CryptoTrader.org - First Web-based Algorithmic Trading Platform for Bitcoin - page 3.

ZirconiumX

full member

Activity: 286

Merit: 100

Quote from: pulsecat on November 24, 2013, 08:18:35 AM

Quote from: Jessi on November 24, 2013, 07:40:10 AM

Quote from: joesmoe2012 on October 12, 2013, 04:41:26 PM

Anybody got a simple stop loss coffeescript?

I am looking for that, too. Someone solved it already?

Have a look https://cryptotrader.org/topics/107666/tutorial-bot-stop-loss

Yay, pulsecat recommended my tutorial bot!

It's got a few bugs which need to be ironed out, but since it isn't meant for serious use, then it shouldn't matter greatly.

Matthew:out

Jessi

sr. member

Activity: 333

Merit: 250

Quote from: pulsecat on November 24, 2013, 08:18:35 AM

Quote from: Jessi on November 24, 2013, 07:40:10 AM

Quote from: joesmoe2012 on October 12, 2013, 04:41:26 PM

Anybody got a simple stop loss coffeescript?

I am looking for that, too. Someone solved it already?

Have a look https://cryptotrader.org/topics/107666/tutorial-bot-stop-loss

Thank you very much. I´ll give it a try.

pulsecat

full member

Activity: 220

Merit: 100

Quote from: Jessi on November 24, 2013, 07:40:10 AM

Quote from: joesmoe2012 on October 12, 2013, 04:41:26 PM

Anybody got a simple stop loss coffeescript?

I am looking for that, too. Someone solved it already?

Have a look https://cryptotrader.org/topics/107666/tutorial-bot-stop-loss

Jessi

sr. member

Activity: 333

Merit: 250

Quote from: joesmoe2012 on October 12, 2013, 04:41:26 PM

Anybody got a simple stop loss coffeescript?

I am looking for that, too. Someone solved it already?

pulsecat

full member

Activity: 220

Merit: 100

The discussion continues here https://bitcointalksearch.org/topic/cloud-based-automated-trading-service-for-bitstampbtc-ecexiokrakenbitfinex-324871

itod

legendary

Activity: 1974

Merit: 1077

^ Will code for Bitcoins

Quote from: pulsecat on November 03, 2013, 12:40:12 PM

Quote from: itod on October 29, 2013, 05:14:48 AM

Quote from: ZirconiumX on October 29, 2013, 03:54:23 AM

Also, what happened to the automatic data update feature it had before? You used to just change the dates and periods, and whatever, and hit Backtest. Now you have to hit refresh, losing your buy/sell markers on the data, then get prompted with a window containing information you already know.

Noticed that. Since a few days ago also happens that Backtest doesn't show all the debug data in the log, happened that the start of the simulation is missing from the log, both the text "Simulation started. Balance: XXXX USD" and some of the debug data after that were missing.

Looking into the backtest results you sent to me i realized that this happened because the log size exceeds limit of 1000 records. This is needed to control amount of traffic sent to client, though i think the limit value can be increased.

OK, pulsecat, but it would be nice if the log record limit would be synchronized with the limit we hit on green refresh button right to "start at / end at" fields. If the refresh button gives us candle data this data should also fit in log IMHO. Thanks for looking into this issue.

pulsecat

full member

Activity: 220

Merit: 100

Quote from: itod on October 29, 2013, 05:14:48 AM

Quote from: ZirconiumX on October 29, 2013, 03:54:23 AM

Also, what happened to the automatic data update feature it had before? You used to just change the dates and periods, and whatever, and hit Backtest. Now you have to hit refresh, losing your buy/sell markers on the data, then get prompted with a window containing information you already know.

Noticed that. Since a few days ago also happens that Backtest doesn't show all the debug data in the log, happened that the start of the simulation is missing from the log, both the text "Simulation started. Balance: XXXX USD" and some of the debug data after that were missing.

Looking into the backtest results you sent to me i realized that this happened because the log size exceeds limit of 1000 records. This is needed to control amount of traffic sent to client, though i think the limit value can be increased.

pulsecat

full member

Activity: 220

Merit: 100

Quote from: ZirconiumX on October 29, 2013, 03:54:23 AM

Is something broken with talib.MFI? I keep getting NaNs for some reason.

https://cryptotrader.org/backtests/u8FLvdu5dYpg5vLZk

Also, what happened to the automatic data update feature it had before? You used to just change the dates and periods, and whatever, and hit Backtest. Now you have to hit refresh, losing your buy/sell markers on the data, then get prompted with a window containing information you already know.

Matthew:out

Agreed. This is annoying usability issue.

Quote from: itod on October 29, 2013, 05:14:48 AM

Quote from: ZirconiumX on October 29, 2013, 03:54:23 AM

Also, what happened to the automatic data update feature it had before? You used to just change the dates and periods, and whatever, and hit Backtest. Now you have to hit refresh, losing your buy/sell markers on the data, then get prompted with a window containing information you already know.

Noticed that. Since a few days ago also happens that Backtest doesn't show all the debug data in the log, happened that the start of the simulation is missing from the log, both the text "Simulation started. Balance: XXXX USD" and some of the debug data after that were missing.

