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

It says: "Your coins are in danger! Danger danger! Mark Karpales approaching!" (It would be a bit laggy too.)

Oh great, i've been meaning to keep an eye on my gox coins...

New version of Cortex7 is now in another thread:
https://bitcointalksearch.org/topic/cortex7-bitcoin-trading-robot-software-windows-linux-mac-android-664153

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moment you can look around the forum for info on the neural nets, it's quite spread out and some of that info is now out of date as the software has been changing quite a bit: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

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).

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


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


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).

Is it still under dev? Can the ANN be better detailled?

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!

Looking forward to see how this further develops.

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

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.

anyone having any positive results with the automated trading?

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.

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.

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.

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.

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.


Yes, definitely.


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! 

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!

it would be nice if someone would share how good/bad the software works and how much profit/loss (%) in which time was made...

Tried running it in wine. Could not find KERNEL32.dll.

Time to start a windows VM...

I think you should also now have your beta key and 12mth key.

Just sent you key out.

Bitpay keys I need to cut by hand and I did it as soon as I woke up, before I brushed my teeth!

Same here.

Registered and paid through Bitpay, hope to receive key soon.

Hey, i thought it might be cool to actually share the study instead of just talking about it:

http://www.dabi.temple.edu/~zoran/papers/chenoweth96.pdf

That's an interesting idea, thanks for sharing.

The technical indicators are derived solely from the raw OHLCV price data. So if we show the neural network the same raw data then it should model internally any functions that might improve prediction. But I suppose presenting it with chosen indicators might give it a head start and reduce training time. It would need extra input nodes to read these indicators and we would need to feed it quite a few data points from each indicator line, and so iterating and training time would increase. Of course we might only feed it the indicator signals and this might reduce training time? interesting.

I plan to make a dedicated neural net "lab" window giving the user more control over training, what signals are used as input, and the desired output function we wish to train to. In this new lab window I will include options to include data from any indicator on the chart.

Thanks for that!

I just read a study on artificial intelligence, where neural networks were taught to include technical analysis as well. Will this be implemented in the feature? It did increase their ROI from 11,X% to over 15% p.a. in Forex trading. That is quite the number there.

Yes, When you buy the 12 month subscription you get a 12 month key for use on the final polished release. You also receive free monthly beta keys for as long as Cortex7 is in beta phase, this is expected to last ~6 months, possibly more.

The artificial neural network (ANN) tries to predict if the chart is about to go up or down.

The ANN is first trained by showing it alot of history data and also telling it what points in that history would have been good buy/sell points.

After training the ANN is able to predict when to buy and sell with better accuracy than random walk.

Of course one must realise that this is not a dead cert indicator, but it is much better than random and can give further confidence to technical charting that you may do.

The ANNs in cortex7 are multilayer perceptrons with backpropogation training:

http://en.wikipedia.org/wiki/Artificial_neural_network

Can't wait !

Hi, quick question for understanding: I buy the 12 months now, i get the 6 month beta PLUS 12 months membership?

And: Do you have a good explanation somewhere that gets me an understanding of the mathematics behind NN trading?

Indeed. In the finished version the neural net signals will be just one trade signal that the user can use as visual reference or can mix with other generated signals for use in autotrading. This way the neural net signal can be used as a confidence bias instead of an absolute signal.

Other trade signals will be generated by a simple scripting interface giving access to all of the charted information, including: all technical overlays and underlays, user drawn trendlines, open/high/low/close/vol, exchange-lag.

The scripting will initially just be able to spot crossings between any pair of signals mentioned and set boolean flags. These flags can be logically mixed with AND,OR.

This is a few months down the road. First off is to actually get the trading interface coded and tested.

Eventually I would like to open it up further and give user simple script API to access entire array history of signals mentioned and perform their own math etc.

It seems to me, that the system needs an abstraction layer between the trading logic and the exchange interface?

I'm still working on the trade engine for MtGox. I have coded with adding exchanges in mind, so I will be adding further exchanges, BTCE is on the list, It might not be added until autumn though.

I was going to add bitcoin24 next. My wife even got an account there and she bought a few bitcoins and had them in there for a while, and then.... "pooof.. aaaand it's gone!"

You should have it by now, my apologies for the slight delay.

Any BTCE trading bot? TKS

I registered. How long to receive my key via email?

Good reply thanks.  you may have sold me. I really like the platform - no errors or glitches to deal with!!  Think or swim offers a similar system for predicting the market. It's very usable but I'm more interested in currency trading (BTC)

+1 

Here's a network after being trained to predict for BTCEUR:



and here's it generating green/red buy/sell signals:

The artificial neiral networks (ANNs) are fandown multilayer backpropogation type.

