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Topic: Cloud Based Automated Trading Service for Bitstamp/BTC-E/CEXIO/Kraken/Bitfinex - page 3. (Read 22370 times)

member
Activity: 122
Merit: 10
By the way, what about support for cryptsy?
member
Activity: 122
Merit: 10
Are there any other scripts that work with CEX trading other than the default EMA 10/21? I tried running backtests on some of the scripts posted in the contest but they all showed 10-20% losses on CEX. So far it seems like the default EMA 10/21 with 1hr is the only semi profitable one.

EMA definitely works because today my bot on CEX.IO made few bucks on account with a small deposit of 0.5 BTC.

Any new scripts thats working?
sr. member
Activity: 252
Merit: 250
tried to register,

"We're sorry. New subscriptions are not available at this time."
full member
Activity: 209
Merit: 100
I have played with the balancerbot python script, as well as the Toblibot and Butterbot.  And I must say, the one thing that Butterbot has that I would have expected cryptotrader to have is a very simple time offset.  How soon can we expect this to be added?  I just signed up, and I would love to stick around.  But you guys really need to add a time offset -- something to random up the bots running on similar strategies.  There's a pile-on effect happening due to there not being a time offset, and it's quite noticeable if you watch the corresponding depth tables.  I realize there's a stand-alone client, and that will permit you to run on your own local time if you use it.  But what about the web-based users?  Most of them won't necessarily know how to install a VM or install from a GIT.

full member
Activity: 194
Merit: 100
Thank you for the help.
However it still fails to open when the "if short > long and  context.buy_price = 0" is included.
I can remove and  context.buy_price = 0 and the buy is executed however than the buy_price does not seem to be held because a sale is executed at less than the buy_price.
try this. modify.
Code:
###

###       

# Initialization method called before a simulation starts.
# Context object holds script data and will be passed to 'handle' method.
init: (context)->
 context.buyprice = 0
 context.volumepos = 0
# This method is called for each tick
handle: (context, data)->
    instrument = data.instruments[0]
    btc_have = portfolio.positions[instrument.asset()].amount
    fiat_have = portfolio.positions[instrument.curr()].amount
    long = Math.round(instrument.ema(100)*1000)/1000
    short = Math.round(instrument.ema(26)*1000)/1000
    vol_buy = 0.01
    vol_sell = btc_have
    price = instrument.price
    #debug 'price '+price+' long '+long+' short '+short+' buyprice '+context.buyprice
    #debug 'volumepos '+context.volumepos
    if  price < long and price < short and context.volumepos <= 0
        buy(instrument,vol_buy) #works up to here
        context.buyprice = price #The sell fails by not selling the instrument over the (purchased) price
        context.volumepos = vol_buy
    if  price > context.buyprice*1.01 and context.volumepos > 0
            sell(instrument,vol_sell,price)
            context.buy_price = 0
            context.volumepos = 0
newbie
Activity: 12
Merit: 0
Thank you for the help.
However it still fails to open when the "if short > long and  context.buy_price = 0" is included.
I can remove and  context.buy_price = 0 and the buy is executed however than the buy_price does not seem to be held because a sale is executed at less than the buy_price.
full member
Activity: 194
Merit: 100
Code:
       ...
        orderId = buy instrument # Spend all amount of cash for BTC
        if orderId
           # a buy was executed
           context.buy_price = instrument.price
           ...
I am trying to do something similar and build on a simple script.
However no matter what I do I can not keep the instrument.price stored.


#Simple buy and sell over price with EMA
init: (context)->
    context.buy_price = 0

handle: (context, data)->
    instrument = data.instruments[0]
    short = instrument.ema(9)
    long = instrument.ema(19)
    plot
        short: short
        long: long
    if short > long
        buy instrument #works up to here
        context.buy_price = instrument.price #The sell fails by not selling the instrument over the (purchased) price
    else if  context.buy_price > (instrument.price*1.01)
        orderId = sell instrument

I assume it has to do with the iff statements, because I can get the sell to work but then the buy just buys as soon as the script starts.
Thanks for any ideas and help.



