[Boards: 3 / a / aco / adv / an / asp / b / bant / biz / c / can / cgl / ck / cm / co / cock / d / diy / e / fa / fap / fit / fitlit / g / gd / gif / h / hc / his / hm / hr / i / ic / int / jp / k / lgbt / lit / m / mlp / mlpol / mo / mtv / mu / n / news / o / out / outsoc / p / po / pol / qa / qst / r / r9k / s / s4s / sci / soc / sp / spa / t / tg / toy / trash / trv / tv / u / v / vg / vint / vip / vp / vr / w / wg / wsg / wsr / x / y ] [Search | Free Show | Home]

Algo Trading

This is a blue board which means that it's for everybody (Safe For Work content only). If you see any adult content, please report it.

Thread replies: 31
Thread images: 11

File: Algo-Trading.png (153KB, 454x261px) Image search: [Google]
Algo-Trading.png
153KB, 454x261px
Hey bros,

What do you think the average duration of a moon mission is? I'm trying to develop a trading strategy based on detecting an in-progress moon event and get on board for a short amount of time. The pseudocode is as follows:

Once every $INTERVAL seconds:

Check price of all coins on Bittrex

Compute % gains of all coins since $INTERVAL seconds ago

$NEXT_COIN is the coin that has the greatest % gain in the last $INTERVAL period

Sell $LAST_COIN for BTC

Buy $NEXT_COIN with BTC


Ideally $INTERVAL would be Average moon mission duration / 2. I have a bot running right now (with simulated funds) where $INTERVAL is 60 seconds but it has only gone up 5% in the last 3 days and I'm pretty sure the fees from a transaction every 60 seconds would eat all these profits.

Thanks. Would also appreciate any comments from anyone with experience with this strategy.
>>
File: 1504065602887.png (147KB, 1013x1249px) Image search: [Google]
1504065602887.png
147KB, 1013x1249px
Bump
>>
File: 120675802524fddf7.jpg (10KB, 155x216px) Image search: [Google]
120675802524fddf7.jpg
10KB, 155x216px
very good, i thought the same. i can help
>>
>>3304966
this probably won't work.
>>
File: IMG_0511.jpg (68KB, 900x600px) Image search: [Google]
IMG_0511.jpg
68KB, 900x600px
>>3305156
Care to elaborate why? Any tweaks in the algo I could make to make profits more plausible? I was thinking that I could hold it in btc and only jump to another coin if the percent change is above a certain threshold, and then go back to btc once it stops increasing.
>>
>>3305270
A lot of coins go up and down, jumping in front of a coin thats gone up over x amount of time, it might just be its normal daily uptick to its daily peak.
>>
>>3305285
That's true but moon missions are differentiated by the massive amount they go up. A coin bouncing around +-2% a day is not the same as XVG going up 50% in a day, for example. I'm trying to catch XVG's and get in on them for a short amount of time.
>>
>>3304966
ideally you could look at historical moons and see what's common between them (lowish market cap, relatively recent ICO, pretty much trading sideways, steady increase in volume) then poll those every 30 seconds or so and check for a high price delta
>>
File: IMG_0197.jpg (74KB, 1922x1050px) Image search: [Google]
IMG_0197.jpg
74KB, 1922x1050px
Thanks guys. Any more comments on the original strategy?
>>
File: cond_delete.png (65KB, 1062x704px) Image search: [Google]
cond_delete.png
65KB, 1062x704px
I also started running script and am definately on the right track.

One think I've learned is that when you choose the ticker coarse enough, you can prevent early selling by simple < comparisons. On a 50 minute moon, if you look at the 10 minute tickers you'll have < < < < < and so when you tell it to sell only at < < >, he won't seel off while going up.
My bot also adjust his strategy live.