They ANNs inputs are fed windowed historic prices into the input layer and are trained (using backpropogation) to reproduce a buy/sell signal, this is the training signal.

The windowed input randomly hops around all history data until all datums have occupied neuron[0] position, this is one epoch of training. It takes many epochs to train well.

During training it helps to shake all neuronal weights periodically to prevent the ANN landing in a non optimal solution well.

The training signal is derived by choosing good tops/bottoms of the historic price chart. It is the signal that leads to good trades being made when we view the chart with perfect hindsight.

When training the ANN is not allowed to see X latest datums, this way we can check its predictive performance.

Then the ANN produces an output signal that (when trained correctly) approximates this buy/sell function and green/red buy/sell flags are superimposed upon the chart realtime.

Can anyone explain precisely how these neural networks work here? What indicators are they working from? What is their predictive process?

Can report that this is not the case, I assume because it was compiled using MS C#. Specifically, the KERNEL32.DLL call to 'initoncerunonce' is unsupported in wine http://osdir.com/ml/wine-bugs/2013-01/msg01221.html.

No worries! I've sent you the PM.

Hi Cyrus,

sorry about that, my antispam settings are too strict, but without it i get megaspam!

If its any consolation my own forum wont even let me sign up for a user account

pm me an email address and I will create an account for you and email you the details.

This looks like a great piece of work!
I've downloaded the free beta and I'ld like to contribute into making it better. I just love how clean it is built.

I have found 2 bugs so far. Tried to make an account on you forum, but got this error:

Wich is kind of odd .

I first heard of neural networks when I was younger, Mark Tilden was talking about them in a documentary. I love the idea!
Congrats for this and I am considering buying it once it gets more stable.

Edit: Tried from several IPs, same result.

betatesting and reporting bugs on the cortex7 forum helps me evolve it.

also suggesting ideas of what you would like to see incorporated.

when i get all the realtime charting and neural net running well, adding trade gui/functions should go quite painlessly.

Is there anything that we can do to help?

no worries, you were close... I will end up missing stuff in this thread pretty damned soon. 

Sorry, it is not open source. But it is codesigned with my personal comodo certificate. so you know who i am and where i live if you go down the legal avenues. Comodo certification is approved by microsoft.

Yes I am Fraser.

It is in very early beta, just charting for now. depth tables, trading etc coming later.

MtGox has been down, and it was giving zerobyte socket returns in quick succession, current version was bugging out over it.

Yes lag indicator will be included in the end. This will take another 12 months to get polished.

P.S.
you can get all USD history here:
http://www.cortex7.net/forum/showthread.php?tid=662

EDIT:
opensource is safe if your a coder who can audit it, or you are friends in real life with a coder who can audit it. But for regular joes opensource can increase risk of payloads.

Yup, I did miss it.  Sorry about that.

Glad to hear there will be other exchanges added.  :-)

I really want to use it as a trade tool myself. So it will definitely get better.

Be patient with me because I am just one guy doing this in the evenings.

I want to get what's done so far solid before I progress to trade functionality. hence beta phase having opened quite early.

Current version is early beta version and does not use trade api. Just live stream. so you dont need to enter any private info (yet).

When I get Cortex7 to the stage of trading then you will have to only enter MtGox api secret/key pair. And then I recommend you ONLY get trade privelages with MtGox. DONT get transaction privelages. Then whatever happens the coins/fiat stay in your account.

My software is digitally signed with a Comodo codesign certificate. To get this you need hard verification, passport, utility bills, bank account details, callback on landline phone. So you can trust it is me. I have been in shareware for many years.

But of course your entitled to be cautious.

u missed it: https://bitcointalksearch.org/topic/m.1899583

You can take a shortcut. Download the whole history quickly here:

http://www.cortex7.net/forum/showthread.php?tid=662

Never did see an answer to this....  :-)

got 281 of 7028 trade hours [8.9mb/00:08:09=0.15Mbaud]

Looking like it's going to take a while to update.

I'm not going to register until this is fully beta tested and I get used to it. I'm using it along with the sites I listed above for my info gathering.

It's an awesome idea but it must have more functionality than the sites I listed. It will get better and I can't wait to actually use it in real time trading.

I have serious trust issues when it comes to my coins and my accounts. Has anyone else played with this yet?  'Cause I sure wanna but i am ball-less.

Is the source published for security scrutiny? Also, can we post bugs here? I don't really want to sign up for the cortex forum. Yucca, are you Fraser on there?

