The final results of Round #3
marvinrouge
http://cryptotrader.org/backtests/8PI6yNnWnnrINA2ZE
Balance: 8.073 BTC (1133.48 USD)
sukiho
http://cryptotrader.org/backtests/cd2cH15ZrhAWxYuCp
Balance: 7.308 BTC (1026.14 USD)
Diabolicus
http://cryptotrader.org/backtests/uFLsrsAVxhRnJRfgN
Balance: 6.716 BTC (942.95 USD)
Buy'n'Hold
http://cryptotrader.org/backtests/f1Ko3jNhLy84nEfKb
Balance: 8.770 BTC (1231.45 USD)
panic
http://cryptotrader.org/backtests/EqkMQ1p1tRavJKmIT
Balance: 7.236 BTC (1015.99 USD)
medji
http://cryptotrader.org/backtests/ntcAywnkQD7MxIWZ0
Balance: 7.800 BTC (1095.22 USD)
tabbek
http://cryptotrader.org/backtests/FkNXp7dTnn1KIX0V8
Balance: 1033.77 USD
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.
Topic: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies - page 12. (Read 50214 times)
September 19, 2013, 02:22:17 AM
September 17, 2013, 09:48:45 PM
Watching...
September 17, 2013, 06:36:44 PM
agreed, I used to trade on 15min, now i trade on the 4h......anything below is gambling now/atm
I like to watch the 15 minute charts, but base my technicals on 1 or 4hr. 9/21 EMA -> 36/84 sort of thing, using a multiplier.
September 11, 2013, 04:55:22 PM
the difficulty with beating the market currently is the fact that most of the substantial jumps and losses were caused by huge volume swings with no real precursors. There's no good way to predict someone coming along in a slow moving market and in one swoop making a huge purchase/sale. No trend gets established, just BAM, huge change.
the sharper the angle of the upswing or downswing, the harder to 'trend'. the more curvy, the easier.
the shorter your timescale, the more you can see the curve to a mass purchase / sell, but then you also subject yourself to other issues.
tis a balance between looking at big picture, missing finer detail, vs looking in close, seeing details, but also being thrashed by false signals
the sharper the angle of the upswing or downswing, the harder to 'trend'. the more curvy, the easier.
the shorter your timescale, the more you can see the curve to a mass purchase / sell, but then you also subject yourself to other issues.
tis a balance between looking at big picture, missing finer detail, vs looking in close, seeing details, but also being thrashed by false signals
agreed, I used to trade on 15min, now i trade on the 4h......anything below is gambling now/atm
September 11, 2013, 03:58:56 PM
the difficulty with beating the market currently is the fact that most of the substantial jumps and losses were caused by huge volume swings with no real precursors. There's no good way to predict someone coming along in a slow moving market and in one swoop making a huge purchase/sale. No trend gets established, just BAM, huge change.
the sharper the angle of the upswing or downswing, the harder to 'trend'. the more curvy, the easier.
the shorter your timescale, the more you can see the curve to a mass purchase / sell, but then you also subject yourself to other issues.
tis a balance between looking at big picture, missing finer detail, vs looking in close, seeing details, but also being thrashed by false signals
If you click on the "settings" tab next to the "log" tab, you will see that the bot defaults to 0.55 trading fee. One step up from the 'base' gox fee.
the sharper the angle of the upswing or downswing, the harder to 'trend'. the more curvy, the easier.
the shorter your timescale, the more you can see the curve to a mass purchase / sell, but then you also subject yourself to other issues.
tis a balance between looking at big picture, missing finer detail, vs looking in close, seeing details, but also being thrashed by false signals
Is the default trading fee that you're backtesting with the .6% of mtgox? Or are you using 0% commission fee?
If you click on the "settings" tab next to the "log" tab, you will see that the bot defaults to 0.55 trading fee. One step up from the 'base' gox fee.
September 10, 2013, 10:44:41 PM
Is the default trading fee that you're backtesting with the .6% of mtgox? Or are you using 0% commission fee?
September 10, 2013, 02:19:20 PM
where is next round topic?
September 10, 2013, 06:44:12 AM
difficult to beat the market at the moment, but it is possible. the question is how will it work in future conditions? I think there is a basic flaw in standard backtesting which is easy to overcome (not so much a flaw but a disadvantage), but my programming isnt quite up to it, Im working on it
September 09, 2013, 11:04:46 AM
Buy and hold take the lead !
September 07, 2013, 08:23:49 PM
following
September 07, 2013, 08:23:01 PM
It seems marvinrouge's MACD algo started to overcome Buy'n'Hold strategy.
It's a narrow margin, it could not be enough if the trend reverse in the next hours, as it seems (my algo will buy if we'll exceed 131 in the next hours).
