(Closed) Butter Bot!: Premier Bitstamp, and BTC-E EMA Trading Platform (Closed) - page 64.

PuertoLibre

legendary

Activity: 1890

Merit: 1003

Quote from: fible1 on November 10, 2013, 08:24:11 PM

Quote from: PuertoLibre on November 10, 2013, 08:07:03 PM

Quote from: fible1 on November 10, 2013, 03:24:27 PM

Hey Guys

,
I've been following the conversation, couple of things:

1. For those of you having issues with Mt. Gox, this is a limited bug that triggers under specific circumstances; we will release an update to take care of this plus some other minor work ups tonight.

2: The graph issue is indeed an issue with BitcoinCharts.com: BitcoinCharts doesn't have the best API and it sometimes crashes in moments of high volatility, we will see about how to mitigate this.

This post below worries me a lot:

Quote from: PuertoLibre on November 10, 2013, 06:16:02 AM

Quote from: seanrarey on November 10, 2013, 03:51:31 AM

Quote from: PuertoLibre on November 10, 2013, 03:45:32 AM

Does anyone have any great settings that work on 1 minute frequency? (and is willing to share?)

=======[Discount Code for Butter (10% off)]=========

https://butter-bot.com/?r=f5a17f5b

Use my referal code cause' im sooo cute! Grin

You'll get an extra month free, it's all on me!

OMG... wrong type of system for 1 minute settings. Do the tests... you will run out of money fast. Wink

Seriously never recommend anything under 60 minutes with EMA.

1 minute settings, backtested for 1 month.

Profit:77.47%Max. Profit:77.47%Min. Profit:-0.60%Trades:32

I have backtested it further up to 6 months but the backtesting server seems to be sporadic at the moment.

There was another setting that got up to 127% with trades going back much further. I can't figure out what the settings were exactly as I kept trying new ones.

Pablo.

@ Pablo

There is another late night bug report:

The bot appears to be making buy trades without sending emails. Even when the trigger does not appear to have been crossed. Looks like a serious issue.

(Sending a PM now plus all the detailed logs)

Hey,
We are looking into this right now; I'm not on the tech division but it looks to me like the issue is possibly the negative value on your sell threshold 2. You sell threshold 1 is 0, so that means that any almost any value will trigger is and your sell 2 is -1 so that means that effectively any value above -1 will trigger it. You have to keep in mind that even for sell values your threshold values are expressed as positives.

I'm getting everyone to look into this but I have had no other similar reports so it suggests to me it's something to do with the settings.

Could you please change your both your "2" values to positive numbers? I am trying to replicate the issue with those and it doesn't show up so far.

Pablo.

I changed the value to a positive.

Do the first two thresholds on buy and sell react the same way to a "0" as with a "blank"? (nothing filled in)

Edit: I noticed when I changed the value to a positive number it behaves differently during backtesting.

fible1

legendary

Activity: 1183

Merit: 1000

Quote from: Adeel06 on November 10, 2013, 08:25:51 PM

I sold some BTC for USD manually on MTGox, after that I bought butterbot, and have enabled it with the default settings

Trade Freq: 1 Hr
Short EMA - 10
Long EMA - 21
Tick Offset - 0 minutes
Buy Threshold 1 = 0
Buy Threshold 2 = .25
Sell Threshold 1 = 0
Sell Threshold 2 = .25
TSL - Empty Field

It has been running for an hour or so, but I just want to make sure everything is good on my end?

Thanks!

Edit: I only have USD in my MTGox account, is that okay?

Sorry for all the newb questions!

Hi Adeel

,
Looks like you're good to go

.

Please make sure you have the "Connectivity Check Mark" (picture below) on your main bot menu to make double sure everything is okay.

Pablo.