If you notice this problem again, please pm to me link to backtest session.

Quote from: itod on October 29, 2013, 05:39:05 AM

Quote from: ZirconiumX on October 29, 2013, 03:54:23 AM

Is something broken with talib.MFI? I keep getting NaNs for some reason.

https://cryptotrader.org/backtests/u8FLvdu5dYpg5vLZk

Seems the problem is that 'volume' array's length is 1, all others are preloaded with 100. They all have to be the same length:
https://cryptotrader.org/backtests/xmBfZWP4sj95Bb5Nr

volumes - array of volume values, volume - is a current volume
Example of valid usage https://cryptotrader.org/backtests/HKbTJsagtZhQTvaX3

Quote from: ewibit on October 29, 2013, 07:37:59 AM

Code:

npm ERR!
npm ERR! Failed at the [email protected] preinstall script.
npm ERR! This is most likely a problem with the talib package,
npm ERR! not with npm itself.
npm ERR! Tell the author that this fails on your system:
npm ERR! cd ./src/lib && node build.js && cd ../../ && node-gyp configure && node-gyp build
npm ERR! You can get their info via:
npm ERR! npm owner ls talib
npm ERR! There is likely additional logging output above.

npm ERR! System Linux 3.11.0-12-generic
npm ERR! command "/usr/local/bin/node" "/usr/local/bin/npm" "install"

At this time command line tool is not supported officially. If you wish to run automated trading bots please consider our subscription service https://cryptotrader.org/plans

ewibit

legendary

Activity: 2955

Merit: 1049

Code:

npm ERR!
npm ERR! Failed at the [email protected] preinstall script.
npm ERR! This is most likely a problem with the talib package,
npm ERR! not with npm itself.
npm ERR! Tell the author that this fails on your system:
npm ERR! cd ./src/lib && node build.js && cd ../../ && node-gyp configure && node-gyp build
npm ERR! You can get their info via:
npm ERR! npm owner ls talib
npm ERR! There is likely additional logging output above.

npm ERR! System Linux 3.11.0-12-generic
npm ERR! command "/usr/local/bin/node" "/usr/local/bin/npm" "install"

itod

legendary

Activity: 1974

Merit: 1077

^ Will code for Bitcoins

Quote from: ZirconiumX on October 29, 2013, 03:54:23 AM

Is something broken with talib.MFI? I keep getting NaNs for some reason.

https://cryptotrader.org/backtests/u8FLvdu5dYpg5vLZk

Seems the problem is that 'volume' array's length is 1, all others are preloaded with 100. They all have to be the same length:
https://cryptotrader.org/backtests/xmBfZWP4sj95Bb5Nr

itod

legendary

Activity: 1974

Merit: 1077

^ Will code for Bitcoins

Quote from: ZirconiumX on October 29, 2013, 03:54:23 AM

Also, what happened to the automatic data update feature it had before? You used to just change the dates and periods, and whatever, and hit Backtest. Now you have to hit refresh, losing your buy/sell markers on the data, then get prompted with a window containing information you already know.

Noticed that. Since a few days ago also happens that Backtest doesn't show all the debug data in the log, happened that the start of the simulation is missing from the log, both the text "Simulation started. Balance: XXXX USD" and some of the debug data after that were missing.

ZirconiumX

full member

Activity: 286

Merit: 100

Is something broken with talib.MFI? I keep getting NaNs for some reason.

https://cryptotrader.org/backtests/u8FLvdu5dYpg5vLZk

Also, what happened to the automatic data update feature it had before? You used to just change the dates and periods, and whatever, and hit Backtest. Now you have to hit refresh, losing your buy/sell markers on the data, then get prompted with a window containing information you already know.

Matthew:out

itod

legendary

Activity: 1974

Merit: 1077

^ Will code for Bitcoins

Quote from: pulsecat on October 26, 2013, 08:14:34 AM

Quote from: itod on October 25, 2013, 10:09:47 AM

Is there some parameter that holds the trading fee for the current simulation? Needed to properly calculate, without actually buying, Buy&Hold correct amount at the end. I can always hardcode something like multiplying with 0.9945 (gives a correct amount, I've tried with demo B&H example), but is there a nicer way?

BTW, 'data.portfolio' would need some documentation, in current docs it says:

Code:

data.portfolio - Portfolio object (see below)

and below is only mentioned in example as:

Code:

portfolio.positions.usd.amount

It is a good point. Actually, every Instrument object has 'fee' property, though it is not documented yet.
Example:

Code:

debug "Current fee = #{data.instruments[0].fee}%"

Thanks! Now is enough documented to use it Wink

Would be nice to know if there are some useful goodies in data.portfolio, I've tried looking in the https://github.com/pulsecat/cryptrade repo for some more information but haven't found anything.

pulsecat

full member

Activity: 220

Merit: 100

Quote from: itod on October 25, 2013, 10:09:47 AM

Is there some parameter that holds the trading fee for the current simulation? Needed to properly calculate, without actually buying, Buy&Hold correct amount at the end. I can always hardcode something like multiplying with 0.9945 (gives a correct amount, I've tried with demo B&H example), but is there a nicer way?

BTW, 'data.portfolio' would need some documentation, in current docs it says:

Code:

data.portfolio - Portfolio object (see below)

and below is only mentioned in example as:

Code:

portfolio.positions.usd.amount

It is a good point. Actually, every Instrument object has 'fee' property, though it is not documented yet.
Example:

Code:

debug "Current fee = #{data.instruments[0].fee}%"

itod

legendary

Activity: 1974

Merit: 1077

^ Will code for Bitcoins

Is there some parameter that holds the trading fee for the current simulation? Needed to properly calculate, without actually buying, Buy&Hold correct amount at the end. I can always hardcode something like multiplying with 0.9945 (gives a correct amount, I've tried with demo B&H example), but is there a nicer way?

BTW, 'data.portfolio' would need some documentation, in current docs it says:

Code:

data.portfolio - Portfolio object (see below)

and below is only mentioned in example as:

Code:

portfolio.positions.usd.amount

pulsecat

full member

Activity: 220

Merit: 100

Quote from: San1ty on October 24, 2013, 08:17:30 AM

I know what a pain it is to correctly aggregate data from poorly coded API's so good job!

A couple of remarks:
- Some people don't like coffeescript (like myself), so maybe you could give us the possibility to write oldschool JS?
- I have a feeling you wrote this in Node.JS? Would you be interested in open sourcing your data collection module for bitstamp? I'd like to see how you make your candlesticks using bitstamps API :-).

Thanks for complement. I'll consider to add JS as on option. As regards releasing server side code to open source, right now i do not have plans to do this, though may change mind in the future. By the way, some client code is available at Github https://github.com/pulsecat/cryptrade the repository includes core library on which Cryptotrader based + tool for automated trading in standalone manner.

San1ty

sr. member

Activity: 462

Merit: 250

I know what a pain it is to correctly aggregate data from poorly coded API's so good job!

A couple of remarks:
- Some people don't like coffeescript (like myself), so maybe you could give us the possibility to write oldschool JS?
- I have a feeling you wrote this in Node.JS? Would you be interested in open sourcing your data collection module for bitstamp? I'd like to see how you make your candlesticks using bitstamps API :-).

pulsecat

full member

Activity: 220

Merit: 100

The latest release introduced few minor API changes:

To make it possible to write algorithms in a more universal way, Instrument objects can be accessed via array indexing.

Code:

handle: (contex,data)->
instrument = data.instruments[0] # More universal way than data['btc_usd']

Also buy/sell functions now use callback notification to handle successful trade. For example:

Code:

instrument = data.instruments[0]
buy instrument,null,->
debug 'BUY order traded'

For backward compatibility, the old approach when trade functions return order id is still supported as well, but only for simulation mode.

In other words, if you are going to trade on BTC-E using any existing algorithms, review source code first and replace references like data['btc_usd'] in accordance with new approach.

pulsecat

full member

Activity: 220

Merit: 100

Quote from: jago25_98 on October 15, 2013, 07:12:49 AM

Bear in mind the system relies on both the exchange and cryptrade both not being fully DDOS'ed (backup site on tor, informed by email anyone?)

As of now, Cryptotrader trading bots are reliably protected from DDOS attacks, because everyone who has subscription to paid membership gets his own VPS in our cloud that is not accessible via web.

Quote from: theFed on October 20, 2013, 04:04:43 PM

Was checking out the different subscription packages available and came across this chart which is a little wonky. Tried three different browsers. There are 4 key features on the left, but 5 rows on the right. Is there a feature missing or is there an extra row? Huh

Agreed, looks totally untrustworthy

Now should be ok.

Quote from: itod on October 20, 2013, 07:48:12 PM

Is there any chance we can get line number in source code witch caused an error? This way it is really hard to debug stuff when error appears in log, since no external IDE can be used. This feature would be very, very useful. Anyone else needed this?

Thanks.

There is Coffeescript feature that should help with getting line number in case of error, but last time i tried it, it did not work for me. Anyway, good point, I'll be looking into this again.

Quote from: Diabolicus on October 21, 2013, 03:30:17 AM

Hey pulsecat, I noticed you disabled the 1min period for a few days now. Is that a necessary measure to reduce server load? I was experimenting with an indicator that measures market sentiment based on buy/sell volume, and the 1min period gives a much higer resolution for that than the 5min period. So will it come back?
Or is the 1min period subscribers only?

Hi, 1m period will be added back soon. Recently, whole database was rebuilt and i didn't include 1m because it seemed to me there is no demand for it.

Diabolicus

member

Activity: 90

Merit: 10

Hey pulsecat, I noticed you disabled the 1min period for a few days now. Is that a necessary measure to reduce server load? I was experimenting with an indicator that measures market sentiment based on buy/sell volume, and the 1min period gives a much higer resolution for that than the 5min period. So will it come back?
Or is the 1min period subscribers only?

Topic: CryptoTrader.org - First Web-based Algorithmic Trading Platform for Bitcoin - page 3. (Read 37918 times)