September 07, 2013, 08:09:57 PM
Kicking myself for not entering. Good luck everyone, count me in next round.
2013-08-19 00:00 Simulation started. Balance: 1000.00 USD
2013-09-03 13:00 SELL - Balance: 1225.59 USD
2013-08-19 00:00 Simulation started. Balance: 1000.00 USD
2013-09-03 13:00 SELL - Balance: 1225.59 USD
nice! hope indeed seeing your entry on the next round
September 07, 2013, 01:24:19 PM
Kicking myself for not entering. Good luck everyone, count me in next round.
2013-08-19 00:00 Simulation started. Balance: 1000.00 USD
2013-09-03 13:00 SELL - Balance: 1225.59 USD
2013-08-19 00:00 Simulation started. Balance: 1000.00 USD
2013-09-03 13:00 SELL - Balance: 1225.59 USD
September 07, 2013, 12:28:38 PM
Lets see how our contestants handled latest price drawdown.
sukiho
http://cryptotrader.org/backtests/ZLTcgB4iKYnL2NiOV
Balance: 1052.33 USD
marvinrouge
http://cryptotrader.org/backtests/taUFWYWZNQ6KTgOkg
Balance: 1135.93 USD
Buy'n'Hold
http://cryptotrader.org/backtests/DLURwqSKUUkzaZOKN
Balance: 8.770 BTC (1129.17 USD)
panic
http://cryptotrader.org/backtests/Yf6TGvpcbFzoweK2j
Balance: 1053.89 USD
medji
http://cryptotrader.org/backtests/3CN9qBT1ViE4geaV2
Balance: 1086.58 USD
Diabolicus
http://cryptotrader.org/backtests/NoT6oYClY5dNzE525
Balance: 970.13 USD
tabbek
http://cryptotrader.org/backtests/kUvDDRYIjw2azvz93
Balance: 971.36 USD
It seems marvinrouge's MACD algo started to overcome Buy'n'Hold strategy.
sukiho
http://cryptotrader.org/backtests/ZLTcgB4iKYnL2NiOV
Balance: 1052.33 USD
marvinrouge
http://cryptotrader.org/backtests/taUFWYWZNQ6KTgOkg
Balance: 1135.93 USD
Buy'n'Hold
http://cryptotrader.org/backtests/DLURwqSKUUkzaZOKN
Balance: 8.770 BTC (1129.17 USD)
panic
http://cryptotrader.org/backtests/Yf6TGvpcbFzoweK2j
Balance: 1053.89 USD
medji
http://cryptotrader.org/backtests/3CN9qBT1ViE4geaV2
Balance: 1086.58 USD
Diabolicus
http://cryptotrader.org/backtests/NoT6oYClY5dNzE525
Balance: 970.13 USD
tabbek
http://cryptotrader.org/backtests/kUvDDRYIjw2azvz93
Balance: 971.36 USD
It seems marvinrouge's MACD algo started to overcome Buy'n'Hold strategy.
September 05, 2013, 09:50:48 AM
OK, i see what happened. The problem is caused by careless merging of the code related to real trading mode, where orders are processed asynchronously. Should be fixed by now. Sorry for confusion.
September 05, 2013, 05:36:42 AM
I just realized that some of the latest changes to the platform changed the way how the code is handled, see also here: https://bitcointalksearch.org/topic/m.3087218
If you open my entry you see for example the statistcs at the bottom displayed correctly, but if you click backtest again all is zeroed out. There has obviously been some change in how the storing of variables in the context object is handled, and this doesn't only affect the stats, even if for the July timeframe the result stays the same. It all worked fine when I posted my entry, so please change it back? Can't just change the rules in the middle of the contest ... ;-)
If you open my entry you see for example the statistcs at the bottom displayed correctly, but if you click backtest again all is zeroed out. There has obviously been some change in how the storing of variables in the context object is handled, and this doesn't only affect the stats, even if for the July timeframe the result stays the same. It all worked fine when I posted my entry, so please change it back? Can't just change the rules in the middle of the contest ... ;-)
September 02, 2013, 03:38:49 AM
2nd week results
Buy'n'Hold
http://cryptotrader.org/backtests/5fkq8B6D3qdZLYSyS
