Bitcoin Forum>Economy>Trading Discussion
Pages:
Author

Topic: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies - page 9. (Read 50220 times)

itod
legendary
Activity: 1974
Merit: 1077
Honey badger just does not care
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 14, 2013, 05:07:10 AM
#141
Just for fun, I ran all eight algorithms through periods for round #2 (07/29 - 08/5) & round #3 (08/19 09/19). Below every current contest entry is a line with result from these two previous rounds:

Code:
ZirconiumX https://cryptotrader.org/backtests/NQckFniuZqZZJbrWX
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 10.727 BTC (1036.12 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.705 BTC (1241.02 USD)

cp1 https://cryptotrader.org/backtests/Z9tdtS6A3Er5aCCHY
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 2.668 BTC (256.95 USD)+750.00 (1006.94 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 2.504 BTC (320.52 USD)+750.00 (1070.52 USD)

tabbek https://cryptotrader.org/backtests/etFTmediwTGYDBfed
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 9.638 BTC (928.36 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 7.859 BTC (1005.86 USD)

Grinny https://cryptotrader.org/backtests/yjNjgwmXQn7Seju4q
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 10.676 BTC (1028.31 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 1185.76 USD

sukiho https://cryptotrader.org/backtests/oxMSRvfR6e7q8Sdcq
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 1037.85 USD
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.994 BTC (1279.16 USD)

Diabolicus https://cryptotrader.org/backtests/dR9XrbryXZZkRd7SC
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 959.36 USD
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.840 BTC (1259.44 USD)

itod https://cryptotrader.org/backtests/T7P9xTKj3JS95yKbY
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 10.727 BTC (1036.12 USD)
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.927 BTC (1269.39 USD)

mejdi https://cryptotrader.org/backtests/3mm5uMLajton9fCS9
2013/07/29 00:00 - 2013/08/05 00:00, Balance: 1017.36 USD
2013/08/19 00:00 - 2013/09/19 00:00, Balance: 9.762 BTC (1249.46 USD)

sukiho's algorithm based on this is looking really, really good, came first in both backtests. Good luck to all contestants.
pulsecat
full member
Activity: 220
Merit: 100
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 14, 2013, 12:29:32 AM
#140
Thanks to everyone, we have 8 entries for 4th Round:

ZirconiumX https://cryptotrader.org/backtests/NQckFniuZqZZJbrWX
cp1 https://cryptotrader.org/backtests/Z9tdtS6A3Er5aCCHY
tabbek https://cryptotrader.org/backtests/etFTmediwTGYDBfed
Grinny https://cryptotrader.org/backtests/yjNjgwmXQn7Seju4q
sukiho https://cryptotrader.org/backtests/oxMSRvfR6e7q8Sdcq
Diabolicus https://cryptotrader.org/backtests/dR9XrbryXZZkRd7SC
itod https://cryptotrader.org/backtests/T7P9xTKj3JS95yKbY
mejdi https://cryptotrader.org/backtests/3mm5uMLajton9fCS9
medji
newbie
Activity: 31
Merit: 0
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 13, 2013, 08:42:28 PM
#139
Same old one, lets see how it does this round.
https://cryptotrader.org/backtests/3mm5uMLajton9fCS9
itod
legendary
Activity: 1974
Merit: 1077
Honey badger just does not care
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 13, 2013, 06:18:13 PM
#138
https://cryptotrader.org/backtests/T7P9xTKj3JS95yKbY

I'll try this in the contest. Good luck to everyone.
Diabolicus
member
Activity: 90
Merit: 10
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 13, 2013, 02:38:29 PM
#137
https://cryptotrader.org/backtests/dR9XrbryXZZkRd7SC

Here is my entry. Originally I had something much more sophisticated in mind, but I couldn't eliminate all the bugs in time, so this is kind of a replacement.
pulsecat
full member
Activity: 220
Merit: 100
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 13, 2013, 04:46:06 AM
#136
Quote from: Grinny on October 13, 2013, 04:41:17 AM
Erhhh...I just clicked on my bookmark and the preset shows me a period of 4h - but this algorithm was design for 1h - how can i change and save this???