Adeel06

full member

Activity: 217

Merit: 100

I sold some BTC for USD manually on MTGox, after that I bought butterbot, and have enabled it with the default settings

Trade Freq: 1 Hr
Short EMA - 10
Long EMA - 21
Tick Offset - 0 minutes
Buy Threshold 1 = 0
Buy Threshold 2 = .25
Sell Threshold 1 = 0
Sell Threshold 2 = .25
TSL - Empty Field

It has been running for an hour or so, but I just want to make sure everything is good on my end?

Thanks!

Edit: I only have USD in my MTGox account, is that okay?

Sorry for all the newb questions!

fible1

legendary

Activity: 1183

Merit: 1000

Quote from: PuertoLibre on November 10, 2013, 08:07:03 PM

Quote from: fible1 on November 10, 2013, 03:24:27 PM

Hey Guys

,
I've been following the conversation, couple of things:

1. For those of you having issues with Mt. Gox, this is a limited bug that triggers under specific circumstances; we will release an update to take care of this plus some other minor work ups tonight.

2: The graph issue is indeed an issue with BitcoinCharts.com: BitcoinCharts doesn't have the best API and it sometimes crashes in moments of high volatility, we will see about how to mitigate this.

This post below worries me a lot:

Quote from: PuertoLibre on November 10, 2013, 06:16:02 AM

Quote from: seanrarey on November 10, 2013, 03:51:31 AM

Quote from: PuertoLibre on November 10, 2013, 03:45:32 AM

Does anyone have any great settings that work on 1 minute frequency? (and is willing to share?)

=======[Discount Code for Butter (10% off)]=========

https://butter-bot.com/?r=f5a17f5b

Use my referal code cause' im sooo cute! Grin

You'll get an extra month free, it's all on me!

OMG... wrong type of system for 1 minute settings. Do the tests... you will run out of money fast. Wink

Seriously never recommend anything under 60 minutes with EMA.

1 minute settings, backtested for 1 month.

Profit:77.47%Max. Profit:77.47%Min. Profit:-0.60%Trades:32

I have backtested it further up to 6 months but the backtesting server seems to be sporadic at the moment.

There was another setting that got up to 127% with trades going back much further. I can't figure out what the settings were exactly as I kept trying new ones.

Pablo.

@ Pablo

There is another late night bug report:

The bot appears to be making buy trades without sending emails. Even when the trigger does not appear to have been crossed. Looks like a serious issue.

(Sending a PM now plus all the detailed logs)

Hey,
We are looking into this right now; I'm not on the tech division but it looks to me like the issue is possibly the negative value on your sell threshold 2. You sell threshold 1 is 0, so that means that any almost any value will trigger is and your sell 2 is -1 so that means that effectively any value above -1 will trigger it. You have to keep in mind that even for sell values your threshold values are expressed as positives.

I'm getting everyone to look into this but I have had no other similar reports so it suggests to me it's something to do with the settings.

Could you please change your both your "2" values to positive numbers? I am trying to replicate the issue with those and it doesn't show up so far.

Pablo.

PuertoLibre

legendary

Activity: 1890

Merit: 1003

Quote from: fible1 on November 10, 2013, 03:24:27 PM

Hey Guys

,
I've been following the conversation, couple of things:

1. For those of you having issues with Mt. Gox, this is a limited bug that triggers under specific circumstances; we will release an update to take care of this plus some other minor work ups tonight.

2: The graph issue is indeed an issue with BitcoinCharts.com: BitcoinCharts doesn't have the best API and it sometimes crashes in moments of high volatility, we will see about how to mitigate this.

This post below worries me a lot:

Quote from: PuertoLibre on November 10, 2013, 06:16:02 AM

Quote from: seanrarey on November 10, 2013, 03:51:31 AM

Quote from: PuertoLibre on November 10, 2013, 03:45:32 AM

Does anyone have any great settings that work on 1 minute frequency? (and is willing to share?)

=======[Discount Code for Butter (10% off)]=========

https://butter-bot.com/?r=f5a17f5b

Use my referal code cause' im sooo cute! Grin

You'll get an extra month free, it's all on me!