Just working with it now but so far these sites:

http://bitcoin.clarkmoody.com/
http://www.bitcoinity.org/markets

...seem more useful. May just be me needing to get used to cortex.

There's no way to know if I have all of the mtgox data. When I open it it says 0 of 8000 or something similar but when I leave that window open saying 'initializing' it just quits on its own. cortex stays open and alive but I've no way of knowing if my content is up to date.


Recommendations:

Lag indicator

The bitcoin beta version is now public, you can get it for free.

At the moment it's still in beta phase, and if you register you get the full 12 month registration plus multiple months worth of free beta keys, Check my signiature for more info.

Once I've completed all the trading GUI and integrated MtGox trade API yes, I will be adding further exchanges. The program has been structured with this in mind.

EDIT:
My wife had a few bitcoins in Bitcoin-24, and she's having that southpark "and it's gone" feeling. I hope I don't "get goxxed". I was going to add Bitcoin-24 next but now I'm not sure.

It will be good to support multiple exchanges so we can put our eggs in different baskets. It will be possible to run multiple instances of Cortex7, each instance on a different exchange.

CROSS PLATFROM?? HAHAHA! GIVE ME A BREAK. Heck, C/C++ is more cross platfrom than this JVM bullshit. At least I can easily recompile C/C++ for various platforms. JVM/.net is pathetic and moronic concept, I hate sun for inventing this crap and microsoft falling in love with this crap. Cross platfom, hah. Try to run RIM application on android without doing fancy conversion and tell me how well will it work for ya.  Or try to run some so called windows programs written in java and running on java virtual machine running on linux without any conversions as is. Heck! some programs require specific versions of JVM (same crap applied for .net bullshit) And let's not get into crap like oracle forms... It is easier to use wine and run MFC programs, than get JVM trash to work on various programs. For web?  It is slow, bloated, useless. If this crap works for you, then my sincere congratulations. I am not programmer, I am sysadmin/network engineer and I have to support this crap. I hate programmers who code using this useless and pathetic junk. I want simple EXE not come crap that gets compiled/ran every time I execute the program.  This is why I am excited about OPs program written in MFC/C++. Remarkable and awesome programmer. I will buy this program as soon as it comes out

Yep me too.

Java is excellent if you just want it to work and be cross platform.  What's with the Java hate?

Any chance you will be supporting other exchanges?  Like Camp BX or BTC-e?  I won't use Mt Gox any more, since they can't seem to get their act together to handle the volume they keep getting, I'm not going to put myself into a position to "get Goxxed" as they say.

Yes, Cortex7 is shareware, you will be able to use a useful subset of the full version for free.

The free unregistered version will have:

• realtime charting of bitcoin in all currencies (newest datum updated live).
• technical analysis of said chart.
• realtime last price display, updated every trade and ticker that occurs.
• optional bitcoin related RSS news scroller.

The registered version will have all the above plus:

• configurable multilayer neural networks, trained to predict future movement.
• trade from within cortex7 yourself or allow the neural network to do it.
• realtime stream visualiser, see trade trends/patterns.
• future enhancements based on customer feedback.

Hopefully the first beta will be going out this weekend, possibly tomorrow. more info here:
http://www.cortex7.net/forum/showthread.php?tid=87

I'd really like to use that software. If you need a beta tester, let me know.

Just to get this straight, cortex is free but your refined version for BTC is what we'd be paying for?

sweet looking game, but I think you've made the right choice in focusing on the trading software first 

I'm so stoked with bitcoin that I have put a 3D game for Android/iPhone on hold to work on Cortex7.

Here's the games progress so far (it runs 60fps on cheap android phones <1GHz):

http://youtu.be/1qs-b1p33QE

The trading engine in Cortex7 will update realtime with the incoming data stream, you will also have a realtime stream visualiser that plots realtime trade and depth information. The stop loss system will react as fast as the network will allow.

hopefully when mtgox comes back up they will have an improved and scaled system capable of handling the higher volumes that will be happening. Rest assured Cortex7 will react as fast as is possible.

My personal thoughts: we are close to a bottom right now, when trading resumes it will be volatile between $50 ... $100 tightening around ~$80 and then perhaps undergo a few more cycles of volatility to tightening, these might happen relatively quickly, and then the noisy exponential will begin, it will show some bounce around 200 again but provided the exchange holds up this bounce will diminish without exceeding -20%, settling into a new stable rise 200...300. This will happen within 4 weeks of trading resuming. Of course I may be dead wrong but that's my call.

