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Author Topic: Chrome Browser extension: MtGox trading bot  (Read 72510 times)
viperzero
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May 13, 2013, 06:43:28 PM
 #381

I suggest that you replace the most important thing aka EMA with better indicator like Hull Moving Average HMA with adjustable smoothing.

EDIT:

Hull Moving Average
  HMA = WMA(2*WMA(PRICE, n/2) - WMA(PRICE, n), sqrt(n))

    where...
         n = Period
         WMA = Weighted Moving Average

EDIT2: seems HMA overreacts sometimes but on average it follows trend much more accurately than EMA
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virtimus
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May 13, 2013, 07:46:03 PM
Last edit: May 13, 2013, 08:05:09 PM by virtimus
 #382

As I've wrote lately - I've implemented simple "stop loss" function as I don't like to loose BTC - would prefer not to trade (I'm patient player Smiley.
So now the bot (at least my local version I'm testing) is using wallet history to check the price BTC was sold/bought and do not trigger trade untill the difference is less that certain amount (I've set 10% difference for a test) The effect is that my stupid bot is not trading at all Smiley as I have BTC bought at $113 and current price is around $120 (less 10% difference).
If the price will go above ~ $125 and then EMA trigger a trade - bot will sell (of course still have no warranty that then it can buy at good price - or how much time it will take to reach good price (again 10% low from selling) ...

Seems I've got some safety for a cost of less flexibility ... Sad

I think I will do yet a manual trade trigger with setting amount also manually.

PS.
Now I think ideally would be to add some flexibility to buying BTC (as I believe price will increase over time an I prefer to "seet on BTC" - maybe I'll differenciate it yet - maybe to 3% ... let's see what will happen Smiley
JimmyFL
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May 13, 2013, 09:18:25 PM
 #383

Hi, thanks for the extension, I'm testing it since 1 week.

But i just discovered that the bot is not connected to Gox (everything worked just fine for 5 days), and why I put the mouse on he icon, it says "SyntaxError: Unexpected Token <". Just FYI  Wink

CMMPro
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May 13, 2013, 09:22:15 PM
 #384

Gox is lagging bigtime right now...I'm sure this is why.
JimmyFL
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May 13, 2013, 09:23:58 PM
 #385

Gox is lagging bigtime right now...I'm sure this is why.


Ok  Smiley
telemaco
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May 13, 2013, 11:28:50 PM
 #386

It says "Problem Accessing MtGox Info" since MtGox has problems. Has any of you the bot disabled with this message?


EDIT: Changed to const useAPIv2=true; and now is working fine again.
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May 13, 2013, 11:45:54 PM
 #387

^Thanks, I did that to mine and it is working again too.

Edit is to be done in the background.js file in case anyone doesn't know where to find it.
TobbeLino
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May 14, 2013, 06:05:38 AM
 #388

It says "Problem Accessing MtGox Info" since MtGox has problems. Has any of you the bot disabled with this message?


EDIT: Changed to const useAPIv2=true; and now is working fine again.

Yes API v0 seems unstable at the moment. Maybe it's time to switch to API v2 by default.
Have your bots done any trading etc with API v2 and everything looks correct?
I haven't tested with API v2 very much myself (although it "should work") Smiley
SpandexMonkey
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May 14, 2013, 08:11:03 AM
 #389

I'm just wondering, but is there a reason that buying BTC with this bot is limited to 1000 of whatever currency in the code? (Lines 216 and 218 in background.js)
TobbeLino
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May 14, 2013, 08:17:08 AM
 #390

I'm just wondering, but is there a reason that buying BTC with this bot is limited to 1000 of whatever currency in the code? (Lines 216 and 218 in background.js)

When buying, the bot tries to buy 1000 BTC (regardless of currency).
This will result in buying "as much as possible" and spending all funds.
...unless you have more than the equivalent of ~$118,000 with today's price on your account of course, but I don't think anyone with that much funds would let a bot play with it Smiley
telemaco
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May 14, 2013, 08:42:23 AM
 #391

It says "Problem Accessing MtGox Info" since MtGox has problems. Has any of you the bot disabled with this message?


EDIT: Changed to const useAPIv2=true; and now is working fine again.

