Topic: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies - page 4. (Read 50178 times)

Quote from: pulsecat on December 07, 2013, 03:41:02 PM

Quote from: itod on December 07, 2013, 07:29:33 PM

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32%

B&H was already lost the game Cheesy

These algorithms are good in long term but useless in short term. I need passive income, monthly

Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs.

If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time.

I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty

You got me wrong. Probably nobody has a "super-algorithm", but given enough time many developers may produce some very good ones. Developers don't have few weeks or a month free to experiment and try new things, but given attractive bounty some may decide to devote the time to it. And public contest is an excellent way to test the results.

Quote from: Mavi on December 07, 2013, 06:43:57 PM

Quote from: pulsecat on December 07, 2013, 03:41:02 PM

Quote from: Mavi on December 07, 2013, 06:43:57 PM

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32%

B&H was already lost the game Cheesy

These algorithms are good in long term but useless in short term. I need passive income, monthly

Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs.

If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time.

I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty

You got me wrong. Probably nobody has a "super-algorithm", but given enough time many developers may produce some very good ones. Developers don't have few weeks or a month free to experiment and try new things, but given attractive bounty some may decide to devote the time to it. And public contest is an excellent way to test the results.

Round 4 was about short term strategy... I just played a bit with round 4 but:

2013/10/14 1:00 AM til 2013/11/10 4:00 PM:

Code:

Itod 2385.80 USD
K IIc 2313.52 USD
Griny 2193.82 USD
K I 2067.61 USD
K IIa 1904.63 USD

However if you kept these running from 2013-10-14 1AM to 2013-12-09 22:00:

Code:

K IIa  11.1264 BTC (10210.70 USD)
K IIc  9.9756 BTC (9154.58 USD)
Medji R5 8 .9082 BTC (8175.08 USD)
Grinny (5607.27 USD)
Itod 6.7131 BTC (5793.42 USD)
Medji R4 5.3164 BTC (4689.17 USD)

kugutsumen

newbie

Activity: 15

Merit: 0

Just got my posting rights and this was meant to be a reply to this thread.

Kugutsumen IIa
Buy the rumor, sell the news... Survive and profit on rocky roads :welp:

This Ichimoku algo seems to perform really well now that bitcoin has hit the mainstream:

Code:

2013-12-01 12:00 Simulation started. Balance: 5000.00 USD 
2013-12-09 22:00 Simulation completed. Balance: 7.7367 BTC (7100.01 USD)

2013-11-01 12:00 Simulation started. Balance: 5000.00 USD
2013-12-09 22:00 Simulation completed. Balance: 41.4457 BTC (38034.69 USD)

2013-10-01 12:00 Simulation started. Balance: 5000.00 USD
2013-12-09 22:00 Simulation completed. Balance: 60.1737 BTC (55221.38 USD)

This is probably too late for round 5 of Pulsecat's contest:

"Kugutsumen I" beats Medji R5 entry (sent a link to Pulsecat who can confirm)

Kugu 939K — Medji 907K | Before the dip [2013-12-03 16:00]

Code:

2013-01-01 00:00 Simulation started. Balance: 5000.00 USD
Medji 2013-12-03 16:00 Simulation completed. Balance: 907.2280 BTC (1007023.09 USD)
Kugu 2013-12-03 16:00 Simulation completed. Balance: 939.4086 BTC (1042743.57 USD)

Kugu 978K — Medji 854K | After the dip [2013-12-07 18:00]

Code:

Medji 2013-12-07 18:00 Simulation completed. Balance: 854899.01 USD
Kugu 2013-12-07 18:00 Simulation completed. Balance: 978145.93 USD

Kugu 1.3M — Medji 1.14M [2013-12-09 22:00]

Code:

Medji 2013-12-09 22:00 Simulation completed. Balance: 1245.3286 BTC (1142838.07 USD)
Kugu 2013-12-09 22:00 Simulation completed. Balance: 1424.8620 BTC (1307595.88 USD)

Please keep in mind that this is a quick hack, I am completely new to this... I read up on Ichimoku and I fixed a bug in Medji's code and used different parameters.

dddbtc

sr. member

Activity: 490

Merit: 250

To those who can code strategies:

http://coffeescriptcookbook.com/chapters/math/fast-fibonacci

Most of the work for a fib retracement strategy is already done. If we had a way to trade off the fib in an automated manner, we'd make the right choice *almost* every time.

itod

legendary

Activity: 1974

Merit: 1076

^ Will code for Bitcoins

Quote from: pulsecat on December 07, 2013, 03:41:02 PM

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32%

B&H was already lost the game Cheesy

These algorithms are good in long term but useless in short term. I need passive income, monthly

Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs.

If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time.

I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty

You got me wrong. Probably nobody has a "super-algorithm", but given enough time many developers may produce some very good ones. Developers don't have few weeks or a month free to experiment and try new things, but given attractive bounty some may decide to devote the time to it. And public contest is an excellent way to test the results.

Mavi

member

Activity: 80

Merit: 10

Quote from: pulsecat on December 07, 2013, 03:41:02 PM

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32%

B&H was already lost the game Cheesy

These algorithms are good in long term but useless in short term. I need passive income, monthly

Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs.

If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time.

I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty

itod

legendary

Activity: 1974

Merit: 1076

^ Will code for Bitcoins

Quote from: pulsecat on December 07, 2013, 03:41:02 PM

Quote from: pulsecat on December 07, 2013, 03:41:02 PM

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32%

B&H was already lost the game Cheesy

These algorithms are good in long term but useless in short term. I need passive income, monthly

Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs.

If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time.

Mavi

member

Activity: 80

Merit: 10

medji lost $150,000 in a week. shame, i was kinda like it Cheesy

It is just 16% of the portfolio, mr. Buy&Hold lost 32%

B&H was already lost the game Cheesy

These algorithms are good in long term but useless in short term. I need passive income, monthly

pulsecat

full member

Activity: 220

Merit: 100