OMG... wrong type of system for 1 minute settings. Do the tests... you will run out of money fast. Wink

Seriously never recommend anything under 60 minutes with EMA.

1 minute settings, backtested for 1 month.

Profit:77.47%Max. Profit:77.47%Min. Profit:-0.60%Trades:32

I have backtested it further up to 6 months but the backtesting server seems to be sporadic at the moment.

There was another setting that got up to 127% with trades going back much further. I can't figure out what the settings were exactly as I kept trying new ones.

Pablo.

@ Pablo

There is another late night bug report:

The bot appears to be making buy trades without sending emails. Even when the trigger does not appear to have been crossed. Looks like a serious issue.

(Sending a PM now plus all the detailed logs)

ghostshirt

full member

Activity: 216

Merit: 100

Quote from: velacreations on November 10, 2013, 04:11:24 PM

Quote from: ghostshirt on November 10, 2013, 03:09:30 PM

Thank you both for sharing your settings.
I tried 20/42 with both 30 min and 1 hour settings and 1 hour yields almost two times profit in 3 months and 6 months backtesting.

what are your other settings? 30m outperforms 1hr for me.

Here's 1 hr:

Here's 30m:

there's 50% difference.

My bad, I should have indicated the exchanges I tried.

MtGox and Bitstamp get higher max. profit with 1-hour while BTC-e is better with 30-minute. The only difference with your settings is that I got a tick offset which makes a difference in positive direction than a zero offset.

Adeel06

full member

Activity: 217

Merit: 100

Edit - Fixed

uck

member

Activity: 94

Merit: 10

Another nice feature would be if, when you run a backtest, if it displayed the 'backchart' showing the ema's for that particular backtest.

fible1

legendary

Activity: 1183

Merit: 1000

Quote from: Basaj on November 10, 2013, 05:07:30 PM

Hey Guys,
Just installed and setup my bot,added the API keys etc, and have hit a bit of a roadblock. I can see the icon in chrome and the numbers on the bottom are fluctuating so it is "live" but when I click the icon I have a warning triangle. It says that the API is connected but none of the trading platforms are. I have only set it up with BTC-E so far but beside btc-e it says disconnected. Am I doing something wrong or is it simply because the bot has not attempted a trade yet?

Also, if you dont mind, does anyone want to post some decent settings for the bot engine on btc-e? I have been messing around with them but would be curious to know what other people use.

Thanks a million in advance!

Hi Basaj

,
This is always one of three things:

1. The API key and secret may have been partially copy and pasted (happens).

2. The keys do not have the required "get info" and "trade" permissions.

3. You did not activate the key through the activation email BTC-E sends you.

Please let me know, I will be happy to debug this with you. You can also drop me an email at [email protected] and I can help you there are well

.

Pablo.

PuertoLibre

legendary

Activity: 1890

Merit: 1003

Feature request: Add the exchange btcchina.com

Basaj

newbie

Activity: 11

Merit: 0

Hey Guys,
Just installed and setup my bot,added the API keys etc, and have hit a bit of a roadblock. I can see the icon in chrome and the numbers on the bottom are fluctuating so it is "live" but when I click the icon I have a warning triangle. It says that the API is connected but none of the trading platforms are. I have only set it up with BTC-E so far but beside btc-e it says disconnected. Am I doing something wrong or is it simply because the bot has not attempted a trade yet?

Also, if you dont mind, does anyone want to post some decent settings for the bot engine on btc-e? I have been messing around with them but would be curious to know what other people use.

Thanks a million in advance!

PuertoLibre

legendary

Activity: 1890

Merit: 1003

Quote from: seanrarey on November 10, 2013, 10:22:52 AM

Quote from: PuertoLibre on November 10, 2013, 06:16:02 AM

Quote from: seanrarey on November 10, 2013, 03:51:31 AM

Quote from: PuertoLibre on November 10, 2013, 03:45:32 AM

Does anyone have any great settings that work on 1 minute frequency? (and is willing to share?)

