Quote from: Queeq on December 12, 2013, 11:31:56 AM

Quote from: paulluopaulluo on December 11, 2013, 06:57:11 PM

Can you do this 1m 2m 15m in 12/5~12/12 ?

Want to know in this particular period how can we adjust our EMA strategy~

Here you are:

1 minute tick:
http://s27.postimg.org/wpmbeorgf/plot_1m.png

2 minutes tick:
http://s27.postimg.org/6vciowrgf/plot_2m.png

15 minutes tick:
http://s27.postimg.org/nx5cr06bj/plot_15m.png

Quote from: ionication on December 11, 2013, 08:34:48 PM

6h would be perfect, if possible - thank you!

From the "scientific" point of view it would be interesting to see how each set of parameters performs independent of time period. A simple approach would be to calculate an average of the (ideally normed to be comparable) perfomances of each parameter set in different time periods.

Here's the 6-hour tick size analysis for the last 6 months. Beware, that color coding is different now from the one of previous plots as I ran the script only against 6-hour resolution, so minimum and maximum is taken only from this calculation.

http://s9.postimg.org/tatmqdwzf/plot_6h.jpg

Regarding described approach, it would require to add some more logic. If I understand correctly, that would be making the script to divide given period into several parts, compute profits for each part individually and then combine the results back. Frankly, I don't understand how would we benefit in this case: it would show the same result as if we just calculate the whole period at once.

What's for normalization, it's possible to see the particular profit in percentage of initial sum for any given case. The other question is drawing normalized heatmap itself, but it would require storing all-time minimum and maximum profits. Moreover, a map for any period would not be much useful as it would mostly be of one particular color.

Anyway, currently I try to focus on getting the latest data from BTC-e API itself, as Bitcoincharts' CSV files are updated once or twice a day only. Then I plan to do realtime simulation of trading with particular pair(s).

WOW that great, thanks you a lot!!

this program can run @ WIN or just @linux ?

& can i humbly ask you draw 5 MIN?

thanks again!

paulluopaulluo

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