Balance: 8.770 BTC (1266.42 USD)
marvinrouge
http://cryptotrader.org/backtests/ODiisPWzObZOIhvow
Balance: 8.301 BTC (1198.66 USD)
sukiho
http://cryptotrader.org/backtests/xjWChU7xF8PN6axAy
Balance: 7.348 BTC (1061.09 USD)
medji
http://cryptotrader.org/backtests/aaY25VcclhCBj9Lxp
Balance: 7.622 BTC (1100.59 USD)
panic
http://cryptotrader.org/backtests/t3O50HVJJH6llhnuH
Balance: 7.856 BTC (1134.34 USD)
Diabolicus
http://cryptotrader.org/backtests/lyOPpW1o6DKBcjb92
Balance: 6.579 BTC (949.98 USD)
tabbek
http://cryptotrader.org/backtests/qALUh1EjRkH5nZ1xR
Balance: 1000.00 USD
Buy'n'Hold
http://cryptotrader.org/backtests/5fkq8B6D3qdZLYSyS
Balance: 8.770 BTC (1266.42 USD)
marvinrouge
http://cryptotrader.org/backtests/ODiisPWzObZOIhvow
Balance: 8.301 BTC (1198.66 USD)
sukiho
http://cryptotrader.org/backtests/xjWChU7xF8PN6axAy
Balance: 7.348 BTC (1061.09 USD)
medji
http://cryptotrader.org/backtests/aaY25VcclhCBj9Lxp
Balance: 7.622 BTC (1100.59 USD)
panic
http://cryptotrader.org/backtests/t3O50HVJJH6llhnuH
Balance: 7.856 BTC (1134.34 USD)
Diabolicus
http://cryptotrader.org/backtests/lyOPpW1o6DKBcjb92
Balance: 6.579 BTC (949.98 USD)
tabbek
http://cryptotrader.org/backtests/qALUh1EjRkH5nZ1xR
Balance: 1000.00 USD
August 27, 2013, 06:54:38 PM
Results of 1st week:
Buy'n'Hold
http://cryptotrader.org/backtests/4QEg3kGQnOqhKtq7f
Balance: 8.655 BTC (1047.14 USD)
Buy'n'Hold
http://cryptotrader.org/backtests/4QEg3kGQnOqhKtq7f
Balance: 8.655 BTC (1047.14 USD)
That buy'n'hold link appears to actually be going to the EMA crossover example.
Edit: LoL buy'n'hold looks like it'll be the winner yet again... unless we get a big slide back down.
2013-08-18 17:00 Simulation started. Balance: 1000.00 USD
2013-08-18 17:00 BUY 8.770 BTC at 113.39
2013-08-27 16:00 Simulation completed. Balance: 8.770 BTC (1141.63 USD)
August 26, 2013, 03:36:45 PM
looks like mtgox is winning so far
August 26, 2013, 01:43:39 PM
Results of 1st week:
Buy'n'Hold
https://cryptotrader.org/backtests/hmj3o3JJN3ahBP2bE
Balance: 8.770 BTC (1061.02 USD)
sukiho
http://cryptotrader.org/backtests/ptJ9sWaxLvqUY8svX
Balance: 8.647 BTC (1046.10 USD)
marvinrouge
http://cryptotrader.org/backtests/4yYo7Zo70Ji09K8Bj
Balance: 8.301 BTC (1013.05 USD)
Diabolicus
http://cryptotrader.org/backtests/b757baTeqjHyiaRP7
Balance: 958.95 USD
medji
http://cryptotrader.org/backtests/C2Qxl2pVb9MUVx84i
Balance: 8.276 BTC (1001.21 USD)
panic
http://cryptotrader.org/backtests/uN4HJiyJLuo0ljeXe
Balance: 8.253 BTC (998.46 USD)
tabbek
http://cryptotrader.org/backtests/tDZiPBJKzl0dv5sQK
Balance: 1000.00 USD
For getting results I used new batch tool that allows to run multiple backtests at once. The results seem to be valid, but you can double check.
Buy'n'Hold
https://cryptotrader.org/backtests/hmj3o3JJN3ahBP2bE
Balance: 8.770 BTC (1061.02 USD)
sukiho
http://cryptotrader.org/backtests/ptJ9sWaxLvqUY8svX
Balance: 8.647 BTC (1046.10 USD)
marvinrouge
http://cryptotrader.org/backtests/4yYo7Zo70Ji09K8Bj
Balance: 8.301 BTC (1013.05 USD)
Diabolicus
http://cryptotrader.org/backtests/b757baTeqjHyiaRP7
Balance: 958.95 USD
medji
http://cryptotrader.org/backtests/C2Qxl2pVb9MUVx84i
Balance: 8.276 BTC (1001.21 USD)
panic
http://cryptotrader.org/backtests/uN4HJiyJLuo0ljeXe
Balance: 8.253 BTC (998.46 USD)
tabbek
http://cryptotrader.org/backtests/tDZiPBJKzl0dv5sQK
Balance: 1000.00 USD
For getting results I used new batch tool that allows to run multiple backtests at once. The results seem to be valid, but you can double check.
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