=======[Discount Code for Butter (10% off)]=========

https://butter-bot.com/?r=f5a17f5b

Use my referal code cause' im sooo cute! Grin

You'll get an extra month free, it's all on me!

OMG... wrong type of system for 1 minute settings. Do the tests... you will run out of money fast. Wink

Seriously never recommend anything under 60 minutes with EMA.

1 minute settings, backtested for 1 month.

Profit:77.47%Max. Profit:77.47%Min. Profit:-0.60%Trades:32

I have backtested it further up to 6 months but the backtesting server seems to be sporadic at the moment.

There was another setting that got up to 127% with trades going back much further. I can't figure out what the settings were exactly as I kept trying new ones.

Careful with the 30-day backtest at this point, as the market has done very little but go up. This is going to make it a bit deceptive with some settings. As the market movement normalizes, shorter time frames can eat you alive with fees and short-trades.

I made 137% during the same period using 1hr settings (hopefully the picture posts)...

Try the below settings and see if you guys/gals can refine it as much as you did with the other longer period settings.

With v2.4 the bot should no longer be broken on these settings.

(Note: This uses reverse EMA settings. This is targeting spikes and drops of about $15 to $20 at 1 minute interval rather than long term trends on a larger interval.)
(Note1: Make sure to heed Pablo's warning above when backtesting and refining the settings. See if you can make it better.)

fible1

legendary

Activity: 1183

Merit: 1000

***************
Update
***************

Friends,
We just released an update labeled V2.4 to deal with some of the issues arising from yesterday's release.

Improvements include:

* Graphs now show override settings

* Fixes for trading issues on Mt. Gox

* Bot now starts as disabled when first installed: Note that the bot will be running and NOT disabled if you install it on top of a previous version that is currently running.

* You can turn trading at exchanges ON and OFF independently

Please do not hesitate to let me know if you need anything at all

.

Pablo.

velacreations

sr. member

Activity: 476

Merit: 250

Quote from: uck on November 10, 2013, 04:10:15 PM

what if the Bot dynamically slowed down and sped up depending on conditions it was sensing? maybe volume? maybe some other volatility indicator?

what would be really awesome is if we could store settings profiles, so then you could switch strategies, depending on what the market is doing. Like right now, the bot is looking for a place to buy in, so I want it set with the 1 hour settings and maybe some other tweaks. But, last night, the 30m settings did better.

So, I have 2 slightly different strategies, each is good at only 1/2 of the equation (one is better for buying, other better for selling). Combining them together, I would see a significant bump in performance.

velacreations

sr. member

Activity: 476

Merit: 250

Quote from: ghostshirt on November 10, 2013, 03:09:30 PM

Thank you both for sharing your settings.
I tried 20/42 with both 30 min and 1 hour settings and 1 hour yields almost two times profit in 3 months and 6 months backtesting.

what are your other settings? 30m outperforms 1hr for me.

Here's 1 hr:

Here's 30m:

there's 50% difference.

uck

member

Activity: 94

Merit: 10

what if the Bot dynamically slowed down and sped up depending on conditions it was sensing? maybe volume? maybe some other volatility indicator?

velacreations

sr. member

Activity: 476

Merit: 250

Quote from: seanrarey on November 10, 2013, 02:30:40 PM

Oh, sir, be so very careful not to get wrapped up in that number. Our settings could be identical, with tick-offset 5 minutes apart and have vastly different buy/sell numbers.

yes, I agree, though going back through 1 hour vs 30m, 1 hour tends to buy lower, and 30m tends to sell higher, all other things being equal, going back 6 months or more.

You are right about the tick off-set.

Quote from: seanrarey on November 10, 2013, 02:35:22 PM

Further examination of the charts uncovers another reason you had a better sell point then I did. You sold slower... later... with your slower gate setting (0.09 v 0.01).

yes, it may be a good thing to avoid bull traps.

