Topic: goxtool bot: portfolio rebalancing - page 4. (Read 26578 times)

I have attempted by own implementation of the goxtool rebalancing bot located at the following link:

http://cryptotrader.org/backtests/CboFCRyQaLn2Zv76r

Be gentle, I'm not a programmer!

Anyway the results were not very promising, no matter how I tweaked the values, it seems that I will always lose roughly 20 percent of my initial. If I increase the range of the backtest to past the April bubble then the gains are a little more respectable, but something like the popular EMA crossover method would do better in all regards.

Unless there's something wrong with my script, which is very likely. Can someone more skilled at programming than myself look at the link and let me know if there's anything wrong with it? i printed out balances at every tick though and it seems to be doing the right thing.

Looks very similar to this service
https://dnnbitcoin.aricie.com

Here's the strategy the bot uses
https://dnnbitcoin.aricie.com/Default.aspx?tabid=71

Edit: Ah, I think is dead, pity.

How difficult would it be to implement a 24 hour (or variable time frame) High and Low price in the top of the goxtool screen?

So far I've only played around with the strategy bot code and assume the above suggestion would involve tinkering with the core goxtool code.

Last weeks have been very quiet, almost horizontal. I have now upped my own account to 10k$ on each side, I still have distance of 11% (I expect a wild roller coaster ride soon when this huge consolidation pattern comes to an end. I expect it to drop below $ 50 and then going up agan and a lot of trades to happen despite my large 11% distance.)

I've changed it back to inverted space on terminals that suppport A_REVERSE
I've also made a detection of color capabilities, so now it even works on vt100 and vt52

I have put about 1300 dollar to try this bot in the first of May, set the DISTANCT to 3%.

After have a trial of a month. I actually lost ~1 dollar USD (kept amount of btc equal to initial), of course after pay some fee to mtgox, so turn out no luck.

Then I've sightly modified to be adjustable ratio, I've set 80/20 btc/fiat and tested a week.
Still 1300 dollar, 3% distance and then have a better result, earned ~0.6 USD (again, kept amount of BTC equal to initial), annualized return would be 2.5%.

Earning is so little mainly because there are too few of pump and dump, but enhance the transaction volume are the key of success. I seldom check this post so I just know the cold wallet idea, I love it so much and will have a try with my 80/20.

Thanks for prof7bit again.

https://gist.github.com/idler921/5707557

thanks for the update

Yes and no ;-)

I changed it a while ago to use ACS_CKBOARD instead of an inverted space but did not notice the ugliness until I downgraded from Xubuntu 12.10 to 12.04 two days ago (there seem to be different fonts in Ubuntu 12.10 that make ACS_CKBOARD look much nicer).

I'm probably going to change it back again (or make it optional because some black&white terminals seem to have problems with inverted characters and inverted spaces can become invisible).

i just updated goxtool and the "bars" went ugly, is this on purpose?

Thanks, I'm testing this now.

OK, Name your price for less then 1 hour python coding!

go back to the newb section! open your own thread if you really believe this is an offer and not an insult...

Hello!

I need help!
Been trying to learn enough python to do my own strategy but right now I don't have time.
I'm planning to do a real simple strategy. Much simpler then the balancer.py...
If you are good with python it will probebly take less then an hour to make.

I will pay 0.1 BTC + TombRaider Steam code + far cry 3 blood dragon ubishop download

PM me

Thanks!!

I have pushed that change to the gist (please test it to make sure it still works, I had to clean up my code and remove some other experimantal stuff from my own version before committing)

there are now 2 new variables:


If all your money is at mtgox then these must be both 0. If you want to pretend you have more money than what is in the mtgox account then simply add non-zero positive numbers here.

Example: You own 42฿ and want to run the strategy with all of them but you only want to put 20฿ into MtGox and keep the other 22฿ at home. Then you just set COIN_COLD = 22 and the bot will include your cold coins in all calculations (which means the order sizes will be larger). You can do the same also with USD you don't want to store too many USD at the exchange all the time.

Note that when doing this it might easily run out of coins or USD if price moves too far in one direction. In this case you have to cancel all orders (press "c"), (also press "i" and write down the current imbalance for later comparison), stop the bot, then send enough of the cold funds to MtGox (and maybe also withdraw some from the other side if it has become too much), then adjust FIAT_COLD and COIN_COLD to reflect the new situation, wait for your funds to arrive in your account, start the bot again: First press "i" and compare the numbers to make sure the bot calculations are still correct (if not then try to figure out your mistake and fix it, if its as expected then restart the bot), if it is too far out of balance rebalance with "b", otherwise just start it again with "p".

I'm very interested in a version with this feature.

I made the change myself as well and it is pretty (i.e. very) trivial. 

While I agree it is a good idea, and I don't really see any harm in posting it, I also kind of think that given the target audience being one where people are reading and understanding the code it shouldn't be necessary to post this.

There are a lot of ways to blow up your money with any trading bot if you don't really understand how it works.  Don't do that.

Hint: add the offline amounts to fiat_have and btc_have

I'd like to see how this works. Would you be willing to post?

Oh, I'm not worried about the electricity.  I was running it in a virtual machine on my home network server which is on 24/7 anyway.  So whether goxtool was running or not, and whether it was making any money either, didn't really matter to me. 

Now if I had more to work with in BTC/$, then I'd be worried about it. 

Well, it doesn't really matter now.  After seeing the postings on the forum about the court ordered Mt Gox account seizure from Dwolla, I've decided I'm not going to get stuck again like at Bitfloor.  Moved everything off of Gox for now, and won't be running this bot any more.

I imagine things will start going badly for Gox soon, since they have that lawsuit going on and now this seizure as well.

Sure would be nice if goxtool supported other exchanges, like Camp BX for example.  That's about the only place left that doesn't have some stupid fees for withdrawing even bitcoins out (BTC-e charges .01 to withdraw, which hurts when you have a small amount like mine).

Guess it's time to dust off my programming skills and work on that bot I've been thinking about. 

$100 is still not enough, thats not worth the electricity running the computer. It starts with $5000 or $10000 and it becomes interesting with $100k or $500k (one can modify the code to add offsets to the account balance, so only the absolutely needed money must be in MtGox and the rest can be stored in safer places, maybe I could post this modification, I'm using it myself)