Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies - page 7.

ZirconiumX

full member

Activity: 286

Merit: 100

Quote from: itod on November 16, 2013, 11:38:39 AM

Quote from: ZirconiumX on November 16, 2013, 11:31:30 AM

Quote from: Mavi on November 16, 2013, 09:16:07 AM

I'm interested, i can chip in but i don't know how to code. I like to watching you guys Cheesy

Conversely, I can code, but am really poor (check my tipjar address in my sig if you don't believe me).

Matthew:out

Why don't you two join forces, ZirconiumX code & Mavi invest 0.1BTC and you split the winnings?

I'm up for it, not sure what Mavi thinks, though.

Could we have some sort of special stipulation to try and bring some novelty into the competition, for instance "Be as profitable as you can using the RSI indicator" or whatever?

Matthew:out

itod

legendary

Activity: 1974

Merit: 1077

Honey badger just does not care

Quote from: ZirconiumX on November 16, 2013, 11:31:30 AM

Quote from: Mavi on November 16, 2013, 09:16:07 AM

I'm interested, i can chip in but i don't know how to code. I like to watching you guys Cheesy

Conversely, I can code, but am really poor (check my tipjar address in my sig if you don't believe me).

Matthew:out

Why don't you two join forces, ZirconiumX code & Mavi invest 0.1BTC and you split the winnings?

itod

legendary

Activity: 1974

Merit: 1077

Honey badger just does not care

Quote from: Grinny on November 16, 2013, 08:53:53 AM

Quote from: itod on November 16, 2013, 08:37:45 AM

Quote from: Grinny on November 16, 2013, 08:16:30 AM

Quote

Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

great idea! count me in for a contest beginning at 2014-01-01 and ending at 2014-12-31 (or for any other period, but more interested in a long time contest)

I suppose you've meant 2013, not 2014? It would be a bit too long to wait a whole year for the results Cheesy

nope, I meant 2014 of course. a one year lasting contest - the iron man of all automated trading contest

Sorry, to wait a whole year for a result is a bit too long for me. It's better idea to try one more month-long round IMHO. Let's see what others think. Maybe pulsecat offers to double the amount we collect Roll Eyes

ZirconiumX

full member

Activity: 286

Merit: 100

Quote from: Mavi on November 16, 2013, 09:16:07 AM

Quote from: itod on November 16, 2013, 08:09:57 AM

Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

I'm interested, i can chip in but i don't know how to code. I like to watching you guys Cheesy

Conversely, I can code, but am really poor (check my tipjar address in my sig if you don't believe me).

Matthew:out

Mavi

member

Activity: 80

Merit: 10

Quote from: itod on November 16, 2013, 08:09:57 AM

Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

I'm interested, i can chip in but i don't know how to code. I like to watching you guys Cheesy

pulsecat

full member

Activity: 220

Merit: 100

Quote from: itod on November 16, 2013, 08:09:57 AM

Quote from: ZirconiumX on November 16, 2013, 04:56:42 AM

For the entertainment of it, I implemented the "Turtle Trading System" into cryptotrader.org - buy if the price is under SMA(20), sell if it is over SMA(20).

https://cryptotrader.org/backtests/c8ns6TX7DRgXQnwDT

So, I challenge everyone, who can make the most money per line of code? (Whitespace isn't counted)

EDIT: using a 20-period VWAP, is a) shorter and b) more profitable. https://cryptotrader.org/backtests/mgp7yNAdknrCex3u3

Matthew:out

Nice one-liner with

Code:

avg = instrument.vwap(20)

, can't get shorter than that, you win Grin

Don't have an idea what "Turtle Trading System" is, off to read some google links to find out.

Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

Right, the goal of the contest was to find out what strategies could outperform B&H in the short term, because obviously in the long term it is less profitable than even basic strategies. But i really like the idea of donation-based contest and can help with organization if there are enough people willing to join in.