Right code. Need more checks. only for sample
Code:
#Simple buy and sell over price with EMA
init: (context)->
    context.buy_price = 0

handle: (context, data)->
    instrument = data.instruments[0]
    short = instrument.ema(9)
    long = instrument.ema(19)
    plot
        short: short
        long: long
    if short < long and  context.buy_price = 0
#Open position
        buy instrument #works up to here
        context.buy_price = instrument.price #The sell fails by not selling the instrument over the (purchased) price
    else
        if  context.buy_price > (instrument.price*1.01)
#Close position
            sell instrument
            context.buy_price = 0.
newbie
Activity: 12
Merit: 0
Code:
       ...
        orderId = buy instrument # Spend all amount of cash for BTC
        if orderId
           # a buy was executed
           context.buy_price = instrument.price
           ...
I am trying to do something similar and build on a simple script.
However no matter what I do I can not keep the instrument.price stored.


#Simple buy and sell over price with EMA
init: (context)->
    context.buy_price = 0

handle: (context, data)->
    instrument = data.instruments[0]
    short = instrument.ema(9)
    long = instrument.ema(19)
    plot
        short: short
        long: long
    if short > long
        buy instrument #works up to here
        context.buy_price = instrument.price #The sell fails by not selling the instrument over the (purchased) price
    else if  context.buy_price > (instrument.price*1.01)
        orderId = sell instrument

I assume it has to do with the iff statements, because I can get the sell to work but then the buy just buys as soon as the script starts.
Thanks for any ideas and help.
hero member
Activity: 809
Merit: 501
Always verify deals with me through my public key!
same issue here. What does it mean?

At a guess, it seems to take a bit of time when initializing the api for the first use. Either that, or it's waiting for your bots schedule to kick in. Leave it alone for a day and hopefully it will clear up like it did for me.
sr. member
Activity: 336
Merit: 250
yung lean
What's the story with the never ending status circle?



same issue here. What does it mean?
hero member
Activity: 882
Merit: 501
Ching-Chang;Ding-Dong
Also, it would be nice if there was some sort of notification when my subscription expires instead of all my stuff just dropping offline!

Very upsetting.
hero member
Activity: 809
Merit: 501
Always verify deals with me through my public key!
What's the story with the never ending status circle?

pa
hero member
Activity: 528
Merit: 501
If I developed a successful trading algorithm, what's stopping Cryptotrader.org from copying it and using it for themselves, at my expense?
full member
Activity: 194
Merit: 100
I'm new to algo trading so need to ask a basic question that I have not seen an answer to on these threads or on the forum.  I have not upgraded to live trading yet so cannot see the how to set that up.  The API says the Handle event is called on each bar event.  When are bar events for live trading?  Are they set up the same as backtesting (i.e. user configurable) or are they for each movement in trading price on the exchange?
same as backtesting
full member
Activity: 150
Merit: 100
I'm new to algo trading so need to ask a basic question that I have not seen an answer to on these threads or on the forum.  I have not upgraded to live trading yet so cannot see the how to set that up.  The API says the Handle event is called on each bar event.  When are bar events for live trading?  Are they set up the same as backtesting (i.e. user configurable) or are they for each movement in trading price on the exchange?
hero member
Activity: 633
Merit: 768
BTC⇆⚡⇄BTC
Greetings!

Is there any way to create synthetic data (BTC candles created based-on a seed) in order to backtest and simulate trading strategies?

e.g. that way we could simulate something like 100 years of BTC prices generated by a seed that contains the prices of BTC since 2011 to nowadays.

BTW, great application. Very well done.

Keep up the great work!

Thanks for your feedback. Could you suggest some readings about the simulation method based on a seed?

=> Beyond Technical Analysis by Tushar Chande.
full member
Activity: 220
Merit: 100
5 min. its a minimum interval between trades ?
Why not 1 min ?
Russian support thread ?

1 min interval can be used for trading with MtGox.

May seem a silly question but I searched and searched the site and I found nothing.

How do I backtest my own algorithms? I can only test other people algos, can't find any way to make my own.

https://cryptotrader.org/topics/727237/how-do-i-create-and-backtest-my-own-algorithms


member
Activity: 71
Merit: 10
May seem a silly question but I searched and searched the site and I found nothing.

How do I backtest my own algorithms? I can only test other people algos, can't find any way to make my own.
full member
Activity: 194
Merit: 100
5 min. its a minimum interval between trades ?
Why not 1 min ?
Russian support thread ?
newbie
Activity: 55
Merit: 0
Awesome!  Signed up today, created a trader.  It was very easy!  Thanks for this service Smiley
Using a small amount for trading at first, lets see where this ride takes us!

https://Bitcoin-Cigarettes.com
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