've created a trick to optimize graph generation,
just turn on "$pular" and the graph is rendered discarding useless information..
but surely it would be better to generate the graph client side..
(I'm planing run HAL at my Pi too..)

About macd, finishing here..
thanks @yahma and @whydificult for the tips..
 

Code:

 $control=(count($F1)*12)/100;
 $control2=(count($F1)*1)/100;
 $pular=false; 

Will look into it. BTW, tried running it on my rasp-pi and it works for the most part (chart rendering is slow), except when the chart becomes longer than 1 day, then PHP hits the cpu limit time when rendering through pChart API.  I might look into replacing the server side chart rendering with something client-side (ie. Javascript).

[yahma]

At the chart.php i've created a trick to optimize graph generation,
just turn on "$pular" and the graph is rendered discarding useless information..
but surely it would be better to generate the graph client side..
(I'm planing run HAL at my Pi too..)

About macd, finishing here..
thanks @yahma and @whydificult for the tips..
 

Code:

 $control=(count($F1)*12)/100;
 $control2=(count($F1)*1)/100;
 $pular=false; 

Will look into it. BTW, tried running it on my rasp-pi and it works for the most part (chart rendering is slow), except when the chart becomes longer than 1 day, then PHP hits the cpu limit time when rendering through pChart API.  I might look into replacing the server side chart rendering with something client-side (ie. Javascript).

@initrd:  Have you thought about using ta-lib (technical analysis library)?  There is a PHP/PECL extension. Might save you the time from having to re-write each technical analysis function you want to use (ie. SMA, EMA, MACD, etc)

[intrd]

Client side charts done! macd almost..

@initrd:  Have you thought about using ta-lib (technical analysis library)?  There is a PHP/PECL extension. Might save you the time from having to re-write each technical analysis function you want to use (ie. SMA, EMA, MACD, etc)

[intrd]

IMG Link: https://i.imgur.com/LSsmiYK.png
v2.3 almost ready..

[nous]

First of all, thanks for making this tool open source. I believe that with enough feedback from its users you'll deliver a solid final product. I'm using it right now on linux at paper mode, testing to see how it goes, using the settings woutie70 reported as "perfect".

The least I can do is provide a good start_hal10k.sh for UNIX-like systems:

Code:

#!/bin/sh

#export HTROOT=/srv/http/bitcoin/hal10k

[ $HTROOT ] || { echo "Please, edit $(basename ./$0) and set the correct HTROOT path."; exit 1; }

while true; do
    echo Start time is: $(date)
    cd $HTROOT
    php start.php
done

I'll leave hal10k (what a cool name, BTW) running all night and report back with the results.

[yahma]

https://i.imgur.com/LSsmiYK.png
v2.3 almost ready..

Nice! Looks like you moved it over to HighCharts/HighStocks javascript charting.

[nous]

I left the bot running for 20 hours, using the settings of woutie70. Here's the data of the last transaction and the accompanying chart. The initial $fake_btc_balance was set to 2.

*** Processing order...array ( 8 )
  ["type"]=> string(3) "ask"
  ["amount"]=> float(1.8646517758757)
  ["price"]=> string(9) "952.99500"
  ["datetime"]=> string(19) "2014-01-12 20:12:07"
  ["prem"]=> string(6) "profit"



The results are not very encouraging, but I'll do another overnight run with the default settings from github and see how it goes. intrd, please push the new chart code to the repo, as pChart isn't very legible after a few hours.

[yahma]

I left the bot running for 20 hours, using the settings of woutie70. Here's the data of the last transaction and the accompanying chart. The initial $fake_btc_balance was set to 2.

*** Processing order...array ( 8 )
  ["type"]=> string(3) "ask"
  ["amount"]=> float(1.8646517758757)
  ["price"]=> string(9) "952.99500"
  ["datetime"]=> string(19) "2014-01-12 20:12:07"
  ["prem"]=> string(6) "profit"

https://i.imgur.com/ExkKsdm.png

The results are not very encouraging, but I'll do another overnight run with the default settings from github and see how it goes. intrd, please push the new chart code to the repo, as pChart isn't very legible after a few hours.

Did you ever perform another overnight run?

[nous]

I left the bot running for 20 hours, using the settings of woutie70. Here's the data of the last transaction and the accompanying chart. The initial $fake_btc_balance was set to 2.

*** Processing order...array ( 8 )
  ["type"]=> string(3) "ask"
  ["amount"]=> float(1.8646517758757)
  ["price"]=> string(9) "952.99500"
  ["datetime"]=> string(19) "2014-01-12 20:12:07"
  ["prem"]=> string(6) "profit"



The results are not very encouraging, but I'll do another overnight run with the default settings from github and see how it goes. intrd, please push the new chart code to the repo, as pChart isn't very legible after a few hours.

Did you ever perform another overnight run?

As a matter of fact, I've left the bot running since my last post. It started at 2 BTC and again slowly lowered to 1.7 overnight. Now it is at 1.919 but I can't see the graph as I'm running it on an old Pentium 3 and it times-out drawing it.