You don't need to. Your original post https://bitcointalksearch.org/topic/m.3314358 with trading period set to 1h. Once completed a backtest never changes.
Grinny
sr. member
Activity: 390
Merit: 250
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 13, 2013, 04:41:17 AM
#135
Quote from: sukiho on October 13, 2013, 04:23:39 AM
Quote from: Grinny on October 13, 2013, 04:20:08 AM
Quote
All code is backtested on historical Bitstamp data at the trading frequency of your choice (5m,10m,15m,etc).

Erhhh...I just clicked on my bookmark and the preset shows me a period of 4h - but this algorithm was design for 1h - how can i change and save this???
shows 1 hour when I click on your entry, I think you are ok

thanks! shows 4h for me, but maybe it's because i have no ct account..(yet) or some cookie issue. nvm.
good luck
sukiho
hero member
Activity: 514
Merit: 500
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 13, 2013, 04:33:34 AM
#134
I'll try this one

https://cryptotrader.org/backtests/oxMSRvfR6e7q8Sdcq
sukiho
hero member
Activity: 514
Merit: 500
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 13, 2013, 04:23:39 AM
#133
Quote from: Grinny on October 13, 2013, 04:20:08 AM
Quote
All code is backtested on historical Bitstamp data at the trading frequency of your choice (5m,10m,15m,etc).

Erhhh...I just clicked on my bookmark and the preset shows me a period of 4h - but this algorithm was design for 1h - how can i change and save this???
shows 1 hour when I click on your entry, I think you are ok
Grinny
sr. member
Activity: 390
Merit: 250
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 13, 2013, 04:20:08 AM
#132
Quote
All code is backtested on historical Bitstamp data at the trading frequency of your choice (5m,10m,15m,etc).

Erhhh...I just clicked on my bookmark and the preset shows me a period of 4h - but this algorithm was design for 1h - how can i change and save this???
pulsecat
full member
Activity: 220
Merit: 100
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 13, 2013, 03:39:27 AM
#131
Just to remind: 15 hours until Round #4 starts. Anyone can still join in!
ZirconiumX
full member
Activity: 286
Merit: 100
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 12, 2013, 08:51:38 AM
#130
Quote from: jago25_98 on October 11, 2013, 07:00:40 PM
Is the ZirconiumX one a typo? How come so much better? Is this something that's a good bet to try running live?

Some minor tuning, that's all.

Matthew:out
sukiho
hero member
Activity: 514
Merit: 500
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 12, 2013, 12:54:57 AM
#129
Quote from: tabbek on October 12, 2013, 12:48:00 AM
Quote from: ZirconiumX on October 11, 2013, 08:30:29 AM

ZirconiumX https://cryptotrader.org/backtests/pkpgHZRfDxnHwdda4 $17063.06 (+$16063.06)
Grinny https://cryptotrader.org/backtests/PXF3xF2cw7Rezr6pw $3075.33 (+$2075.33)
tabbek https://cryptotrader.org/backtests/XiPyRZuw74ZXQYZfs $691.54 (-$308.54)
cp1 https://cryptotrader.org/backtests/KoRrGLTDxNdncEhGs $4642.97 (+$3642.97)

....

Based on this data, we can say:
  • Things are not looking up for tabbek.
  • Given enough time, BnH can be beaten by EMA.
  • I have definitely optimised my code for this dataset.

Matthew:out

Well, one reason mine isnt doing well is that it was not intended to be running on a 4 hour time scale.  I had it running on 15 minutes specifically.
the other two are set up for 1 hour time scales as well so those results arent really valid
tabbek
member
Activity: 116
Merit: 10
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 12, 2013, 12:48:00 AM
#128
Quote from: ZirconiumX on October 11, 2013, 08:30:29 AM

ZirconiumX https://cryptotrader.org/backtests/pkpgHZRfDxnHwdda4 $17063.06 (+$16063.06)
Grinny https://cryptotrader.org/backtests/PXF3xF2cw7Rezr6pw $3075.33 (+$2075.33)
tabbek https://cryptotrader.org/backtests/XiPyRZuw74ZXQYZfs $691.54 (-$308.54)
cp1 https://cryptotrader.org/backtests/KoRrGLTDxNdncEhGs $4642.97 (+$3642.97)

....

