Topic: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies - page 11. (Read 50178 times)
September 27, 2013, 11:37:24 PM
Me too, of course.
September 27, 2013, 08:22:16 PM
I'll be in, I had some personal stuff come up last time.
September 27, 2013, 05:42:15 PM
im in again.
September 27, 2013, 01:32:04 PM
Someone teach me how to run that thing! 
Seriously
Seriously 
September 27, 2013, 08:49:05 AM
I'm in also.
September 27, 2013, 08:34:58 AM
Will there be a 4th round?
Before we start, i want to make sure we have at least 5 participants. Who is in?
I want to join (1st time)
September 27, 2013, 08:32:59 AM
Will there be a 4th round?
Before we start, i want to make sure we have at least 5 participants. Who is in?
September 26, 2013, 02:44:11 AM
Will there be a 4th round?
September 23, 2013, 06:53:27 AM
The results on valid market data:
https://cryptotrader.org/backtests/kDyuhHiwm4JpWhvMN
Balance: 51.970 BTC (6600.19 USD)
Well, the difference in simulated profit is still very significant.
https://cryptotrader.org/backtests/kDyuhHiwm4JpWhvMN
Balance: 51.970 BTC (6600.19 USD)
Well, the difference in simulated profit is still very significant.
September 23, 2013, 04:12:33 AM
Right, wrong rounding made Bitstamp much less volatile. Should be fixed, once the import script completes its work.
September 23, 2013, 03:49:39 AM
I re-ran backtest starting from Jan 1 2012. The results show that in the long term marvinrouge's MACD strategy outperforms Buy'n'Hold:
marvinrouge
http://cryptotrader.org/backtests/D3Q4sSfbbDzTetPmV
Balance: 235.060 BTC (33005.29 USD)
marvinrouge
http://cryptotrader.org/backtests/D3Q4sSfbbDzTetPmV
Balance: 235.060 BTC (33005.29 USD)
Can you explain why if you apply the same algorithm for the same time period to bitstamp the results are completely opposite?
https://cryptotrader.org/backtests/iALkrpS9HpDXMLTxv
Balance: 0.421 BTC (53.53 USD)
Interesting find, might have something to do with bitstamp data missing all decimal places? Prices seem to be integer only ..
September 23, 2013, 03:44:47 AM
I re-ran backtest starting from Jan 1 2012. The results show that in the long term marvinrouge's MACD strategy outperforms Buy'n'Hold:
marvinrouge
http://cryptotrader.org/backtests/D3Q4sSfbbDzTetPmV
Balance: 235.060 BTC (33005.29 USD)
marvinrouge
http://cryptotrader.org/backtests/D3Q4sSfbbDzTetPmV
Balance: 235.060 BTC (33005.29 USD)
Can you explain why if you apply the same algorithm for the same time period to bitstamp the results are completely opposite?
https://cryptotrader.org/backtests/iALkrpS9HpDXMLTxv
Balance: 0.421 BTC (53.53 USD)
The bitstamp data seems to only be integers. Early on this makes a huge difference because there are a lot of bad trades where the algorithm sells lower than it buys. On the Mtgox data there are 2 decimals, so trades go like buy at 5.52 sell at 5.48, which is a loss, but not a big deal. But the bitstamp data is rounded to integers, so it goes buy at 6, sell at 5, which is a 16% loss. After 10 or so of these trades the Mtgox data is down by 10% but the bitstamp is down by 90% due to the rounding errors. Then the bitstamp is crippled and can't make very much money during the big april bubble.
September 23, 2013, 03:21:44 AM
I re-ran backtest starting from Jan 1 2012. The results show that in the long term marvinrouge's MACD strategy outperforms Buy'n'Hold:
marvinrouge
http://cryptotrader.org/backtests/D3Q4sSfbbDzTetPmV
Balance: 235.060 BTC (33005.29 USD)
marvinrouge
http://cryptotrader.org/backtests/D3Q4sSfbbDzTetPmV
Balance: 235.060 BTC (33005.29 USD)
Can you explain why if you apply the same algorithm for the same time period to bitstamp the results are completely opposite?
https://cryptotrader.org/backtests/iALkrpS9HpDXMLTxv
Balance: 0.421 BTC (53.53 USD)
September 22, 2013, 06:40:55 AM
thats interesting to see, but how do you do it? I get a too much data message if I try myself
I've used admin command line tool, that allows to run batch of simulations at once. Later the tool will be possibly integrated into the web, meanwhile another tool for automated trading is available at Github: https://github.com/pulsecat/cryptrade.
