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Showing 15 of 15 results by kugutsumen
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.
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... Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
Starting balance 1 January 2013: 5000 USD
Ending balance 21 December 2013:
Medji 1108538 USD (1714.45422 BTC)
Itod 516255 USD (798.53891 BTC) (bought)
Non-contestants:
Kugutsumen I 1594742 USD (2466.41158 BTC)
Frogdog 1309577 (2025.37762 BTC)
Ending balance 21 December 2013:
Medji 1108538 USD (1714.45422 BTC)
Itod 516255 USD (798.53891 BTC) (bought)
Non-contestants:
Kugutsumen I 1594742 USD (2466.41158 BTC)
Frogdog 1309577 (2025.37762 BTC)
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
Week 3 intermediate results
Kugutsumen Balance: 1430989.95 (USD)
Found Khal on Freenode #namecoin:
Quote
12:36 < zboralski> c0rw1n: done. We'll see if he replies on his own forums.
12:36 < zboralski> http://dot-bit.org/forum/viewtopic.php?f=2&t=1430&p=7636#p7636
12:36 < c0rw1n> mh i dont think he'll respond any time soon. Not because scam, but because he's not been active since October 31 in the forum,
Nov 22 on Twitter, Oct 30 on Github
12:37 < khalahan_> hi zboralski
12:37 < c0rw1n> oh
12:38 < c0rw1n> that was fast
12:38 < zboralski> then why doesn't he takes down register.dot-bit.org
12:38 < zboralski> khalahan_: hi
12:38 < khalahan_> i really must close new registrations as I'm not able to process them, sorry
12:38 < c0rw1n> ah so that's where the registering was
12:38 -!- yago [~kresp0@gateway/tor-sasl/kresp0] has joined #namecoin
12:38 < khalahan_> send me a btc address by PM and I'll refund
12:38 < c0rw1n> told you it was giving up, not scamming
12:38 < zboralski> you are getting a really bad reputation because of that process.
12:38 < zboralski> cheers
12:38 < khalahan_> Yes, I know...
12:41 < zboralski> in your private message on here.
12:41 < zboralski> it won't work on your forums.
12:41 < zboralski> We are sorry, but you are not authorised to use this feature. You may have just registered here and may
need to participate more to be able to use this feature.
12:43 < khalahan_> ok
12:44 < khalahan_> http://register.dot-bit.org/ => updated
12:55 < khalahan_> zboralski, refund has been sent
12:36 < zboralski> http://dot-bit.org/forum/viewtopic.php?f=2&t=1430&p=7636#p7636
12:36 < c0rw1n> mh i dont think he'll respond any time soon. Not because scam, but because he's not been active since October 31 in the forum,
Nov 22 on Twitter, Oct 30 on Github
12:37 < khalahan_> hi zboralski
12:37 < c0rw1n> oh
12:38 < c0rw1n> that was fast
12:38 < zboralski> then why doesn't he takes down register.dot-bit.org
12:38 < zboralski> khalahan_: hi
12:38 < khalahan_> i really must close new registrations as I'm not able to process them, sorry
12:38 < c0rw1n> ah so that's where the registering was
12:38 -!- yago [~kresp0@gateway/tor-sasl/kresp0] has joined #namecoin
12:38 < khalahan_> send me a btc address by PM and I'll refund
12:38 < c0rw1n> told you it was giving up, not scamming
12:38 < zboralski> you are getting a really bad reputation because of that process.
12:38 < zboralski> cheers
12:38 < khalahan_> Yes, I know...
12:41 < zboralski> in your private message on here.
12:41 < zboralski> it won't work on your forums.
12:41 < zboralski> We are sorry, but you are not authorised to use this feature. You may have just registered here and may
need to participate more to be able to use this feature.
12:43 < khalahan_> ok
12:44 < khalahan_> http://register.dot-bit.org/ => updated
12:55 < khalahan_> zboralski, refund has been sent
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
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:
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.
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
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]
Kugu I: Simulation completed. Balance: [b]1429824.14 USD[/b]
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
Kugutsumen I
n.b. I am not in the contest. However Pulsecat can confirm the results.
