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Topic: Bitcoin Trading Software for MtGox - With Neural Networks. (Read 23200 times)

newbie
Activity: 2
Merit: 0
Oh great, i've been meaning to keep an eye on my gox coins...

It says: "Your coins are in danger! Danger danger! Mark Karpales approaching!" (It would be a bit laggy too.)
hero member
Activity: 882
Merit: 501
Ching-Chang;Ding-Dong
Oh great, i've been meaning to keep an eye on my gox coins...
full member
Activity: 217
Merit: 100
full member
Activity: 217
Merit: 100
Is it still under dev? Can the ANN be better detailled?

Yes it's still under development, today I released the new version with the inclusion of a Technical Indicator bot (not neural network based):

http://www.cortex7.net/forum/showthread.php?tid=796

At the moment you can look around the forum for info on the neural nets, it's quite spread out and some of that info is now out of date as the software has been changing quite a bit:

http://www.cortex7.net/forum/forumdisplay.php?fid=8

I will write a good post detailing the neural networks soon and post link here.
full member
Activity: 217
Merit: 100
Congratulation to OP.

I really like the idea of adding Neural Nets and/or Genetic Algorithms to trading systems, specially adding those as auxiliar tools of money management / risk control (position sizing specifically).

Think about developing some ideas about Genetic Algos too!

I was just wondering if there'd be some way to test systems like we do nowadays with stocks: MetaStock (code systems) + TradeSim (backtest systems).

BTW, Octave (Matlab free alternative) is an excellent (and powerful) language to go programming even further that way...

Think about considering it.

Keep up the good work!

Cheers!

Thanks! I will look at Octave.

Currently the backtesting is hardcoded for the neural network bot, and also one seperate tehnical indicator bot (soon to be more).
full member
Activity: 217
Merit: 100
Is it still possible to subscribe? What are the costs?

Yes, $40 gets you 12 months subscription, plus free months while in beta phase:
http://www.ledset.com/cortex7/register/bitcoin_preorder.htm

Does it have indicators like MACD and RSI or is the neyral net a combination of a lot of these?

You can combine these plot overlays:

Neural Net Bot
Technical Bot
Bollinger
MACD
Moving Average 1
Moving Average 2
RSI
Price Channel
Full Stochastic Oscillator

How is it working so far? thanks

It is working well for me so far, overall ~18% BTC gain over the last few months. I am test trading with just 1 BTC. Trailing stop loss is a must.

Higher BTC amounts may not perform as nicely, because the software places market orders and higher amounts have to go deeper into the book (slippage).
legendary
Activity: 2478
Merit: 1362
Is it still under dev? Can the ANN be better detailled?
hero member
Activity: 640
Merit: 771
BTC⇆⚡⇄BTC
Congratulation to OP.

I really like the idea of adding Neural Nets and/or Genetic Algorithms to trading systems, specially adding those as auxiliar tools of money management / risk control (position sizing specifically).

Think about developing some ideas about Genetic Algos too!

I was just wondering if there'd be some way to test systems like we do nowadays with stocks: MetaStock (code systems) + TradeSim (backtest systems).

BTW, Octave (Matlab free alternative) is an excellent (and powerful) language to go programming even further that way...

Think about considering it.

Keep up the good work!

Cheers!
member
Activity: 116
Merit: 10
Looking forward to see how this further develops.
full member
Activity: 144
Merit: 100
Is it still possible to subscribe?
What are the costs?
Does it have indicators like MACD and RSI or is the neyral net a combination of a lot of these?
How is it working so far?

thanks
full member
Activity: 217
Merit: 100
anyone having any positive results with the automated trading?

Automated trading is not implemented yet, at the moment it is just a live charting app able to show relativley deep history at 1min 10min 1hour and 1day candle periods. With technical analysis. The chart front updates live. And it has a live lag meter. I believe its a good choice if you want to experiment with technical analysis charting of MtGox_BTC.

