Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies - page 13.

tabbek

member

Activity: 116

Merit: 10

anyone else having an issue getting the graphs to display? It does the loading circle animation for me, but when it finishes, it's still just a blank graph section. the code and backtest simulation areas appear working, just the graph is broken.

edit : problem appears to have gone away. havent had any issues the past couple days... except with my fail contest entry :-P

pulsecat

full member

Activity: 220

Merit: 100

Quote from: luicon on August 22, 2013, 11:47:54 AM

how to use the algoritms is real life trading ?

The next update will add real trading feature. Meanwhile, you can run any algorithm using simulated trading account. For example, this code https://cryptotrader.org/backtests/PqS7WC4NXv6PiF3RD sends an alert to your email upon EMA crossovers when being run in the trading mode.

luicon

sr. member

Activity: 262

Merit: 250

how to use the algoritms is real life trading ?

pulsecat

full member

Activity: 220

Merit: 100

Quote from: tabbek on August 20, 2013, 06:22:58 PM

for what it's worth, the following is the same as my actual entry for the contest, but with added round debug info.

https://cryptotrader.org/traders/q75spqHf6SWTDaid9

Strategy is the same, but I found being able to step through the rounds and review what it was doing for each was enlightening.

example:
013-08-19 09:30 Trader started. Balance: 1000.00 USD
2013-08-19 09:45 ROUND ==> 1 | HOLDING: usd=1000 btc=0
2013-08-19 09:45 cciValue =13.65474704470624
2013-08-19 09:45 highRocValue = -8.403361344537785 | lowRocValue = -9.888532448760534
2013-08-19 09:45 high =118 | low =117.25 | close =117.39002
2013-08-19 09:45 @ @ hold cci @ @
2013-08-19 09:45 *************
2013-08-19 09:45 *************
2013-08-19 10:00 ROUND ==> 2 | HOLDING: usd=1000 btc=0
2013-08-19 10:00 cciValue =9.35064812180757
2013-08-19 10:00 highRocValue = -9.075714285714298 | lowRocValue = -7.711210914329358
2013-08-19 10:00 high =117.91999 | low =117.1 | close =117.25
2013-08-19 10:00 @ @ hold cci @ @

If you look at updated log, you will notice that the round counter has been reset. This happened because i restarted the trading engine after the software upgrade, so that all context data have been lost. Here's interesting problem - whether the engine should restore trader's context up on restart or not. That is not obvious to me.

tabbek

member

Activity: 116

Merit: 10

for what it's worth, the following is the same as my actual entry for the contest, but with added round debug info.

https://cryptotrader.org/traders/q75spqHf6SWTDaid9

Strategy is the same, but I found being able to step through the rounds and review what it was doing for each was enlightening.

example:
013-08-19 09:30 Trader started. Balance: 1000.00 USD
2013-08-19 09:45 ROUND ==> 1 | HOLDING: usd=1000 btc=0
2013-08-19 09:45 cciValue =13.65474704470624
2013-08-19 09:45 highRocValue = -8.403361344537785 | lowRocValue = -9.888532448760534
2013-08-19 09:45 high =118 | low =117.25 | close =117.39002
2013-08-19 09:45 @ @ hold cci @ @
2013-08-19 09:45 *************
2013-08-19 09:45 *************
2013-08-19 10:00 ROUND ==> 2 | HOLDING: usd=1000 btc=0
2013-08-19 10:00 cciValue =9.35064812180757
2013-08-19 10:00 highRocValue = -9.075714285714298 | lowRocValue = -7.711210914329358
2013-08-19 10:00 high =117.91999 | low =117.1 | close =117.25
2013-08-19 10:00 @ @ hold cci @ @

pulsecat

full member

Activity: 220

Merit: 100

Thanks everyone! The Round #3 participant list is as follows

Diabolicus
https://cryptotrader.org/backtests/mwpRw9xgA7qbqt8x3

medji
https://cryptotrader.org/backtests/3mm5uMLajton9fCS9

sukiho
https://cryptotrader.org/backtests/b8p3Gocv63SG3G7CT

panic
https://cryptotrader.org/backtests/Gd9wwScnPXPExoiR2

tabbek
https://cryptotrader.org/backtests/qyYudoimmtTEupchJ

marvinrouge
https://cryptotrader.org/backtests/Zw3W6bSj8T5RFDywo

tabbek

member

Activity: 116

Merit: 10

I'm enjoying seeing the variety of styles people use, both from a technical standpoint, and methodology standpoint. Also nice being able to see real examples of specific methods in use.

