Post
Topic
Board Speculation
Re: Goomboo's Journal
by
Goomboo
on 22/04/2014, 22:02:54 UTC
Goomboo, what is the source of market data you are using? could you validate the base market data against http://api.bitcoincharts.com/v1/csv/ bitstampUSD full history?

The market data I am using is Bitstamp data from Bitcoincharts.com.  I get the data by looking at a daily chart for "all time" and clicking "load raw data" at the bottom of the chart.  There are 5 or so days which need to be cleaned up (price = infinity, etc.).  I set the market price on these days equal to the price from the prior day.  It's imperfect, but it gives the general idea.


I performed the same simulation based on the 1. http://bitcoinchain.com/export, 2. bitcoincharts.com csv and in the both cases I have the slightly different results than yours - no crossover yet - and in both cases the results match one to another.

If you're getting slightly different results backtesting, then I wouldn't be worried.  If I started backtesting a day earlier or later, my results could have potentially varied by several hundred percentage points.

In terms of what triggers me to actually enter/exit the market, I use a chart on ZeroBlock trading platform, so I don't use the BitcoinCharts feed.