Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies - page 14.

Diabolicus

member

Activity: 90

Merit: 10

Me too, as long as I got Wi-Fi on Tenerife

cp1

hero member

Activity: 616

Merit: 500

Stop using branwallets

In!

pulsecat

full member

Activity: 220

Merit: 100

First i need to make sure we will have enough entries to start.
Who is in round 3?

safinaskar

newbie

Activity: 41

Merit: 0

Please run round #3!

pulsecat

full member

Activity: 220

Merit: 100

Quote from: Diabolicus on August 05, 2013, 05:19:26 AM

A single algorithm per participant would be wise, otherwise people might just submit two completely different solutions, one for bear markets and one for bull (only laziness stopped me from doing so last time). However that would also require the contest being limited to already registered forum members only (as of today), to prevent people from cheating by registering new accounts.

With 4 weeks trading period we should definitely see a winner next time.

Additional rule suggestion:
- winning algorithm must not only outperform Buy & Hold, but also Not-Buy-At-All, i.e. the result must exceed the initial 1000$. (I think a strategy should not win if it doesn't increase the value. Just losing less than B&H is simply not enough imo.)

These are all worthy suggestions. Thanks!

Quote from: itod on August 05, 2013, 06:57:45 AM

May I also ask for a few days (or a week) to study previous rounds algorithms and why they failed?

Don't worry, before a trading period begins, each participant will have a few days for developing his strategy.

itod

legendary

Activity: 1974

Merit: 1076

^ Will code for Bitcoins

May I also ask for a few days (or a week) to study previous rounds algorithms and why they failed?

itod

legendary

Activity: 1974

Merit: 1076

^ Will code for Bitcoins

Quote from: Diabolicus on August 05, 2013, 05:19:26 AM

However that would also require the contest being limited to already registered forum members only (as of today), to prevent people from cheating by registering new accounts.

Hey, give me a chance to register, I didn't already cause I thought you guys are going to nail it, who new you wont succeed and there will be a third round?

Thanks.

Edit:
Registered.

Diabolicus

member

Activity: 90

Merit: 10

A single algorithm per participant would be wise, otherwise people might just submit two completely different solutions, one for bear markets and one for bull (only laziness stopped me from doing so last time). However that would also require the contest being limited to already registered forum members only (as of today), to prevent people from cheating by registering new accounts.

With 4 weeks trading period we should definitely see a winner next time.

Additional rule suggestion:
- winning algorithm must not only outperform Buy & Hold, but also Not-Buy-At-All, i.e. the result must exceed the initial 1000$. (I think a strategy should not win if it doesn't increase the value. Just losing less than B&H is simply not enough imo.)

pulsecat

full member

Activity: 220

Merit: 100

Final results

1Pakis
https://cryptotrader.org/backtests/xE2MWBiKAdmbwerki
Balance: 4.889 BTC (513.94 USD) + 515.87 USD

Diabolicus
https://cryptotrader.org/backtests/353bxSpW7eYiL7fYL
Balance: 1001.43 USD

tabbek
https://cryptotrader.org/backtests/dYBzDD7XruceqwMsc
Balance: 9.777 BTC (1026.55 USD)

cp1
https://cryptotrader.org/backtests/YmJSy2B85SGpLRoTW
Balance: 1000.00 USD
https://cryptotrader.org/backtests/6omSCAuSec6MZ9EiM
Balance: 1000.00 USD
https://cryptotrader.org/backtests/gLwhfECwJSjngderi
Balance: 1000.00 USD

medji
https://cryptotrader.org/backtests/bsYy5fpDuMTbNA4co
Balance: 1009.06 USD
https://cryptotrader.org/backtests/2u7oD2yCrf4xNku6k
Balance: 1016.78 USD

Buy and Hold
https://cryptotrader.org/backtests/ZJRwrg6zh3YHC2ZNA
Balance: 10.068 BTC (1058.33 USD)

Again, buy and hold strategy generated highest profit. I think the possible reasons are:
- Bugs in algos (as claimed by their authors)
- Low market volatility
- Too short trading period. Base strategies, such as EMA, are effective in long term as they do not guarantee profit from each trade.

Thanks for all entries!

As regards the next round, I would propose the following rules changes:
- trading period increased to 2-4 weeks
- only single algorithm is allowed from each participant

Any suggestions?

genydeny

newbie

Activity: 50

Merit: 0

Probably starts uptrend! Buy & Hold strategy increases its profit!

Diabolicus

member

Activity: 90

Merit: 10

Buy & Hold did it again, I presume?

Give us round 3 before my vacation :-)

genydeny

newbie

Activity: 50

Merit: 0

Hi to all,this is a great contest!

As you can see, all of the above strategies behave incorrectly when there is a flat trend,
which was established on August 2th.
Apparently, they may be improved by filtration (to reduce the number of losing trades).
Any thoughts?

Diabolicus

member

Activity: 90

Merit: 10

I mixed up previous_price with buy_price, so the trailing stop loss isn't really trailing :-/ ah well ... next time

AstroBoy

newbie

Activity: 50

Merit: 0

Quote from: pulsecat on August 01, 2013, 11:50:21 AM

The market is unpredictable, so who knows.

True, but I bet you it will take a downward dip in less then 7 days. You can't time the market, I know this, but I just have a feeling. I hope it is sooner though and gets captured in this contest. I'd like to start running an algo soon, this has been really informative.

Cheers!

pulsecat

full member

Activity: 220

Merit: 100

The market is unpredictable, so who knows.

cp1

hero member

Activity: 616

Merit: 500

Stop using branwallets

Looks like buy and hold is going to win unless there's a downward dip.

pulsecat

full member

Activity: 220

Merit: 100

1Pakis

full member

Activity: 227

Merit: 100

One more clarification because it makes some deference to my algorithm to when it starts.
Is it 07/29 00:00 GMT as in BST or 07/29 00:00 GMT as in UTC?
Why nobody gives times in UTC in this forum?
Every body gives times in their local timezone which causes grade confusion now that is summer in the northern hemisphere.
Try to stick with UTC next time.

cp1

hero member

Activity: 616

Merit: 500

Stop using branwallets

Quote from: dexX7 on July 31, 2013, 01:43:59 PM

So this ended already? Will there be a round 3? Very interesting..

How is cheating defined? Over optimization which essentially would mirror the historical price movement or something?

He runs it on data that came out after you submitted your algorithm.

dexX7

legendary

Activity: 1106

Merit: 1024

So this ended already? Will there be a round 3? Very interesting..

How is cheating defined? Over optimization which essentially would mirror the historical price movement or something?

Topic: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies - page 14. (Read 50178 times)