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Author Topic: Algorithmic market movement prediction - what do people use?  (Read 769 times)
ElectricMucus
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September 19, 2011, 09:24:38 PM
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I am wondering what people use to control the behavior of lets say a trade bot.

Fourier Analysis? Wavelets?
Matching the data to an elliott wave?

What other methods are there besides high frequency stuff which could be useful without buying a server next to mtgox. Lets say I want to make only a few transactions a day or only place orders. Any suggestions on where to read up on this?

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Minsc
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September 19, 2011, 09:26:20 PM
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I thought you need a lot of money to put up many buy and sell walls.

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September 19, 2011, 09:43:32 PM
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I am wondering what people use to control the behavior of lets say a trade bot.

Fourier Analysis? Wavelets?
Matching the data to an elliott wave?

What other methods are there besides high frequency stuff which could be useful without buying a server next to mtgox. Lets say I want to make only a few transactions a day or only place orders. Any suggestions on where to read up on this?

I'm using a bot written in access less than 300 lines, it reactive, not predictive. Basicly is a scalping bot using a Cash to BTC ratio. It keeps lets say 50% in each, this is another variable. If it drops 5% it will buy %2.5 relative to the total value managed. If it increase 5% it will sell 2.5%. I have been playing with the ratios and how much I let it control. If the bot goes out of threshold based on last price is triggers an order. There is a little more secret sauce I'm working on but that's the basic premise. Larger the magnitude of movement the larger the Buy Or Sell. The idea is no matter what happens the bot lives to make another trade.
ElectricMucus
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September 19, 2011, 09:56:34 PM
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Thanks, but isn't that something one would gain a significant advantage from lower network latency? I guess you could could come up with some method do calculate "significant" time periods...

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September 19, 2011, 10:03:08 PM
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Thanks, but isn't that something one would gain a significant advantage from lower network latency? I guess you could could come up with some method do calculate "significant" time periods...

Network latency is not really relevant here. The number of trades per day are really low.
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September 19, 2011, 10:21:40 PM
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Thanks, but isn't that something one would gain a significant advantage from lower network latency? I guess you could could come up with some method do calculate "significant" time periods...

Na just check the price every 10 seconds. miliseconds dont matter in scalping. Plus if you hit got that often you will get you account canned.
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September 19, 2011, 10:28:16 PM
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Thanks, but isn't that something one would gain a significant advantage from lower network latency? I guess you could could come up with some method do calculate "significant" time periods...

I was thinking about hooking it to a web site and letting people set their spreads. Etc and let it manage a few BTC for them, With MTgox new API you can delegate what you will let some one do on your account. This type of bot if it controls enough capital can help to stabilize the price. As it is always in direct opposition to the price movement.

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