Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies - page 15.

pulsecat

full member

Activity: 220

Merit: 100

Quote from: cp1 on July 31, 2013, 12:36:46 AM

Do any of the api functions calculate first and second derivative? All the talibs that I looked at had weird names.

Well, I'm not an expert in Ta-lib, so i can't really help. These links might be useful
http://tadoc.org/
http://www.ta-lib.org/d_api/d_api.html

cp1

hero member

Activity: 616

Merit: 500

Stop using branwallets

Do any of the api functions calculate first and second derivative? All the talibs that I looked at had weird names.

cp1

hero member

Activity: 616

Merit: 500

Stop using branwallets

Thanks for that link, figured out my problem. But I found a stupid error in my code! I'll just have to hope that BTC dips in the next few days.

pulsecat

full member

Activity: 220

Merit: 100

Quote from: cp1 on July 29, 2013, 07:54:30 PM

Quote from: tabbek on July 29, 2013, 07:47:27 PM

lol not gonna lie one bit... I kinda feel a bit dense and ham-fisted comparing mine to the others submitted Roll Eyes

Some day I'll write decent code... some day

If it works it works!

I meant to ask earlier -- are there switch/case statements in this language?

CoffeeScript provides all of JavaScript's functionality and it has great documentation http://coffeescript.org/#switch

cp1

hero member

Activity: 616

Merit: 500

Stop using branwallets

Quote from: tabbek on July 29, 2013, 07:47:27 PM

lol not gonna lie one bit... I kinda feel a bit dense and ham-fisted comparing mine to the others submitted Roll Eyes

Some day I'll write decent code... some day

If it works it works!

I meant to ask earlier -- are there switch/case statements in this language?

tabbek

member

Activity: 116

Merit: 10

lol not gonna lie one bit... I kinda feel a bit dense and ham-fisted comparing mine to the others submitted Roll Eyes

Some day I'll write decent code... some day

pulsecat

full member

Activity: 220

Merit: 100

Thanks for all the entries. We still have about 7 hours before trading period starts today.

The following entries were submitted for this contest:

1Pakis
https://cryptotrader.org/backtests/yGgRhPeD5jp9efrdC

Diabolicus
https://cryptotrader.org/backtests/6hHNDRtRmy5j9mAnP

tabbek
https://cryptotrader.org/backtests/dQy9CXc5CLiqadvsn

cp1
https://cryptotrader.org/backtests/6xpkEsEHk7vN8K7sD
https://cryptotrader.org/backtests/u4PKmzQecZe8rbeBw
https://cryptotrader.org/backtests/JgzxKQ27ss46qRSZS

medji
http://cryptotrader.org/backtests/X9shJ93XhBWDGmQQB
https://cryptotrader.org/backtests/h8HooMkQiaFknSzT8

medji

newbie

Activity: 31

Merit: 0

Okay, here's an ema crossover:
http://cryptotrader.org/backtests/X9shJ93XhBWDGmQQB
And an ichimoku strategy:
https://cryptotrader.org/backtests/h8HooMkQiaFknSzT8

cp1

hero member

Activity: 616

Merit: 500

Stop using branwallets

Here you go:
https://cryptotrader.org/backtests/6xpkEsEHk7vN8K7sD
10 minute is fine

Since we can enter multiples:
https://cryptotrader.org/backtests/u4PKmzQecZe8rbeBw
https://cryptotrader.org/backtests/JgzxKQ27ss46qRSZS

tabbek

member

Activity: 116

Merit: 10

Ok, I'll throw mine in now. Didnt have as much time as I thought to play with it Undecided

Anyway, half arsed attempt at following a really short ema slope's rate of change, and direction change.
Thought process was the rate of increase / decrease would have to slow down before it switches direction. Watch for the slow-down in the rise or fall and buy/sell when the direction change happens.

30 min window.

https://cryptotrader.org/backtests/dQy9CXc5CLiqadvsn

pulsecat

full member

Activity: 220

Merit: 100

Quote from: cp1 on July 26, 2013, 05:58:09 PM

Do you have to sell at the end, or can your end balance be in BTC?

You don't have to sell. Conveniently, the resulting amount of BTC will be displayed in USD.

Quote from: medji on July 26, 2013, 06:41:56 PM

Can you only access the price data within the testing time frame (7 days)?
It might not be enough data to bootstrap some indicators until they are reliable

At the start, each algorithm is pre-initialized with 100 bars of history trading data. This should be enough for most indicators. If not, please let us know.

medji

newbie

Activity: 31

Merit: 0

Can you only access the price data within the testing time frame (7 days)?
It might not be enough data to bootstrap some indicators until they are reliable

cp1

hero member

Activity: 616

Merit: 500

Stop using branwallets

Do you have to sell at the end, or can your end balance be in BTC?

pulsecat

full member

Activity: 220

Merit: 100

Quote from: Diabolicus on July 26, 2013, 05:20:24 AM

Everyone trying hard not to blink before 07/28 23:59 GMT, huh? Grin

Here's my first entry: https://cryptotrader.org/backtests/6hHNDRtRmy5j9mAnP

Basic 1hr EMA cross strategy, combined with a more or less elegant RSI implementation to filter out weak signals.
There's also a rudimentary stop loss and trailing stop loss which I find quite useful.
It took me a while to get the hang of this whole scripting thing (after all I'm an architect, not a programmer), so I left in a few comments and unused indicators that might be useful to others.
I left in my statistics summary, too. Maybe someone else can improve the code and pulsecat can add such a statistic as a default output? Feel free to canibalize!

Now let's see if MACD and MFI or CCI can be more efficient.

A good example of how various TA-Lib indicators can be used. And i agree that reporting needs to be improved. Thanks.

Diabolicus

member

Activity: 90

Merit: 10

Everyone trying hard not to blink before 07/28 23:59 GMT, huh? Grin

Here's my first entry: https://cryptotrader.org/backtests/6hHNDRtRmy5j9mAnP

Basic 1hr EMA cross strategy, combined with a more or less elegant RSI implementation to filter out weak signals.
There's also a rudimentary stop loss and trailing stop loss which I find quite useful.
It took me a while to get the hang of this whole scripting thing (after all I'm an architect, not a programmer), so I left in a few comments and unused indicators that might be useful to others.
I left in my statistics summary, too. Maybe someone else can improve the code and pulsecat can add such a statistic as a default output? Feel free to canibalize!

Now let's see if MACD and MFI or CCI can be more efficient.

pulsecat

full member

Activity: 220

Merit: 100

Quote from: 1Pakis on July 25, 2013, 05:04:36 AM

Rebalancing strategy.

https://cryptotrader.org/backtests/yGgRhPeD5jp9efrdC

I want to be tested in 5 min intervals.

Such a high frequency strategy is something fresh. You are in!

1Pakis

full member

Activity: 227

Merit: 100

Rebalancing strategy.

https://cryptotrader.org/backtests/yGgRhPeD5jp9efrdC

I want to be tested in 5 min intervals.

tabbek

member

Activity: 116

Merit: 10

Yay! time to 'hurry-up-n-wait' for 07/28 + a few hours so I dont derp and miss it again Roll Eyes

pulsecat

full member

Activity: 220

Merit: 100

~~Yes, this is allowed. Everything which is not forbidden is allowed :-)~~
Updated 08/12
Not alllowed for Round #3 and further rounds

Diabolicus

member

Activity: 90

Merit: 10

Count me in :-)
May we submit more than one algorithm?

Topic: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies - page 15. (Read 50220 times)