We are witnessing birthing pains, but provided coins get distributed far and wide it will become less dramatic, of course the price will have to be quite high to accomodate all of the new coin holders wealth that they bring in.

And also as retail use increases coins will have to mop up even more cash, again driving price higher. On that note I must say that it was a delight to incorporate bitpay payments into my website:

http://www.ledset.com/cortex7/register/bitcoin_preorder.htm

I was validated as a retailer fairly quickly and setting up my items and buttons was refreshingly simple, literally 5 minutes. And the fees are so low!

Has anyone tested this, is it legit?

Is it opensource?

My trading bot is written in java, and has made me a lot of coins so JVM isn't depressing at all!

Hey! Java is great!

Wrote my trading app in Java, too...

Damn! it requires java! JVM is as depressing as .net
This looks like useful piece of software, but heck, java

Looks great, looking forward to playing around with it

This is so awesome, I can't wait. I won't use sierra chart because it requires .net and using .net is against my religion

Oh that's great, yes I can tell you that the highest level dependencies I have is plain old MFC.

WHOA! Man, this is AWESOME. Not only program looks awesome,you writing it in MFC/C++! No .net/java bullshit! This is precious.  Heck, I'll buy it when it's ready FOR SURE.
wine will run it. Wine even runs microsoft office

Oh, shit, had this on my todo list, but wasn´t able to do it because of private trouble...   
If some of the beta testers isn´t interested any more, please let me know, as I would like to jump in...

OK, beta test sign up is now finished, I have enough testers now.

But everyone will be still able to download the beta version (when its released), just that not everyone will get a key that unlocks trading and neural networks. It will still be a nice free charting tool though.

Thanks to all who signed up for the beta.

I signed up for tyhe Beta testing version of Cortex7 and did get a really quick response from them.
OK, i'am now on the Cortex7 bitcoin beta testing list.

By betatesting and reporting back with bugs/suggestions you will be legible for a free 1 year subscription key to the full version with autotrading capability.

 

I'm applying to be beta tester too.   neural networks, sounds interesting.

Cortex7 Looks really nice, i signed up for the test version.  Hase anyone  Btc some expiriance with Btc-Trader https://www.mybtc-trader.com ?

It's wise to put a stop loss system in place for a full auto neural net trader bot, same as any other bot.

Just like every other system out there, it can do good, but it can also lose you lots of money as well.

I've only coded some ANN stuff for robotics - never knew it could work in trading too. I'll check it out when I have the time, thanks.

If anyone can recommend some bitcoin related RSS feeds then drop them here and I'll include them in my serverside list.

Great, thanks for checking it out.

edit:
you can be be a beta tester if you want for the mtgox version, this will also give you a free key (for neural nets and bot trading) for finished version when its done, send an email with "bitcoin cortex7 beta tester" in the subject title to:

BETA SIGNUP IS NOW FINISHED.

Looks great, I'm trying out the trial and have loaded some ftse 100 symbols in there to have a look. It's something that I'll be using as I normally just use the yahoo finance website, but the way this links is really nice.

Definitely interested in the mtgox version when it becomes available.

version without bitcoin is here:
http://www.ledset.com/cortex7/download/index.htm

version with bitcoin is still a work in progress, so no public download yet.

I hope to have a stable exe ready within 2 months. then it will be a free download with modest payment (lower than current prices) to unlock neural nets and autotrading thru mtgox.

I will give away some free unlock keys to anyone interested.

Neural net lib written from scratch in C++.

It may run OK in WINE? You can try the free version:

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

The above link does not interface with mtgox, so no bitcoin, but if that works for you then the BTC version will when it comes out.

OK, just moved the thread from "Speculation" to "Trading Discussion".

where to download

how are you implementing the neural network stuff are there FOSS packages availible for that kinda thing?


Looks very epic, if only it was for Linux :-(

I'm not sure if this belongs in this section, but I'm glad you put it here anyway -- looks awesome

New version of Cortex7 is now in another thread:
https://bitcointalksearch.org/topic/cortex7-bitcoin-trading-robot-software-windows-linux-mac-android-664153


Old thread is below:

I am working on an all in one Bitcoin charting/trading app for Windows, coded in MFC/C++.

Technical analysis charting.

Backprop neural nets, configurable and trainable using easy GUI.

Interfaces with Public/Private API of MtGox.

Trades can be performed by the user or the neural net can be left unnatended to trade.

Integrated RSS bitcoin news ticker.

Realtime prices updated per minute.

More info can be found here:
http://www.cortex7.net/forum/showthread.php?tid=87