Grinny

sr. member

Activity: 390

Merit: 250

Quote from: itod on November 16, 2013, 08:37:45 AM

Quote from: Grinny on November 16, 2013, 08:16:30 AM

Quote

Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

great idea! count me in for a contest beginning at 2014-01-01 and ending at 2014-12-31 (or for any other period, but more interested in a long time contest)

I suppose you've meant 2013, not 2014? It would be a bit too long to wait a whole year for the results Cheesy

nope, I meant 2014 of course. a one year lasting contest - the iron man of all automated trading contest

itod

legendary

Activity: 1974

Merit: 1077

Honey badger just does not care

Quote from: Grinny on November 16, 2013, 08:16:30 AM

Quote

Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

great idea! count me in for a contest beginning at 2014-01-01 and ending at 2014-12-31 (or for any other period, but more interested in a long time contest)

I suppose you've meant 2013, not 2014? It would be a bit too long to wait a whole year for the results Cheesy

Grinny

sr. member

Activity: 390

Merit: 250

Quote

Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

great idea! count me in for a contest beginning at 2014-01-01 and ending at 2014-12-31 (or for any other period, but more interested in a long time contest)

itod

legendary

Activity: 1974

Merit: 1077

Honey badger just does not care

Quote from: ZirconiumX on November 16, 2013, 04:56:42 AM

For the entertainment of it, I implemented the "Turtle Trading System" into cryptotrader.org - buy if the price is under SMA(20), sell if it is over SMA(20).

https://cryptotrader.org/backtests/c8ns6TX7DRgXQnwDT

So, I challenge everyone, who can make the most money per line of code? (Whitespace isn't counted)

EDIT: using a 20-period VWAP, is a) shorter and b) more profitable. https://cryptotrader.org/backtests/mgp7yNAdknrCex3u3

Matthew:out

Nice one-liner with

Code:

avg = instrument.vwap(20)

, can't get shorter than that, you win Grin

Don't have an idea what "Turtle Trading System" is, off to read some google links to find out.

Regarding the contest idea for the whole year 2013 I've suggested, how many of you are for it that we organize our own winning pool for it? We can each, for instance, give 0.1 BTC in the pool and if there are 10 of us that may make things interesting. I understand pulsecat for not willing to risk 2BTC again after 4 unsuccessful rounds, but we can make our own fun with this, and might actually learn something valuable for 0.1BTC invested. Please tell me what you think even if you are not for it.

ZirconiumX

full member

Activity: 286

Merit: 100

For the entertainment of it, I implemented the "Turtle Trading System" into cryptotrader.org - buy if the price is under SMA(20), sell if it is over SMA(20).

https://cryptotrader.org/backtests/c8ns6TX7DRgXQnwDT

So, I challenge everyone, who can make the most money per line of code? (Whitespace isn't counted)

EDIT: using a 20-period VWAP, is a) shorter and b) more profitable. https://cryptotrader.org/backtests/mgp7yNAdknrCex3u3

Matthew:out

Grinny

sr. member

Activity: 390

Merit: 250

8h! So close. But I'm happy with the 3rd place..
Grats to the winner!

itod

legendary

Activity: 1974

Merit: 1077

Honey badger just does not care

Quote from: pulsecat on November 11, 2013, 08:58:42 AM

Well, Round 4 is over.

We couldn't ask for a better chance, had two big price dips and nobody properly handled it.

May I suggest something for (eventual) future round: Maybe the wining algorithm should be the one which handles the whole year 2013 best? I know that comparing past instead of future performance opens the way for cheating, but any references to specific date or price should be forbidden. IMHO the algorithm which is most profitable in the very long term is the most valuable to everybody.

ZirconiumX

full member

Activity: 286

Merit: 100

pulsecat

full member

Activity: 220

Merit: 100

Well, Round 4 is over.

there was intrigue until the very end, because 8 hours before the competition ended the intermediate results were as below:

ZirconiumX http://cryptotrader.org/backtests/5VSswfIGcscmDyWUc
Balance: 6.7920 BTC (1842.74 USD)

itod http://cryptotrader.org/backtests/yFxw5Dx4EBY3Kv4pv
Balance: 7.3864 BTC (2004.00 USD)