September 20, 2013, 09:17:31 PM
lol ouch
September 19, 2013, 02:50:14 PM
I re-ran backtest starting from Jan 1 2012. The results show that in the long term marvinrouge's MACD strategy outperforms Buy'n'Hold:
marvinrouge
http://cryptotrader.org/backtests/D3Q4sSfbbDzTetPmV
Balance: 235.060 BTC (33005.29 USD)
Thanks for doing that - now I just have to work out how marvinrouge does it! marvinrouge
http://cryptotrader.org/backtests/D3Q4sSfbbDzTetPmV
Balance: 235.060 BTC (33005.29 USD)
September 19, 2013, 01:29:11 PM
thats interesting to see, but how do you do it? I get a too much data message if I try myself
September 19, 2013, 12:55:17 PM
I re-ran backtest starting from Jan 1 2012. The results show that in the long term marvinrouge's MACD strategy outperforms Buy'n'Hold:
marvinrouge
http://cryptotrader.org/backtests/D3Q4sSfbbDzTetPmV
Balance: 235.060 BTC (33005.29 USD)
sukiho
http://cryptotrader.org/backtests/NOpeJXuyqPuDbg6KI
Balance: 63.658 BTC (8938.34 USD)
Diabolicus
http://cryptotrader.org/backtests/rQQRpQBEi5zjkO3CN
Balance: 22.456 BTC (3153.13 USD)
panic
http://cryptotrader.org/backtests/xqU1xvlI60XeHccut
Balance: 133.287 BTC (18715.16 USD)
medji
http://cryptotrader.org/backtests/afLztefPOjVKfLHI0
Balance: 118.553 BTC (16646.35 USD)
Buy'n'Hold
http://cryptotrader.org/backtests/Wsr2wHajKxnQ3lYvA
Balance: 210.609 BTC (29572.11 USD)
tabbek
http://cryptotrader.org/backtests/PIvWzxZkw4p3ahxIY
Balance: 157.25 USD
marvinrouge
http://cryptotrader.org/backtests/D3Q4sSfbbDzTetPmV
Balance: 235.060 BTC (33005.29 USD)
sukiho
http://cryptotrader.org/backtests/NOpeJXuyqPuDbg6KI
Balance: 63.658 BTC (8938.34 USD)
Diabolicus
http://cryptotrader.org/backtests/rQQRpQBEi5zjkO3CN
Balance: 22.456 BTC (3153.13 USD)
panic
http://cryptotrader.org/backtests/xqU1xvlI60XeHccut
Balance: 133.287 BTC (18715.16 USD)
medji
http://cryptotrader.org/backtests/afLztefPOjVKfLHI0
Balance: 118.553 BTC (16646.35 USD)
Buy'n'Hold
http://cryptotrader.org/backtests/Wsr2wHajKxnQ3lYvA
Balance: 210.609 BTC (29572.11 USD)
tabbek
http://cryptotrader.org/backtests/PIvWzxZkw4p3ahxIY
Balance: 157.25 USD
September 19, 2013, 11:14:36 AM
Would it be possible to run these strategies on historic data, such as starting Jan 1 2012? There's a background of steady climb so buy-and-hold will continue to be a good strategy, but also wild fluctuations in the summer months which might show if some of the other strategies out-perform buy-and-hold.
September 19, 2013, 08:01:46 AM
Though Buy'n'Hold wins over all again, remember that Buy'n'Hold won't save you from market crash and there are lots of more profitable strategies than those that took part in this competition.
Bad news for Round #3 contestants, but I'm sure everyone can't wait for Round #4! Even lazy ones like myself who were late last time, hope to make it for the next round!
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