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Showing 7 of 7 results by btcorbust
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
Here is the code I also posted on the cryptotrader forum:
https://cryptotrader.org/backtests/3uJPMJdhY9Ct4S6i8
Results: >2million for the year depending on current exchange rate (the linked backtest is only up until 21 Dec - adjust as appropriate)
It combines a rewritten Ichimoku algorithm with Heikin-Ashi candlesticks and Parabolic SAR. I share it here because it is a combination of my own work and that of a few others.
Please review and recommend further improvements!
https://cryptotrader.org/backtests/3uJPMJdhY9Ct4S6i8
Results: >2million for the year depending on current exchange rate (the linked backtest is only up until 21 Dec - adjust as appropriate)
It combines a rewritten Ichimoku algorithm with Heikin-Ashi candlesticks and Parabolic SAR. I share it here because it is a combination of my own work and that of a few others.
Please review and recommend further improvements!
Nice Ichimoku re-write, interesting.
How much is gained with those Heikin-Ashi candles compared to regular ones, have you intensively back-tested that?
I'm still testing various scenarios but am finding that the Heikin-Ashi candles do give a tangible improvement in performance.
Note that the HA candles can be easily enabled/disabled in the code via the enable_ha context param if you want to test it for yourself.
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
Here is the code I also posted on the cryptotrader forum:
https://cryptotrader.org/backtests/3uJPMJdhY9Ct4S6i8
Results: >2million for the year depending on current exchange rate (the linked backtest is only up until 21 Dec - adjust as appropriate)
It combines a rewritten Ichimoku algorithm with Heikin-Ashi candlesticks and Parabolic SAR. I share it here because it is a combination of my own work and that of a few others.
Please review and recommend further improvements!
https://cryptotrader.org/backtests/3uJPMJdhY9Ct4S6i8
Results: >2million for the year depending on current exchange rate (the linked backtest is only up until 21 Dec - adjust as appropriate)
It combines a rewritten Ichimoku algorithm with Heikin-Ashi candlesticks and Parabolic SAR. I share it here because it is a combination of my own work and that of a few others.
Please review and recommend further improvements!
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...
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)
Hi all, I have lurked for a little while and found this forum to be a great knowledge base and resource reference on everything bitcoin.
I first heard about bitcoin when it was about $7. I experimented a little with mining while watching it hit the mid teens before coming back down a little too quickly for my liking. The volatility and newness of it made me wary so unfortunately i left it, eventually totally forgetting about it.
It wasn't until it raced past $300 that I heard about it again and decided to take a closer look at this thing called bitcoin. What I found inspired me. This was something of great intrinsic worth. I just wish I had realised this much sooner!
Anyway, i'm now in and keen to learn more. The volatility and general behaviour of the market is fascinating and lends itself to significant investment opportunities. Having an IT background, in particularly interested in automated and associated algorithms.
I've rambled long enough...
I first heard about bitcoin when it was about $7. I experimented a little with mining while watching it hit the mid teens before coming back down a little too quickly for my liking. The volatility and newness of it made me wary so unfortunately i left it, eventually totally forgetting about it.
It wasn't until it raced past $300 that I heard about it again and decided to take a closer look at this thing called bitcoin. What I found inspired me. This was something of great intrinsic worth. I just wish I had realised this much sooner!
Anyway, i'm now in and keen to learn more. The volatility and general behaviour of the market is fascinating and lends itself to significant investment opportunities. Having an IT background, in particularly interested in automated and associated algorithms.
I've rambled long enough...