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Topic: Image of my Trading Bot (and it's low power!) - page 2. (Read 4992 times)

legendary
Activity: 1190
Merit: 1004
My bot is supposed to figure out everything in roughly 30 seconds with 4 days of price data. I don't have to train it over time. I hoped it would adapt to the flatter prices and stop making poor signals but I have run the algorithm very long, so I will see what happens over a bit more time...
member
Activity: 84
Merit: 10
How is it performing now, since the bitcoin price has become rather flat?

I'm sure my bot will pick better trades if prices become more volatile again. It's easy to make false signals when it is flat.

The thing is I am not sure it will become again as volatile as before again. I am from now 'training' my bot to perform on a flatter market...
legendary
Activity: 1190
Merit: 1004
How is it performing now, since the bitcoin price has become rather flat?

I'm sure my bot will pick better trades if prices become more volatile again. It's easy to make false signals when it is flat.
newbie
Activity: 40
Merit: 0
Do you use the bitcoincharts.com API? It says I shouldn't rely on it, so I collect and cache prices myself.

Yeah, I saw that it said that too.  I think they don't want people accidently DDOSing their servers.  I just collect the most recent (3 days back) data from bitcoin charts.  It is just easier and I haven't had any problems with it.
legendary
Activity: 1190
Merit: 1004
Do you use the bitcoincharts.com API? It says I shouldn't rely on it, so I collect and cache prices myself.
newbie
Activity: 40
Merit: 0
so you don't use a database?

A database for what? I didn't do any fancy genetic algorithms (in fact my entire program is only about 300 lines of code).  Although that would be cool to do.  I just don't have the time to figure out how to do it.  I am just a college student that taught myself some programming.
newbie
Activity: 42
Merit: 0
If your interested in sharing  pm me and we can talk price
member
Activity: 84
Merit: 10
so you don't use a database?
newbie
Activity: 42
Merit: 0
Sounds awesome


  I would love to see that ... ?
member
Activity: 84
Merit: 10
Congrats. Wonderful bot.
legendary
Activity: 1190
Merit: 1004
I had a GUI and I removed it. It makes little difference actually but it crashed a few times so I reverted to file and command line UI.

I do cache the data. You use a service which contains more data than the APIs from Mt Gox, Trade Hill or other places? With those APIs you have to download all the data available an then select and append data to the cached data.

You've used python I see. I have used python as well but I will likely try to convert it to C to try and get as much out of it as possible. I use pysco to improve performance.

If I increase performance I can also increase the complexity of the algorithm.
newbie
Activity: 40
Merit: 0
Maybe I didn't give it chance but I made what I believed to be two improved versions which I'm testing now. I have to wait for the simulated results since the algorithm can't be sped up very much.

I can't really use many more than about 8 days of data for performance reasons. Wink I should hopefully increase performance however. I also need to do more tests.

I wrote mine on a 4 year old laptop with 2GB RAM.  A few things I did to speed everything up is:

  • Take the trade data and save it to the HD (grabbing from server takes forever...)
  • Don't write anything to the interface.  Having to wait for the UI thread significantly increases processing time.
  • Pre-process as much of the data as possible.  So you don't have to re-calculate everything with each trial
legendary
Activity: 1190
Merit: 1004
Maybe I didn't give it chance but I made what I believed to be two improved versions which I'm testing now. I have to wait for the simulated results since the algorithm can't be sped up very much.

I can't really use many more than about 8 days of data for performance reasons. Wink I should hopefully increase performance however. I also need to do more tests.
legendary
Activity: 2058
Merit: 1452
mind sharing its algorithm?
newbie
Activity: 40
Merit: 0
I'm making a bot and it's annoying because I run my Macbook 24/7 which isn't convenient.

My tests so far have been negative. Sad One version made a simulated loss of 25% in only about 2 days.

You need to look at more data than just 2 days worth.  I back tested about 40 different strategies (98% of them were no profit or loss).

When backtesting, I chose the range of data from June 11 - present, because that Gizmodo spike isn't something I can realistically expect to happen again.
legendary
Activity: 1190
Merit: 1004
I'm making a bot and it's annoying because I run my Macbook 24/7 which isn't convenient.

My tests so far have been negative. Sad One version made a simulated loss of 25% in only about 2 days.
newbie
Activity: 40
Merit: 0
Cool.  Cool

How much does the entire setup cost to make?

+1
We want the "how to build" Cheesy

As far as hardware, the Chumby is as-is.  Using the previous link, I installed that version linux on there with the python package.

A Chumby One (pictured) costs $129.95 (new). http://store.chumby.com/chumby-CHB802XXXX-one/dp/B0030QUU4M?ie=UTF8&id=chumby%20CHB802XXXX%20one&field_product_site_launch_date_utc=-1y&field_availability=-1&field_browse=2619998011&searchSize=12&searchNodeID=2619998011&searchPage=1&class=quickView&refinementHistory=brandtextbin%2Csubjectbin%2Ccolor_map%2Cprice%2Csize_name&searchRank=salesrank

Writing the trading algorthm just took a lot of time.  I compiled the log data from June 19, 2011 until today and this is what I got:

Starting USD: $4000

# of Trades: 5
Net Profit: $861.13
Average Profit: $172.xx
Average Profit %: 3.45%

Winning Trades: 4
Win Rate: 80.xx%
Gross Profit: $974.xx
Average Profit: $243.xx
Max consecutive wins: 3

Losing trades: 1
Loss rate: 20.xx%
Gross Loss: $113.xx
Average Loss: $113.xx
Average Loss %: -2.27%
Max consecutive losses 1

If I just bought and held:
Net Profit: -$694.xx

I don't know if I mentioned this before, but I trade on MtGox.

Not sure what a chumby is, but it's very geeky with the exposed wires and breadboard, I like it

The breadboard is just another project I was working on.  The chumby is a digital alarm clock (see link in previous post).
hero member
Activity: 938
Merit: 501
Not sure what a chumby is, but it's very geeky with the exposed wires and breadboard, I like it
+1
We want the "how to build" Cheesy
newbie
Activity: 56
Merit: 0
Not sure what a chumby is, but it's very geeky with the exposed wires and breadboard, I like it
newbie
Activity: 40
Merit: 0
Why not run the trading bot on a Linux server, such as Ubuntu? I don't get it.

You can also get money quickly by gambling heads/tails.

it is a linux server?  And its what I had sitting around.
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