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Topic: Automated Trading Platform - Any Interest? - page 3. (Read 4362 times)

full member
Activity: 154
Merit: 102
September 13, 2012, 06:53:40 PM
#3
Sure, sign me up!


Original post updated accordingly Wink  Thanks!
sr. member
Activity: 408
Merit: 261
September 13, 2012, 06:50:55 PM
#2
Sure, sign me up!
full member
Activity: 154
Merit: 102
September 13, 2012, 06:10:06 PM
#1
I'm just wanting to take a moment and test the waters to see what the interest level is in an automated trading platform.

In the process of writing the unit tests for the Exchange Connector for OpenPay I realized that I had essentially created a trading bot.
For fun I ran all the MtGox data I could get my hands on through a hadoop cluster and tested it against a few conservative algorithms that I had learned while pursuing my MBA.

The algorithm that showed the most potential was one that makes numerous small trades against the trendline and scales the size of each trade with a weighted volume calculation.  It sounds complex, but in reality it's not.  If the market is falling you buy, if it's gaining you sell.

Anyways to make a long story short I coded a trading engine around the algorithm and ran it in simulation mode for 48 hours.

The first day it gained 350% (It managed to turn 1 BTC into 3.5 so don't take it to mean anything much.)
The second day it lost 65% of the previous days gains which leaves me with 1.225 or a total gain of 22.5% in 48 hrs.
Near the end of the second day it also caught a null pointer exception (which is now fixed) and shut down while I was paying attention to something else.

I don't have enough data to say if this will work consistently over the long term or not, but if it does I would like to commercialize it.
Therefore I need more data.

In an effort to get this data, I'm looking for 5 volunteers who are willing to let it run against live accounts and see what happens.

I DO NOT RECOMMEND YOU KEEP ANY MONEY IN THE ACCOUNT YOU ARE NOT PREPARED TO LOSE!

In exchange for letting it run for a few weeks to gather data the product is yours to keep forever and if it's ever commercialized you will receive lifetime free upgrades.

All I ask for is a daily email with the profit/loss and the log file.  And personal testimonials at the end of the data collection run.

I'm going to limit this to 5 people at the outset so that the overall exposure is limited.  I'm willing to help with setup and debug issues, but overall I don't have a lot of time to devote to this project right now and I can't let myself get bogged down with too many support requests.

I have 4 volunteers already and we need 1 more.

If you're interested let me know.


F.A.Q.
     Q. *What platforms will this thing run on?*
     A.  It's written in Java.  I targeted a 64 bit version of the Java 6 JRE and have tested it on Ubuntu Precise 64bit.  Nevertheless it should run on anything with a Java 6 JVM.  If anyone needs a 32bit version let me know and I'll recompile it against the 32 bit JVM for you.
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