marvinrouge

sr. member

Activity: 378

Merit: 250

https://cryptotrader.org/backtests/Zw3W6bSj8T5RFDywo

I hope it's not too late Lips sealed

It can be tested on 4H charts

tabbek

member

Activity: 116

Merit: 10

https://cryptotrader.org/backtests/qyYudoimmtTEupchJ

CCI enable with [high|low]-value ROC trigger

mostly learning how to use talib functions in coffeescript :-)

edit : damn Angry

forgot about including a method for stop-loss lol

pulsecat

full member

Activity: 220

Merit: 100

Quote from: sukiho on August 17, 2013, 04:02:26 PM

thanks for setting this up. will you be using a 0.55% trading fee for the reruns?

Correct, all of strategies will be backtested using 0.55% fee.

Four entries submitted so far, six hours until the submission period ends.

panic

sr. member

Activity: 442

Merit: 260

https://cryptotrader.org/backtests/Gd9wwScnPXPExoiR2

sukiho

hero member

Activity: 514

Merit: 500

https://cryptotrader.org/backtests/b8p3Gocv63SG3G7CT

Ill try this one. have to say that medjis looks to be onto something

medji

newbie

Activity: 31

Merit: 0

Here we go so I don't forget:
https://cryptotrader.org/backtests/3mm5uMLajton9fCS9

sukiho

hero member

Activity: 514

Merit: 500

thanks for setting this up. will you be using a 0.55% trading fee for the reruns?

pulsecat

full member

Activity: 220

Merit: 100

Quote from: Diabolicus on August 13, 2013, 01:02:42 PM

Guess I'll have to be the first to submit for round 3, since my flight leaves tomorrow and I won't take my notebook with me (and typing scripts for cryptotrader.org on a cell phone is kind of a tedious task ...)
So here we go:
https://cryptotrader.org/backtests/mwpRw9xgA7qbqt8x3

The basic idea was to have a 2h 10/21 EMA cross strategy, but use 1h candles and 20/42 EMAs instead to react faster to sudden price changes.
RSI and ADX help filter out false signals.
Had a few more ideas, but couldn't bring it all together in time, maybe next round.

Thanks for submission. Hope you are having a nice trip.

Just to remind everyone - the trading period starts in less than 2 days.

Diabolicus

member

Activity: 90

Merit: 10

Guess I'll have to be the first to submit for round 3, since my flight leaves tomorrow and I won't take my notebook with me (and typing scripts for cryptotrader.org on a cell phone is kind of a tedious task ...)
So here we go:
https://cryptotrader.org/backtests/mwpRw9xgA7qbqt8x3

The basic idea was to have a 2h 10/21 EMA cross strategy, but use 1h candles and 20/42 EMAs instead to react faster to sudden price changes.
RSI and ADX help filter out false signals.
Had a few more ideas, but couldn't bring it all together in time, maybe next round.

pulsecat

full member

Activity: 220

Merit: 100

Well, it seems we have enough participants to continue.

Round 3 (with updated rules) to start at 08/19 https://bitcointalksearch.org/topic/m.2786070

tabbek

member

Activity: 116

Merit: 10

I'll throw my mess in again, whether or not I get it cleaned up at all Roll Eyes

2dogs

legendary

Activity: 1267

Merit: 1000

checking it out

safinaskar

newbie

Activity: 41

Merit: 0

in!

Topic: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies - page 13. (Read 50214 times)