Post
Topic
Board Trading Discussion
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
by
kugutsumen
on 13/12/2013, 12:33:26 UTC
I (and maybe a few others too?) got this PM from frogDog, a new user who has no permission to post yet.
He asked me to post his message in this thread, so here it is:

Hey,

after all the mess kugutsumen created in the contest thread of cryptotrader, I decided to take a deep look into the strategy, and I'm pretty sure, that I found the bug.

When you take a look on http://ichimokutrader.com/elements.html#Chikou you see, that the Chikou should be backplaced, and in the http://ichimokutrader.com/signals.html page at the bottom you can see, that it should be compared with the price now.

So to state it clearly, its nothing else but comparing the actual price with the price 28 (or whatever) days ago.

Putting this into the strategy leads to following results:

https://cryptotrader.org/backtests/rjPQ3BPv54wtLbzuS


However, its not as fancy, as the results look like. Actually, they trade totally the same except on the big crash 4/10.

This lead to an advantage of around 14%, that just transfered to now. And you can reassure this, all the results kugutsumen posted, differ by the exact amount, meaning his algorithm doesnt differ much as medjis.

Thank you kugutsumen anyway, as I wouldn't have found it, without someone mentioning it.

Until today I just read in this forum, so I'm not eligble to post anything, so it would be nice, if you can post this in the contest thread as a quote.

Well good frogDog Wink

Itod, instead of insulting me, frogDog did this the right thing: RTFM & Use the source and say thank you...

2013-09-01 04:00 Simulation started. Balance: 858.00000 BTC (122069.28 USD)

Code:
Frogdog: 2013-12-13 06:00 Simulation completed. Balance: [b]1313416.44 USD[/b]
Kugu I: Simulation completed. Balance: [b]1429824.14 USD[/b]