Author

Topic: Raw Historical Trading Data (Read 1305 times)

legendary
Activity: 2408
Merit: 1009
Legen -wait for it- dary
December 03, 2013, 07:41:07 AM
#8
Many people were using it until they changed the api effectively breaking our "voo-doo" machines. It sounds like you are just going to do another form of voo-doo, not unlike our charts...

RyNinDaClem, what is the general idea behind how you trade? As far as I know systems are never profitable.  I use math to analyze the past and make predictions on the future.  Then I backtest to see if my predictive models would have been profitable.  If you call that voo-doo, then yeah, I luv voo-doo.

EDIT: I don't get it, they changed the API and broke your machine... are you doing something chart based? If its chart based why do you need the API and numbers?

Yes, I use Sierrachart and a feed by slush (kept up to date by Deepceleron). The feed automagically grabs all the data in real-time and sierrachart plots it out with momentum indicators, moving averages, volume, etc...
As far as my system goes, I don't use a pre set system, per-se. I use a group of indicators as my usual go-to visual aids. But I always check other ones to further confirm what my usual group is telling me. The market is ever-changing so you can't use a static set of indicators, and you must adapt to the changes.
full member
Activity: 160
Merit: 100
December 03, 2013, 07:09:31 AM
#7
Many people were using it until they changed the api effectively breaking our "voo-doo" machines. It sounds like you are just going to do another form of voo-doo, not unlike our charts...

RyNinDaClem, what is the general idea behind how you trade? As far as I know systems are never profitable.  I use math to analyze the past and make predictions on the future.  Then I backtest to see if my predictive models would have been profitable.  If you call that voo-doo, then yeah, I luv voo-doo.

EDIT: I don't get it, they changed the API and broke your machine... are you doing something chart based? If its chart based why do you need the API and numbers?
full member
Activity: 160
Merit: 100
December 03, 2013, 07:06:44 AM
#6
Yeah true.  I do this in sports betting too.  It is the same deal.  About 99% of sports better are clueless and they love to post their picks and meaningless reasoning behind it.  The other 1% will pop in every once in a while and just write "lol" followed by something sarcastic.

All my experience is in sports betting but I'm getting the impression these markets have a lot of similarities.  The bitcoin market is now bigger but I'm guessing it is wildly inefficient and easy to beat? Any suggestions on blogs or instructional material online on what data is important in trading the markets and how to understand it and model it?

My idea right now is to just do something real simple, try and model a ratio of where btc-e should be at in relation to a mtgox,btcchina,bitstamp and then see if I can sell/buy btc-e on that.  
legendary
Activity: 2408
Merit: 1009
Legen -wait for it- dary
December 03, 2013, 07:01:36 AM
#5
Thanks.  How many people are downloading this data, using real math to analyze it, and betting thousands of dollars on it? As far as I can see, all the trading going on here is vodoo chart stuff.

If I get some time I'm gonna try and DL this data and see if I can come up with some profitable predictive models which I'll backtest.  I just have access to BTC-E though so if anyone has access to other exchanges and is interested in working with me send a PM.  

Many people were using it until they changed the api effectively breaking our "voo-doo" machines. It sounds like you are just going to do another form of voo-doo, not unlike our charts...
sr. member
Activity: 255
Merit: 250
December 03, 2013, 06:57:16 AM
#4
Keep in mind those who are successful are not likely running to post about it on these boards...
full member
Activity: 160
Merit: 100
December 03, 2013, 06:47:10 AM
#3
Thanks.  How many people are downloading this data, using real math to analyze it, and betting thousands of dollars on it? As far as I can see, all the trading going on here is vodoo chart stuff.

If I get some time I'm gonna try and DL this data and see if I can come up with some profitable predictive models which I'll backtest.  I just have access to BTC-E though so if anyone has access to other exchanges and is interested in working with me send a PM. 
legendary
Activity: 2408
Merit: 1009
Legen -wait for it- dary
full member
Activity: 160
Merit: 100
December 03, 2013, 06:28:25 AM
#1
I want raw numbers (no graphs) for daily, or hourly, or by minute prices and trading volume for btc-e, mtgox, bitstamp, and btchina.  What is the best way to get this data? I can build a scraping program to get it for me, but I'm not sure where this info is even available.
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