Hi guys,
Is this available for anyone to try out or only private? I've read through the previous topics and it all seems very interesting!
Cheers
Paul
Topic: ATP [Advanced Trading Platform] - page 11. (Read 20914 times)
I'm seeing an arithemetic exception being thrown in the syncrhonized ticker block of the trendobserver.
Not sure what's causing it. The code seems to be doing all the correct checks before doing a calculation. It makes sure the ticker ArrayList isn't empty if the connection has dropped for more than an hour. It also checks that each of shortMASize, shortMACDSize and longMACDSize are not bigger than tickersize so that it doesn't try to access a negative index in the ticker ArrayList.
Can you check in your config that your ShortMA value is set according to the suggested value i.e. ShortMA = Minimum ticker size + 1.
If this is the cause then we can enforce the suggested value.
Try running atp with STDERR redirected to a file: java -jar aidoatp.jar 2> aidoatp.err. Kill your internet connection for more than an hour and then reconnect again and see what the error message is.
Meanwhile I'll try and reproduce the error.
I'll have a look at it later, weekend is over and got the day job to attend to first.
I'm seeing an arithemetic exception being thrown in the syncrhonized ticker block of the trendobserver. This occured when I was offline for an hour or two and then the internet came back. Aido or someone can you please look into that code and see if it's possible for it be doing something funky with the math like not null checking values or dividing by 0 or something. There wasn't any sort of logging. I have the thing running in Eclipse and I just noticed that the thread had stuck and popped open indicating an exception had occured, but not really giving me much else to go on.
The rest of the app kept chugging along, but made some very interesting trades that I'm concerned about and trying to look at now.
The rest of the app kept chugging along, but made some very interesting trades that I'm concerned about and trying to look at now.
I'm going to make this quick because I don't have much time right now and I've got to head out for a couple of days.
24hr performance with the Arbitrage bot was terrible, so much so that I decided to debug the algorithm step by step and realized several key assumptions in it are in fact invalid. I think it will probably need to be scraped.
Now for the good news. The vwapcross algo actually has decent performance and regular revenue generation in a static market.
You need to set the algorithm to high risk (when the market is flat like it's been), set the minimum currency trade size to 0.01, the minimum BTC to the exchange minimum for MtGox this is 0.001, the max local currency to 1, the max BTC to 0.1 ($10 is a lot of money to me and BTC is currently $120ish). Max loss tolerance of 0.25 (this translates to a risk of between 1 penny and 1 quarter).
Then you need to enable trading across multiple currencies such as GBP, EUR & USD. (I've got all currencies enabled, but performance seems to be in those 3).
With this setup I made ~10% today trading into and out of the various currencies.
I may be incommunicado for a few days. We're in the process of moving and the new place doesn't have internet yet, but I can at least check this thread a couple times a day.
24hr performance with the Arbitrage bot was terrible, so much so that I decided to debug the algorithm step by step and realized several key assumptions in it are in fact invalid. I think it will probably need to be scraped.
Now for the good news. The vwapcross algo actually has decent performance and regular revenue generation in a static market.
You need to set the algorithm to high risk (when the market is flat like it's been), set the minimum currency trade size to 0.01, the minimum BTC to the exchange minimum for MtGox this is 0.001, the max local currency to 1, the max BTC to 0.1 ($10 is a lot of money to me and BTC is currently $120ish). Max loss tolerance of 0.25 (this translates to a risk of between 1 penny and 1 quarter).
Then you need to enable trading across multiple currencies such as GBP, EUR & USD. (I've got all currencies enabled, but performance seems to be in those 3).
With this setup I made ~10% today trading into and out of the various currencies.
I may be incommunicado for a few days. We're in the process of moving and the new place doesn't have internet yet, but I can at least check this thread a couple times a day.
Professional/Programmers Framework for Intelligent Trading (ProFIT)
+1 
this meets all...
on the pants in your sig, Aido: you saw, that someone here actually sells used panties for btc? I guess, he has seen your sig...
Oh dear. I feel I must explain where the business plan in my sig comes from.....Gnomes (South Park)
PLatform for Advance Trading (PLATR - pronounced Platter)
Professional/Programmers Framework for Intelligent Trading (ProFIT)
Oooh I like that last one.
Some others though that have been knocking around in the back of my mind....
PROgramed Professional Heterogeneous Exchange Trader (PROPHET)
Even just FIT would be good too.
Also Framework for Intelligent eXchange (FIX, which is also a financial protocol name and could lead to some minor confusion but I would have it using FIX as a base communication method anyways).
Anyone wanna chip in and search these things for trademarks, domains & products that could cause confusion?
on the pants in your sig, Aido: you saw, that someone here actually sells used panties for btc? I guess, he has seen your sig...
Oh dear. I feel I must explain where the business plan in my sig comes from.....Gnomes (South Park)
PLatform for Advance Trading (PLATR - pronounced Platter)
Professional/Programmers Framework for Intelligent Trading (ProFIT)
Open Framework for Arbitrage with Cryptocoins => OFAC (pronounced: oh, fu...) 
I would consider a name with 'framework' in it.
Traders Advanced Pframework (the 'P' is silent like in Michelle Pfeiffer)?
Just some more ideas off the top of my head.
Framework for Arbitrage on Real Money (FARM)?
Friendly Actor for Relational Transactions (probably not)
Open Payment & Escrow Network (OPEN)
I'll probably have more later. Maybe we should re-title the thread to something along the lines of "Help us name our bot trading framework", to attract more attention to the fact we need a name.
Framework for advandced trading => FAT !
BTW: on the pants in your sig, Aido: you saw, that someone here actually sells used panties for btc? I guess, he has seen your sig...
BTW: on the pants in your sig, Aido: you saw, that someone here actually sells used panties for btc? I guess, he has seen your sig...
I would consider a name with 'framework' in it.
Traders Advanced Pframework (the 'P' is silent like in Michelle Pfeiffer)?
I would consider a name with 'framework' in it.
MTF = modular trading framework, or so.
MTF = modular trading framework, or so.
I was thinking TAP (Trader's Advanced Platform) would be a good name too.
A Tap can mean a lot of things including, a poke on the shoulder, a faucet or connection to a main line, or a song they play at your funeral
I'm interested in other names too.
A Tap can mean a lot of things including, a poke on the shoulder, a faucet or connection to a main line, or a song they play at your funeral
I'm interested in other names too.
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