Anyway, it clearly needs tweaking, but presently I don't have much free time to devote.

[shark255]

is this tread alive ? any news about your bot ?

[patriot1889]

Yeah, what is going on with this?

Thought maybe pushover notifications could be added to this? I can put that in if you like?


I was looking at writing my own in PHP but seeing as this one already exists it would be mighty silly
Interested to know what is happening

A

[jontstaz]

My bot keeps timing out on the trades. What's going wrong??

"*** Order timeoout! canceled.."

[intrd]

Hey guys, unfortunately I'm Goxxed and lost a lot of money..
All my HAL10k trading profits were frozen in MTGox, i'm discouraged and stopped hal10k development.

Now i will try to return w/ this..
The version v2.3 was really amazing, but never published..

Which exchanges(w/ a good API) you recommend to start the new HAL10k? BTC-e? Stamp? Vircurex?
This time I'll try to create it modular so that easily applies at any exhange.

[ijl53]

Btc-e and then bitstamp! you ill have to tweak the bot though, profits on btc-e and stamp will not be as high as on gox.

[drakoin]

Hey guys, unfortunately I'm Goxxed and lost a lot of money..

Really sorry to hear that.

Good that you caught yourself, and recreated motivation:

Now i will try to return w/ this..

Yeah!

Go go go :-)

The version v2.3 was really amazing, but never published..
Which exchanges(w/ a good API) you recommend to start the new HAL10k? BTC-e? Stamp? Vircurex?
This time I'll try to create it modular so that easily applies at any exhange.

I would work with any currency pair, right? 

Here's your list :-)
https://www.cryptocoincharts.info/v2/markets/info

though, profits on btc-e and stamp will not be as high as on gox.

How come?

[sergio]

BTC-E would be great.

Avoid US exchanges due to the USA IRS ruling, I am afraid  there will be some unexpected retroactively rulinging in USA, the IRS already did it.

[ernie-]

Now with Mt Gox gone, is there any work being done on this bot to get it running on any other exchanges? My vote would be Cryptsy as there seems to be a lot of bots for BTC-e already (tAPI, gekko, hass etc,) plus Cryptsy are adding fiat shortly.

[Trish Meally]

Will look into it.

[frankw]

Now i will try to return w/ this..
The version v2.3 was really amazing, but never published..

Can you push the work you did to Github? I would really like to use this bot as a base to build on. Perhaps others may wish to contribute enhancements too. Thanks!

[socal]

very interested to see what a cryptsy integrated bot could do considering I am at work 12 hrs/day plus 4 hours commute time my ability to track the markets is extremely limited but considering my lack of spare time and total ignorance of coding other than very basic http I am unable to perform the task myself if anyone can please it would be a great help

[tofm2]

Hi, i am very interested in this bot,

is there any possibility to have this bot running on a linux hosting, on BTC-e and criptsy exchanges ??

thanks for help.

[BitsparkHK]

We are happy to integrate support for Bitspark's API's but it seems this project is no longer updated? If there is a more up to date branch we'd be happy to work with it. Bitspark

[networkcoin]

I'd also like to know if anyone is running this on a hosted server, or has set this up for other exchanges.

Thanks!

Hi, i am very interested in this bot,

is there any possibility to have this bot running on a linux hosting, on BTC-e and criptsy exchanges ??

thanks for help.

[Vortex20000]

Wow! GUI looks impressively done and the detail in the logging is superb!

Does it have any dependancies?

[JustBob]

Hi, i am very interested in this bot,

is there any possibility to have this bot running on a linux hosting, on BTC-e and criptsy exchanges ??

thanks for help.

I'd be willing to pay a little bit for it if it were usable at cryptsy, and had the ability to switch between the coin pairs offered there

[canadian1969]

I would love to see this project rebooted or forked or something, please!

[Ru7ru5]

I would love to see this project rebooted or forked or something, please!

Me too! Let's do it

[AutoView]

If this project does not come back to life, it'd be interesting to see if someone could get this strategy into TradingView for both back testing and automation.

TradingView has 1,000's of indicators to build your own strategy or select from 100's of pre built strategies. Back test, forward test and automate anything on TradingView for free.

https://chrome.google.com/webstore/detail/autoview/okdhadoplaoehmeldlpakhpekjcpljmb?utm_source=chrome-app-launcher-info-dialog

Good Luck!

[Ru7ru5]

If this project does not come back to life, it'd be interesting to see if someone could get this strategy into TradingView for both back testing and automation.

TradingView has 1,000's of indicators to build your own strategy or select from 100's of pre built strategies. Back test, forward test and automate anything on TradingView for free.

https://chrome.google.com/webstore/detail/autoview/okdhadoplaoehmeldlpakhpekjcpljmb?utm_source=chrome-app-launcher-info-dialog

Good Luck!

Oh thank you!! I didn't know thtat app for Chrome