Code:
2013-01-01 00:00 Simulation started. Balance: 5000.00 USD
2013-12-12 16:00 Simulation completed. Balance: 1303663.26 USD
2013-12-12 16:00 Simulation completed. Balance: 1303663.26 USD
n.b. I am not in the contest. However Pulsecat can confirm the results.
So you're not willing to share your algo in public like we all did? :/
Did you read my post? I said three times that I will wait until round 6 and I am currently writing a clean room implementation. I am trading live with version IIa.
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
Kugutsumen I
n.b. I am not in the contest. However Pulsecat can confirm the results.
Code:
2013-01-01 00:00 Simulation started. Balance: 5000.00 USD
2013-12-12 16:00 Simulation completed. Balance: 1303663.26 USD
2013-12-12 16:00 Simulation completed. Balance: 1303663.26 USD
n.b. I am not in the contest. However Pulsecat can confirm the results.
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
Quote
If you are claiming there's a bug in Ichimoku example in Backtest->Featured part of the site, which are there for everyone to use, and you don't want to point which bug is it - that's really lame. Don't do such a thing.
I think that the Ichimoku example has a small bug in it but that is based on my initial reading of the docs at ichimokutrader.com. I'll probably share my fix when round 6 opens. It will give me time to research my theory further, I don't see how this is lame.
Well, it's a peace of opensource code you've got for free to work on. Holding back findings about bugs so everyone can continue to work on that same peace of code is lame in my book. You don't have to offer your fixes to everyone, but you should describe the bug.
Why should I do that? Why do you need to insult me? I've already stated that I will probably participate in round 6 and if I do, I will have to release the code.
About open source:
Code:
Nobody should be restricted by the software they use. There are four freedoms that every user should have:
the freedom to use the software for any purpose,
the freedom to change the software to suit your needs,
the freedom to share the software with your friends and neighbors, and
the freedom to share the changes you make.
the freedom to use the software for any purpose,
the freedom to change the software to suit your needs,
the freedom to share the software with your friends and neighbors, and
the freedom to share the changes you make.
Hint: Freedom is the keyword...
Until recently, my real life job was to find hard-to-find bugs and vulnerabilities in software and systems, mostly banking software (core banking, treasury systems, mobile banking, online banking...) We get paid a lot of money to do that. Open source or closed source software, it doesn't matter, we still get paid.
Even the restrictive GPL doesn't force you to publish any changes unless you distribute compiled code.
In copyright law, a derivative work is an expressive creation that includes major, copyright-protected elements of an original, previously created first work (the underlying work). The derivative work become a second, separate work independent in form from the first. The transformation, modification or adaption of the work must be substantial and bear its author's personality to be original and thus protected by copyright.
In the particular case of cryptotrader.org, I actually paid Alex to use his service and infrastructure. Regarding Medji or the sample code, I don't know their respective history, where the source code comes from and who wrote it. What I know is that Goichi Hosoda, the creator of Ichimoku Kinkō Hyō is not getting anything from Alex or Medji or any of the traders and software engineers who uses his methology.
If you had just spent an hour reading up on Ichimoku and took a critical look at the code, you would have noticed the bug right away because it is so obvious!! I even thought it was left there as an exercise. (and in the old days, released exploit code would includes bugs and typos on purpose to make life harder for script kiddies and what we would call lamers...)
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
I read up on Ichimoku and I fixed a bug in Medji's code and used different parameters.
kugutsumen, your posts are confusing since it is not clear what are you talking about.
If you backtested algorithms from this round on previous rounds - that's cool, and presenting results in clear manner would be appreciated.
I thought it was clear: I replied to a recent post about round 4 and short term trading. I showed that it was possible to profit on the short term with or without crash, compared my results as well as medji r5 version to the R4 results.
If you are bragging about some mysterious algorithm of yours which beats everything by a mile, but you don't want to post it - "No comment" on that, when you have some proof we can talk about it.
Again I was really clear. It isn't a mysterious algo, it is a modified version of the Ichimoku example that Medji is also using.
Quote from: kugutsumen
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.