Grinny http://cryptotrader.org/backtests/9upuidaNOomFVcK1r
Balance: 2141.38 USD

Diabolicus http://cryptotrader.org/backtests/Er3uCy65DJCCed1B0
Balance: 3.8999 BTC (1058.09 USD)

cp1 http://cryptotrader.org/backtests/C1oFkc5J0od5wo9eq
Balance: 2.9191 BTC (791.98 USD)+463.90 USD

Buy'n'Hold http://cryptotrader.org/backtests/qNFAoH8vCYTDnZWNy
Balance: 7.4913 BTC (2032.48 USD)

mejdi http://cryptotrader.org/backtests/7gC7Pv4kAnOqzTxiA
Balance: 1820.30 USD

But then Bitcoin price started to rise and by the end of round we got the final results:

ZirconiumX http://cryptotrader.org/backtests/F4tOkosTysvSDUHVW
Balance: 6.7920 BTC (2193.82 USD)

itod http://cryptotrader.org/backtests/0EARZZoZHQtBfJWFp
Balance: 7.3864 BTC (2385.80 USD)

Grinny http://cryptotrader.org/backtests/sGGICbSAN49G5M38L
Balance: 2141.38 USD

Diabolicus http://cryptotrader.org/backtests/eIraHTKoOw3os2m6D
Balance: 3.8610 BTC (1247.11 USD)

sukiho http://cryptotrader.org/backtests/z1lhwZG3umNDfD5lJ
Balance: 1451.94 USD

Buy'n'Hold http://cryptotrader.org/backtests/pGL6mHuZeRVcCfqfG
Balance: 7.4913 BTC (2419.70 USD)

cp1 http://cryptotrader.org/backtests/2ZWfeWGwyaJ7Kz1io
Balance: 2.9191 BTC (942.87 USD)+463.90 USD

mejdi http://cryptotrader.org/backtests/gQjfHfAQqiPjjUiVL
Balance: 1820.30 USD

Thanks to everyone who participated!

Gimmoroy

legendary

Activity: 1372

Merit: 1000

counting fingers

(311.7 / 4) *.95 =74,02875

not 95.2

Huh

cp1

hero member

Activity: 616

Merit: 500

Stop using branwallets

Quote from: Gimmoroy on October 29, 2013, 04:01:56 PM

Can someone explain me this?
What difference between "Buy and Hold" and single Buy and Hold made in this simulation?

I had a typo when calculating buy and hold -- I entered 0.95 to account for the fee instead of 0.995.

itod

legendary

Activity: 1974

Merit: 1077

Honey badger just does not care

Quote from: Gimmoroy on October 29, 2013, 04:01:56 PM

Quote

2013-10-14 03:00 Simulation started. Balance: 1000.00 USD
2013-10-14 03:00 BUY 1.873 BTC at 132.82
2013-10-26 11:00 Simulation completed. Balance: 1.873 BTC (345.28 USD)+750.00 USD
Buy and Hold: $1311.7015509712394
This Strategy: $1095.2759373588315

Can someone explain me this?
What difference between "Buy and Hold" and single Buy and Hold made in this simulation?

Isn't it obvious? The real "Buy and Hold" means buying for full USD position, not only 1/4 of it.

Gimmoroy

legendary

Activity: 1372

Merit: 1000

Quote

2013-10-14 03:00 Simulation started. Balance: 1000.00 USD
2013-10-14 03:00 BUY 1.873 BTC at 132.82
2013-10-26 11:00 Simulation completed. Balance: 1.873 BTC (345.28 USD)+750.00 USD
Buy and Hold: $1311.7015509712394
This Strategy: $1095.2759373588315

Can someone explain me this?
What difference between "Buy and Hold" and single Buy and Hold made in this simulation?

itod

legendary

Activity: 1974

Merit: 1077

Honey badger just does not care

Quote from: jambola2 on October 29, 2013, 12:51:26 PM

Wait , do any of you know a place where I can invest my money in these overpowered algorithms , to earn monies ?

MtGox, Bitstamp, BTC-E.

Subscription fees to enable automated trading:
https://cryptotrader.org/plans

Howto:
https://bitcointalksearch.org/topic/cryptotraderorg-first-web-based-algorithmic-trading-platform-for-bitcoin-222696

Topic: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies - page 7. (Read 50220 times)