Yes API v0 seems unstable at the moment. Maybe it's time to switch to API v2 by default.
Have your bots done any trading etc with API v2 and everything looks correct?
I haven't tested with API v2 very much myself (although it "should work") Smiley


It has not crossed down since yesterday i posted the message. Hope it works. Do you plan to include better support for Api2?
TobbeLino
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May 14, 2013, 12:10:44 PM
 #392

It says "Problem Accessing MtGox Info" since MtGox has problems. Has any of you the bot disabled with this message?


EDIT: Changed to const useAPIv2=true; and now is working fine again.

Yes API v0 seems unstable at the moment. Maybe it's time to switch to API v2 by default.
Have your bots done any trading etc with API v2 and everything looks correct?
I haven't tested with API v2 very much myself (although it "should work") Smiley


It has not crossed down since yesterday i posted the message. Hope it works. Do you plan to include better support for Api2?

If the constant "useAPIv2" is set to "true", the bot is using the equivalent API v2 for all calls, so it's fully supported already.
But I haven't looked into it more - maybe there are some new API v2 calls that could make the bot better/more effective.
But the API v2 is quite poorly documented, and for the features currently implemented in he bot, I have not seen any major improvements in API v2 (other than it seems to be a bit more reliable when MtGox is under DDoS-attacks or having other problems).

I'm currently working on improved caching and faster and more effective loading of trade data, without having to be hammering MtGox with calls.
TobbeLino
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May 14, 2013, 01:31:03 PM
 #393

I just released a new version (v0.2.1.6) of the bot that uses MtGox API v2 by default.
(MtGox still seems to have problems today delivering user data with the old API v0)

It also includes a lot of improvements on caching trade data, so loading and changing sample intervals will be as fast and efficient as possible with the current MtGox API (every sample that can be useful from every call is cached in local storage).

Download here: https://github.com/TobbeLino/GoxTradingBotTobli

Pleas report any problems with trading, etc with the new API!
It is not as extensively tested as API v0...
CMMPro
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May 14, 2013, 09:09:24 PM
 #394

Thanks for your hard work Tobbelino!

conspirosphere.tk
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May 14, 2013, 09:17:08 PM
 #395

Maybe we should consider even the 0.6% Mtgox fee per trade (?)

Is anyone having good results with non-default settings?
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May 14, 2013, 09:37:16 PM
 #396

Maybe we should consider even the 0.6% Mtgox fee per trade (?)

Is anyone having good results with non-default settings?

Definitely margin settings equal the loss stop should be. I.e. bot should be allowed the next operation only when it cover predefined margin, at least - the 0.6% Mtgox fee.  

No one can get good result without stupid straight loss protection.   
CMMPro
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May 14, 2013, 10:43:34 PM
 #397

I'm using way different settings and and it working well for me.
I haven't made big bucks but in this recent drop my settings are dampening out the noise while still catching the big movements.

You will have to do some analysis using bitcoincharts.com to see what you would like this bot to do for you.

I feel the default settings are way to aggressive...I have mine tuned way down to only grab the big corrections.

Tune the EMA's and the % to what's been happening the last month, not the last few days.
TobbeLino
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May 14, 2013, 11:16:04 PM
 #398

I'm using way different settings and and it working well for me.
I haven't made big bucks but in this recent drop my settings are dampening out the noise while still catching the big movements.

You will have to do some analysis using bitcoincharts.com to see what you would like this bot to do for you.

I feel the default settings are way to aggressive...I have mine tuned way down to only grab the big corrections.

Tune the EMA's and the % to what's been happening the last month, not the last few days.

I think that's is a very wise advice!
Many seem to use way too aggressive settings, and loses.
You simply can't make good trades every day - if there IS no trend, the bot can't find one! Smiley
Khanage
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May 15, 2013, 03:37:58 AM
 #399

Hey TobbeLino

Just wanted to say thanks for your update, its everything I wanted over the original and works perfect.

Since manually changing to use api v2, its worked fine.  It sold out this morning based on my specified EMA crossover and threshold settings, exactly as it was supposed to!

Thanks again Cheesy
telemaco
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May 15, 2013, 03:43:45 AM
 #400

Thanks a lot for this great tool.

Due to the last MtGox/Dwolla news. Have you considered the idea of including other bitcoin exchanges like btc-e or bitstamp just in case?
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