BUT, it's not just you, it's also my settings with 1 hr. At 1hr, it gets in lower, but sells lower, too.

How do we combine them into a great strategy?

fible1

legendary

Activity: 1183

Merit: 1000

Hey Guys

,
I've been following the conversation, couple of things:

1. For those of you having issues with Mt. Gox, this is a limited bug that triggers under specific circumstances; we will release an update to take care of this plus some other minor work ups tonight.

2: The graph issue is indeed an issue with BitcoinCharts.com: BitcoinCharts doesn't have the best API and it sometimes crashes in moments of high volatility, we will see about how to mitigate this.

This post below worries me a lot:

Quote from: PuertoLibre on November 10, 2013, 06:16:02 AM

Quote from: seanrarey on November 10, 2013, 03:51:31 AM

Quote from: PuertoLibre on November 10, 2013, 03:45:32 AM

Does anyone have any great settings that work on 1 minute frequency? (and is willing to share?)

=======[Discount Code for Butter (10% off)]=========

https://butter-bot.com/?r=f5a17f5b

Use my referal code cause' im sooo cute! Grin

You'll get an extra month free, it's all on me!

OMG... wrong type of system for 1 minute settings. Do the tests... you will run out of money fast. Wink

Seriously never recommend anything under 60 minutes with EMA.

1 minute settings, backtested for 1 month.

Profit:77.47%Max. Profit:77.47%Min. Profit:-0.60%Trades:32

I have backtested it further up to 6 months but the backtesting server seems to be sporadic at the moment.

There was another setting that got up to 127% with trades going back much further. I can't figure out what the settings were exactly as I kept trying new ones.

Please, please, please avoid trading at intervals below 30 minutes. Even though 1 may back test well for the past month, like someone already said, BTC has been doing nothing but climbing for the past month. EMA is a trend strategy and trends are more easily identified over longer stretches of time, at 1 minute, you are really just trading on noise and more likely than not, you will loose your shirt.

I know it is fun to watch the bot trade more often like a High Frequency Trader (HFT) would, but the reason we don't have an HFT yet is because so far we haven't found one that is productive, please do not use Butter as an HFT.

I am here for whatever you guys may need

.

Pablo.

ghostshirt

full member

Activity: 216

Merit: 100

Quote from: velacreations on November 10, 2013, 01:45:04 PM

Quote from: seanrarey on November 10, 2013, 11:40:52 AM

I like the 1hr poll times, but to slow the bot back down I use the 20/42 EMA. EMA is not about "agile", it is about "timing".

The 20/42 EMA results in a greater spread and makes it slower to cross. This eliminates a lot of trade noise. I then use very fast gate timing (-0.2/0.01) so that when it does cross, it trades. The crosses are much sharper with 20/42 settings as opposed to the more traditional 10/21.

I like 20/42, but with 30m. It seems to perform better, especially with big/quick drops, like this weekend. Your 1 hr setting sold at $288, whereas the 30m sold at $320.

I think going back to 1hr might be better for times with less volatility.

Thank you both for sharing your settings.
I tried 20/42 with both 30 min and 1 hour settings and 1 hour yields almost two times profit in 3 months and 6 months backtesting.

seanrarey

full member

Activity: 168

Merit: 100

BuyAnythingWithBitcoin.com

Quote from: uck on November 10, 2013, 02:58:51 PM

I meant if it automatically summarized it at the top like it does the min profit...

I see. I guess my question is, why would you care about that statistic? Who cares if it makes 99 losing trades & 1 wining trade... if you get the best return?

To expand... 60% wining trades that gets you 10% return on your money is not better then 20% winning trades that gets you 40% back on your money.

The testing gives you the important data... return over time. I am trying to figure out of what use the percentage of wining/losing trades would be in forming your strategy?

Topic: (Closed) Butter Bot!: Premier Bitstamp, and BTC-E EMA Trading Platform (Closed) - page 64. (Read 274808 times)