Based on this data, we can say:
  • Things are not looking up for tabbek.
  • Given enough time, BnH can be beaten by EMA.
  • I have definitely optimised my code for this dataset.

Matthew:out

Well, one reason mine isnt doing well is that it was not intended to be running on a 4 hour time scale.  I had it running on 15 minutes specifically.
cp1
hero member
Activity: 616
Merit: 500
Stop using branwallets
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 11, 2013, 11:03:33 PM
#127
Quote from: jago25_98 on October 11, 2013, 07:00:40 PM
Is the ZirconiumX one a typo? How come so much better? Is this something that's a good bet to try running live?

It's good to go back in time and use Jan. 1
jago25_98
hero member
Activity: 900
Merit: 1000
Crypto Geek
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 11, 2013, 07:00:40 PM
#126
Is the ZirconiumX one a typo? How come so much better? Is this something that's a good bet to try running live?
cp1
hero member
Activity: 616
Merit: 500
Stop using branwallets
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 11, 2013, 11:29:11 AM
#125
Quote from: ZirconiumX on October 11, 2013, 08:30:29 AM

  • Given enough time, BnH can be beaten by EMA.
  • I have definitely optimised my code for this dataset.
The contest is only run over a short term period.  I thought it was still 2 weeks, but it's a month now.  But still short term.
ZirconiumX
full member
Activity: 286
Merit: 100
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 11, 2013, 08:30:29 AM
#124
Quote from: Grinny on October 10, 2013, 12:33:26 PM
I'm in with this one:
https://cryptotrader.org/backtests/yjNjgwmXQn7Seju4q

Interesting...

You factor much more time in than I do, and are asymmetric regarding buy/sell thresholds.

I ran the four current participants on the same set of data (beginning of 2013 to today):

ZirconiumX https://cryptotrader.org/backtests/pkpgHZRfDxnHwdda4 $17063.06 (+$16063.06)
Grinny https://cryptotrader.org/backtests/PXF3xF2cw7Rezr6pw $3075.33 (+$2075.33)
tabbek https://cryptotrader.org/backtests/XiPyRZuw74ZXQYZfs $691.54 (-$308.54)
cp1 https://cryptotrader.org/backtests/KoRrGLTDxNdncEhGs $4642.97 (+$3642.97)

For the sake of example:

EMA 10/21 https://cryptotrader.org/backtests/vhw2QxygqabPyiTYZ $13891.22 (+$12891.22)
Ichimoku strategy https://cryptotrader.org/backtests/HBguXMiAoQNcyjn6D $5495.94 (+$4495.94)
Rebalancing portfolio https://cryptotrader.org/backtests/LhSgaxfFWeCMXvJLp $2114.15 (+$1114.15)
Buy 'n' Hold https://cryptotrader.org/backtests/svRNEwWhXbufrFdm8 $9522.86 (+$8522.86)
187 Algorithm https://cryptotrader.org/backtests/j2nYQyEWF8rijGvFu $3978.62 (+$2978.62)

Based on this data, we can say:
  • Things are not looking up for tabbek.
  • Given enough time, BnH can be beaten by EMA.
  • I have definitely optimised my code for this dataset.

Matthew:out
Grinny
sr. member
Activity: 390
Merit: 250
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 10, 2013, 12:33:26 PM
#123
I'm in with this one:
https://cryptotrader.org/backtests/yjNjgwmXQn7Seju4q
tabbek
member
Activity: 116
Merit: 10
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategies
October 09, 2013, 07:32:54 PM
#122
I'll throw this mess into the pile of fun  Smiley

https://cryptotrader.org/backtests/etFTmediwTGYDBfed
Pages:
Bitcoin Forum>Economy>Trading Discussion
Jump to: