Goomboo's Journal - page 19. | Bitcointalksearch.org

ErebusBat

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I am the one who knocks

Quote from: MusX on July 22, 2013, 05:03:57 AM

Goomboo - what periods do you use? daily, hourly?
I can prepare some small simulation of Rate of Change in time for your strategy, was is done before (somewhere in 42 pages in the topic)?

There is some work going on in this thread: https://bitcointalksearch.org/topic/m.2774267

MusX

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Goomboo - what periods do you use? daily, hourly?
I can prepare some small simulation of Rate of Change in time for your strategy, was is done before (somewhere in 42 pages in the topic)?

Goomboo

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Quote from: notme on July 20, 2013, 08:49:56 PM

Quote from: notme on July 17, 2013, 08:20:23 PM

Quote from: notme on July 13, 2013, 07:25:44 PM

Quote from: notme on July 11, 2013, 09:02:09 PM

Daily Goomboos: Prepare your fiat!

Steady.... steady.... don't shoot until you see the whites of their eyes.

Candle closed! EMA10 > EMA21! Fire! Fire! Fire!

Retreat!

Quick, clean, and relatively painless losses: the hallmark of successful trading.

Goomboo

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nii236

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Why don't you use the backtesting online software that was discussed just a few posts ago (http://cryptotrader.org/)?

If you're not happy with failed trades, then maybe look into adding a threshold after the cross before trading or use a longer sample size instead of two hours.

gandhibt

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Do you have nice documented data about backtesting EMA-systems on example EUR/USD forex? I tried to find from google, but it turns out it is not so simple and it came to my mind that maybe you have good documents about the backtests.

I have here a backtest from 2h 7/20 EMA-system from 2012-1-1 to 2013-7-15:

Problem is that BTC balance is dropping to 42,5 BTC from the 100 BTC start before it starts to rise with 2013 bubble. How can you tell that market from now on is volatile as in 2013 and not steady like in 2012?

- Trading fee is 0.46% (killing!)
- Trading price is closing price to candle where crossover is happened, like pic below

notme

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Quote from: notme on July 17, 2013, 08:20:23 PM

Quote from: notme on July 13, 2013, 07:25:44 PM

Quote from: notme on July 11, 2013, 09:02:09 PM

Daily Goomboos: Prepare your fiat!

Steady.... steady.... don't shoot until you see the whites of their eyes.

Candle closed! EMA10 > EMA21! Fire! Fire! Fire!

Retreat!

Kuroth

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Goomboo.. Did you see my question on Page 40? Was hoping you could give me some advise.. PM me if you don't feel you want to post it in this thread I don't want to derail this thread..

Thanks!

Goomboo

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gandhibt

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Quote from: RyNinDaCleM on July 19, 2013, 06:24:12 PM

Quote from: gandhibt on July 19, 2013, 10:14:27 AM

Thanks guys but I was just looking for a simple software/site that runs on a browser.

Do you run SierraChart?
You can set alerts on data crosses with it

Yeah I read that from this thread, but I'm still looking alternatives before I install any softwares on my laptop. I trade by hand on gox so I would just need a simple alarm.

RyNinDaCleM

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Legen -wait for it- dary

Quote from: gandhibt on July 19, 2013, 10:14:27 AM

Thanks guys but I was just looking for a simple software/site that runs on a browser.

Do you run SierraChart?
You can set alerts on data crosses with it

idee2013

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Quote from: gandhibt on July 19, 2013, 10:14:27 AM

Thanks guys but I was just looking for simple software/site that runs on browser.

+1 me too

gandhibt

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Thanks guys but I was just looking for a simple software/site that runs on a browser.

Kuroth

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Or the Butter Bot

In my Sig below.. It Emails you 2 times.. 1 when the EMA's cross, 2 When the Trade is executed..

Naruby

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Quote from: gandhibt on July 19, 2013, 06:34:49 AM

Is there any alarm that trigger when EMAs cross? I haven't seen one yet. Like http://namcdn.com/btcalarm/, but this is triggered by price.

Have a look at the gekko trading bot : https://bitcointalksearch.org/topic/gekko-a-javascript-trading-bot-and-backtesting-platform-209149

gandhibt

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Is there any alarm that trigger when EMAs cross? I haven't seen one yet. Like http://namcdn.com/btcalarm/, but this is triggered by price.

Voodah

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Quote from: axefrog on July 15, 2013, 03:34:22 AM

Quote from: pulsecat on July 15, 2013, 02:36:55 AM

After, select a date range and trading frequency using the form located above the chart.
Then click 'Run' and watch the log.
Backtest results
http://cryptotrader.org/backtests/6mqAkbNGvqDSC8Dz8

Interestingly, almost all of the money is made during April's volatility. If you start the simulation in May, almost no profit is generated (less than $100 total) for the whole May, June and July periods.

Nice observation, but yeah, most insane profits are made during insane volatility.

notme

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