As you can see, the minimum trading amount is not taken. I start with an amount of 0.08019900 coins and trade back 0.00000071, which returns in a NEGATIVE gain. That, although I have set - OrderBook Filters -
Filter : Skip BUY Orders With Qty < 0.075
Filter : Skip SELL Orders With Qty < 0.075
Rechecking my trading history showed that 30% of the trades actually are negative!!! It was not obviously to me, since I understood the column GAIN incorrect. Therefore, I would appreciate if you could add a column "Net Gain", which would be calculated as Gain - TotalFee. There you can see faster, that you need to correct settings. I did a quick web page for that, showing the last 20 transactions only. You can see it at:
https://tools.elmit.com/cat/catlast.php I corrected the settings and now (currently) 19 out of the past 20 are positive.
FILTERS are not related in any way with your prices.
Filters are applied over the current order book before any calculation (like best price).
To avoid micro trades you must use the DUST OPTIONs
About the new column we could talk about that for 5.3 version.
Actually i'm still working on 5.2 fix that comes everyday due to changes in Exchanges rules
Sorry, I am not convinced from your answer!
1. where could a small amount of trade came, if not from the order book. So the filter SHOULD therefore cover it as well.
2. I followed your advice to use dust options.
Here is the new case:
- Current Algo Parameters -------------------------
Ping-Pong Mode : Normal
- General Attributes -
Min % Guaranteed Gain : 0.700
Always Create Pong Orders From Trades : true
Avoid Immediate Price Match In Order Book : false
Check To Not Buy/Sell To Yourself : true
- Skip Book Orders Attributes -
- OrderBook Filters -
Filter : Skip SELL Orders With Qty < 1
Filter : Skip BUY Orders With Qty < 1
- PriceLimit Attributes - NONE
- StopLoss Rules - NONE
- Buy/Sell Pool Parameters -
Create Ping Orders Only If Market Spread Is > 0.000%
Limit Buy Pool BTC Max Value To : 9999999.00000000
Limit Sell Pool ECN Max Value To : 9999999.00000000
Reuse 100.000 % of BTC Sell Pong Trade Into Buy Pool
Reuse 100.000 % of ECN Buy Pong Trade Into Sell Pool
Never Create Ping with ECN Qty > 10000000.00000000
Never Create Ping with ECN Qty < 0.00000000
Never Create Ping with BTC Qty < 0.00000000
Add 0.000% ECN Amount into Sell Pool Every Pool Lookup
Add 0.000% BTC Amount into Buy Pool Every Pool Lookup
Add Fix 0.00000000 ECN Amount into Sell Pool Every Pool Lookup
Add Fix 0.00000000 BTC Amount into Buy Pool Every Pool Lookup
Stop Ping Creation If Current Market BTC Sell Price is > 99999999.00000000
Stop Ping Creation If Current Market BTC Buy Price is < 0.00000000
Stop Ping Creation After 0 Ping-Pong Completed
Stop Ping Creation If Number Of Active Orders is > 1000
Stop Ping Creation if Total BTC Orders Amount is > 100000.00000000
Stop Ping Creation if Total ECN Orders Qty is > 100000000.00000000
Reset Sell Pool Value If Current ECN Amount is < 0.00000000
Reset Buy Pool Value If Current BTC Amount is < 0.00000000
If Needed, Adequate Pool New Ping Pool Order to Min Total (Qty*Price) : false
If Pool Value > Available Amount then Adequate Pool Values to Available Amount : true
- Dust Elements Parameters -
Ping Order is Dust if Current QTY is < : 1.00000000
Ping Trade is Dust if QTY is < : 1.00000000
Ping Trade is Dust if Trade Total < Min Total Market Order : true
Dust Elements are : Put Into Buy/Sell Pool
- Running Options -
Lookup Every 40 seconds
Recalculation Every 3 Lookup
Check Buy/Sell Pool Every 5 Lookup
Check Ping Trade Pool Every 3 Lookup
When Convert All to ECN Became Active, delete SELL PING : false
When Convert All to BTC Became Active, delete BUY PING : false
Run PingPong For 0 Minutes, And The Return to ECN : false
Run PingPong For 0 Minutes, And The Return to BTC : false
- Advanced Options -
Find Trades using : Current Order Qty VS Previous
If Needed, Adequate Ping/Pong Order to Min Total (Qty*Price) : true
If Calculated Sell Order Qty is > Available Qty Then Use All Available Qty : true
Merge Equal Orders Into a New One : true
Merge Equal Trades Into a New One : true
Try to Stay Alone on top orders book : true
Never Recalculate Order Qty : false
Subtract Fees From Ping Trade Buy Qty Before Create Pong Sell : true
Subtract Fees From Ping Trade Sell Total (Qty x Price) Before Create Pong Buy : true
Reduce Order To Restore Qty by 1.000% Before a new creation Retry
Consider 100.000% of Your Real BTC/ECN Balance
Subtract All Buy/Sell Pool Current Values While Considering Available Amounts : false
---------------------------------------------------
With this settings, there should be no trade lower than the set dust.
Still I get: start sell of 14.98761426 ECN and buy back 0.0000295 (and 0.00000940) resulting in a Start fee of zero, a End fee of zero and a gain of zero. Means a net loss of the 0.00000295 at 2018-02-23 12:29:56 (and 2018-02-23 12:01:30)
