Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
I've been playing around with my own version of the Ichimoku algorithm (inspired by medji's) and am finding that there is certainly no one-size-fits-all setting for it. Settings that have been tuned to work great over the full year turn out to be not so great when run over a more recent period such from 1st December.
In hindsight this is pretty obvious, but it highlights the fact you need to continually tweak your algorithm for current market conditions to get best results.
Anyway, I'm too late to enter but my current best for period 1st January to 21st December on MtGox with 0.55% fee is:
$1757649.52 (2630.01512 BTC)
In hindsight this is pretty obvious, but it highlights the fact you need to continually tweak your algorithm for current market conditions to get best results.
Anyway, I'm too late to enter but my current best for period 1st January to 21st December on MtGox with 0.55% fee is:
$1757649.52 (2630.01512 BTC)
Impressive
I haven't played much with the full year performance since my k1b.. which is shy of 1.67M... Thanks. I'm not actually trading with that one as its performance over more recent periods isn't as good as other variants I have. Currently I have two bots trading live against MtGox and BTC-e (each tuned to the particular exchange) with around 1 BTC each. I would like to throw some more BTC at them each, but want to see how they get on for a month or so first... it's still only early days so no reports on actual results yet...
Same here... and right now I am working on getting an offline backtest system.