I have sent a copy to Pulsecat as proof:
Quote from: Alex
I have to say the results of your backtest are exciting. Though the round has already started, I would love to have you participate next round.
If you are claiming there's a bug in Ichimoku example in Backtest->Featured part of the site, which are there for everyone to use, and you don't want to point which bug is it - that's really lame. Don't do such a thing.
I think that the Ichimoku example has a small bug in it but that is based on my initial reading of the docs at ichimokutrader.com. I'll probably share my fix when round 6 opens. It will give me time to research my theory further, I don't see how this is lame.
Re: Automated Trading Contest (Prize 0.5 BTC) / Best automated strategy of 2013
medji lost $150,000 in a week. shame, i was kinda like it 
It is just 16% of the portfolio, mr. Buy&Hold lost 32%
B&H was already lost the game
These algorithms are good in long term but useless in short term. I need passive income, monthly Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs.
If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time.
I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty
You got me wrong. Probably nobody has a "super-algorithm", but given enough time many developers may produce some very good ones. Developers don't have few weeks or a month free to experiment and try new things, but given attractive bounty some may decide to devote the time to it. And public contest is an excellent way to test the results.
medji lost $150,000 in a week. shame, i was kinda like it
It is just 16% of the portfolio, mr. Buy&Hold lost 32%
B&H was already lost the game
These algorithms are good in long term but useless in short term. I need passive income, monthly Four contest rounds with 2BTC bounty each failed to produce good short-term (2-4 weeks) algorithm, which can beat B&H. Maybe there's no such an algorithm, or maybe the bounty was not high enough for people to publish theirs.
If you really want such an algorithm maybe you should try help pulsecat organize higher bounty than 2BTC. I think there will be much more and much better algorithms published in that case, if for no other reason then it would enable much more time devoted to developing them. It's not exactly easy to do everything right, and it takes time.
I don't think this is about bounty, if developer has the "super-algorithm", he won't need any bounty
You got me wrong. Probably nobody has a "super-algorithm", but given enough time many developers may produce some very good ones. Developers don't have few weeks or a month free to experiment and try new things, but given attractive bounty some may decide to devote the time to it. And public contest is an excellent way to test the results.
Round 4 was about short term strategy... I just played a bit with round 4 but:
2013/10/14 1:00 AM til 2013/11/10 4:00 PM:
Code:
Itod 2385.80 USD
K IIc 2313.52 USD
Griny 2193.82 USD
K I 2067.61 USD
K IIa 1904.63 USD
K IIc 2313.52 USD
Griny 2193.82 USD
K I 2067.61 USD
K IIa 1904.63 USD
However if you kept these running from 2013-10-14 1AM to 2013-12-09 22:00:
Code:
K IIa 11.1264 BTC (10210.70 USD)
K IIc 9.9756 BTC (9154.58 USD)
Medji R5 8 .9082 BTC (8175.08 USD)
Grinny (5607.27 USD)
Itod 6.7131 BTC (5793.42 USD)
Medji R4 5.3164 BTC (4689.17 USD)
K IIc 9.9756 BTC (9154.58 USD)
Medji R5 8 .9082 BTC (8175.08 USD)
Grinny (5607.27 USD)
Itod 6.7131 BTC (5793.42 USD)
Medji R4 5.3164 BTC (4689.17 USD)
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:
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]
Kugu 978K Medji 854K | After the dip [2013-12-07 18:00]
Kugu 1.3M Medji 1.14M [2013-12-09 22:00]
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.
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)
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)
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 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)
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.
I've been lurking and now, I want to reply to Pulsecat's autotrading contest thread.
2013-01-01 00:00 5000.00 USD
2013-12-03 16:00 939.4086 BTC (1042743.57 USD)
2013-12-07 18:00 978145.93 USD
2013-12-09 22:00 1424.8620 BTC (1307595.88 USD)
2013-01-01 00:00 5000.00 USD
2013-12-03 16:00 939.4086 BTC (1042743.57 USD)
2013-12-07 18:00 978145.93 USD
2013-12-09 22:00 1424.8620 BTC (1307595.88 USD)