The beta is available for free and comes bundled with mtgox history for USD,EUR,GBP:

http://www.ledset.com/cortex7/download/bitcoin_beta.htm

For subscribers it has lag alarm, live stream visualiser and neural nets which generate visual signals, the neural net part is very much a work in progress as I look for the best way to generate the best training signal and also change aspects of the GUI to make training and using easier. In the end it will be hooked into the autotrade system (optionally) as will various other signals on the chart (for subcribers).

so for example using your own charting abilities you could draw a parallel or non parallel price channel and have asks/bids placed as live price crosses above/below channel edges. Or you could make trade signals happen when live price crosses above/below a moving average, any combo of signals viewable on main chart will be available to derive trade signals from. Kind of a simple graphical bot maker.
newbie
Activity: 9
Merit: 0
anyone having any positive results with the automated trading?
full member
Activity: 217
Merit: 100
I have a quick question about the customization options. How different can each strategy that comes from running this software be? What options do I have to customize it? For example, the website says "The trading test uses a starting balance of $10,000 and assumes each trade costs $5. (these parameters are configurable)" However MtGOX uses percentages for trade costs not fixed amounts, is that $5 customizable to a percent? Are there any guides included that show how to use the software properly? I'm just curious as to how much I can do with it and how different my results will be from someone else.

Hi, the tradecosts are user set. percent or flat fee. the bitcoin version defaults to 0.6% for MtGox.

But you cant trade from within the application yet. Thats coming soon on dev list, first i have to have current beta versions features tested as stable.

I will have to update that website text to include link to bitcoin beta page somewhere at the top.

The software is available free for download, subscription just unlocks premium features.
full member
Activity: 224
Merit: 100
Hi, currently 1 year or 2 year subscription are the only purchase options available.

A lifetime registration would obviously have to be more expensive, I haven't worked out how much. The sales volume of the software is relatively low so the current subscription model was chosen to guarantee development (adding other xchanges, altcoins and features over time).

Many lifetime model sharewares end up stagnating and ceasing development.

But you raise a good point and I will think about this over the next few days and report back in this thread with my decision. If I do release lifetime subscription then I will mail existing customers with option to upgrade with discount on what they have paid already or allow them to stay as they are.

Glad to hear you are thinking about it, and I do support your reasons for the current subscription model.

For me, I wouldn't mind an option where say I get updates or whatever for a year, but that after that year is up I just don't get the updates any more and the software remains fully functional.  With the current model, the extra stuff, like the ANN, would stop working after the subscription runs up?

In my case I'm perfectly happy to use a particular version of a program for a long time.  For example, I still use the same email program I used 15 years ago to read my email offline (for some mail lists and stuff I don't leave on GMail).  It was last updated 14 years ago, and is likely to never see another update (it's also on a somewhat obscure computing platform).  But it still works fine.  In the case of this trading software, not that this will happen, but if you quit developing it and my current subscription runs up, then I'm left with a program I can no longer fully utilize.
full member
Activity: 217
Merit: 100
Just curious if the one-year subscription is the only option?  Would much prefer to pay for it once and never have to pay again, like all the other software I currently own.

Hi, currently 1 year or 2 year subscription are the only purchase options available.

A lifetime registration would obviously have to be more expensive, I haven't worked out how much. The sales volume of the software is relatively low so the current subscription model was chosen to guarantee development (adding other xchanges, altcoins and features over time).

Many lifetime model sharewares end up stagnating and ceasing development.

But you raise a good point and I will think about this over the next few days and report back in this thread with my decision. If I do release lifetime subscription then I will mail existing customers with option to upgrade with discount on what they have paid already or allow them to stay as they are.
full member
Activity: 224
Merit: 100
Just curious if the one-year subscription is the only option?  Would much prefer to pay for it once and never have to pay again, like all the other software I currently own.
full member
Activity: 217
Merit: 100
Hello, - Will you implement a visual view of the order book depth (like a wall visualizer)?

Yes, in time. First of all I need to get the order book straightened out. The current release is not correct because it does not modify the book based on the incoming trade and order stream. It just uses market depth query every few seconds. It should query market depth once and then use incoming stream.

- Will it be possible to draw some basic retracements (fibonacci at least) on the chart?

Yes, definitely.

- I'm not sure to have properly trained my ANN. The tutorial is perfectible.

Anyway, that's a good work!

There are some more tips on the forum, but yes the tuturial is very basic.

Things will be changing quite a bit during beta phase but when finished it will have a proper PDF manual, I promise!  Smiley

legendary
Activity: 2478
Merit: 1362
Hello,

- Will you implement a visual view of the order book depth (like a wall visualizer)?
- Will it be possible to draw some basic retracements (fibonacci at least) on the chart?
- I'm not sure to have properly trained my ANN. The tutorial is perfectible.

Anyway, that's a good work!
legendary
Activity: 2955
Merit: 1049
it would be nice if someone would share how good/bad the software works and how much profit/loss (%) in which time was made... Wink
full member
Activity: 194
Merit: 100
Tried running it in wine. Could not find KERNEL32.dll.

Time to start a windows VM...
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