Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013

Just got my posting rights and this was meant to be a reply to this thread.

Kugutsumen IIa
Buy the rumor, sell the news... Survive and profit on rocky roads :welp:

This Ichimoku algo seems to perform really well now that bitcoin has hit the mainstream:

Code:

2013-12-01 12:00 Simulation started. Balance: 5000.00 USD
2013-12-09 22:00 Simulation completed. Balance: 7.7367 BTC (7100.01 USD)

2013-11-01 12:00 Simulation started. Balance: 5000.00 USD
2013-12-09 22:00 Simulation completed. Balance: 41.4457 BTC (38034.69 USD)

2013-10-01 12:00 Simulation started. Balance: 5000.00 USD
2013-12-09 22:00 Simulation completed. Balance: 60.1737 BTC (55221.38 USD)

This is probably too late for round 5 of Pulsecat's contest:

"Kugutsumen I" beats Medji R5 entry (sent a link to Pulsecat who can confirm)

Kugu 939K Medji 907K | Before the dip [2013-12-03 16:00]

Code:

2013-01-01 00:00 Simulation started. Balance: 5000.00 USD
Medji 2013-12-03 16:00 Simulation completed. Balance: 907.2280 BTC (1007023.09 USD)
Kugu 2013-12-03 16:00 Simulation completed. Balance: 939.4086 BTC (1042743.57 USD)

Kugu 978K Medji 854K | After the dip [2013-12-07 18:00]

Code:

Medji 2013-12-07 18:00 Simulation completed. Balance: 854899.01 USD
Kugu 2013-12-07 18:00 Simulation completed. Balance: 978145.93 USD

Kugu 1.3M Medji 1.14M [2013-12-09 22:00]

Code:

Medji 2013-12-09 22:00 Simulation completed. Balance: 1245.3286 BTC (1142838.07 USD)
Kugu 2013-12-09 22:00 Simulation completed. Balance: 1424.8620 BTC (1307595.88 USD)

Please keep in mind that this is a quick hack, I am completely new to this... I read up on Ichimoku and I fixed a bug in Medji's code and used different parameters.