I go to be now, though. My email is somewhere on youtube

https://www.youtube.com/watch?v=w3sI8WVX-cc
>>
bed*
>>
>>3305613
Thanks, I'll reach out
>>
File: Кельт.jpg (44KB, 332x434px) Image search: [Google]
Кельт.jpg
44KB, 332x434px
>>3304966
I'm writing a Gekko custom algorithm that combines strategies.
JSNode
Teamwork?
>>
Random Forests or Passive Aggressive mean reversion? Which would be the better way to go?
>>
>>3305708
Does Gekko work with alt coins? I'm not really touching BTC with it. But yeah I am interested.
>>
File: 2_zpswvmqnxfq.jpg (129KB, 428x280px) Image search: [Google]
2_zpswvmqnxfq.jpg
129KB, 428x280px
>>3304966
>PHP
>>
>>3305777
Dats just psuedo code bro (I am using a more suitable language). However if I was using PHP as long as the platform works the only thing that matters is the strategy. Facebook is written in PHP
>>
>>3305841
This.
>>3305759
Gekko works with whatever.
https://gekko.wizb.it/docs/introduction/supported_exchanges.html
But so far I had no luck
>>
good video, thanks
>>
File: 1503349612266.png (546KB, 751x1995px) Image search: [Google]
1503349612266.png
546KB, 751x1995px
>>
>>3304966
>I'm trying to develop a trading strategy based on detecting an in-progress moon event and get on board for a short amount of time
Ah yes, the tried and true buy high sell low strategy.
>>
>>3304966
Dont you have the LAST_COIN and NEXT_COIN backwards? sell NEXT? but nice psuedocode. im looking to write a bot myself this month sometime. was thinking of using python since i learned it way back when
>>
>>3305708
gekko.. nice! never heard of it but ill check it out.
>>
>>3305591
do you do your own taxes? i dont want 1000 pages of transactions from the exhanges at the beginning of the year...
>>
how hard does a bot make taxes at the end of the year for us?
>>
>>3306465
No, the idea is that you are always holding one alt coin at a time. What I forgot to put in the pseudocode at the end of the loop is: LAST_COIN = NEXT_COIN. LAST_COIN is the coin you currently have, and NEXT_COIN is what you are going to buy next based on the greatest % increase during the last interval.
>>
File: Leprechaun_the_simpsons.png (15KB, 262x388px) Image search: [Google]
Leprechaun_the_simpsons.png
15KB, 262x388px
>>3306623
ah ok makes sense now
>>
File: md.png (74KB, 841x315px) Image search: [Google]
md.png
74KB, 841x315px
>>3306532
It's an issue, yes. Also the fact that I don't think the exchanges do hold all your transactions. Bittrex rotation is about 200 I think. Currently I query all my transactions there every 30 minutes and write them into a json file. Whether there are 200 or 200000 transactions won't make much of a difference, though.

I didn't do them yet, but writing a script to compute the gains and taxes was the first thing that I did. Here's the interface so far. I'll maybe go through it in a video at one point

https://pastebin.com/Nhis6hbk
>>
Do you think this kind of thing will be banned when the feds get involved?
>>
>>3307010
There is an incentive to regulate crypto as such (people without license essentially trading stocks), but trading (also algorithmic) (i.e. money transfer) makes money for the gov
>>
>>3307057
Fair enough, i didnt think about it like that, thank you.
Thread posts: 31
Thread images: 11


[Boards: 3 / a / aco / adv / an / asp / b / bant / biz / c / can / cgl / ck / cm / co / cock / d / diy / e / fa / fap / fit / fitlit / g / gd / gif / h / hc / his / hm / hr / i / ic / int / jp / k / lgbt / lit / m / mlp / mlpol / mo / mtv / mu / n / news / o / out / outsoc / p / po / pol / qa / qst / r / r9k / s / s4s / sci / soc / sp / spa / t / tg / toy / trash / trv / tv / u / v / vg / vint / vip / vp / vr / w / wg / wsg / wsr / x / y] [Search | Top | Home]

I'm aware that Imgur.com will stop allowing adult images since 15th of May. I'm taking actions to backup as much data as possible.
Read more on this topic here - https://archived.moe/talk/thread/1694/


If you need a post removed click on it's [Report] button and follow the instruction.
DMCA Content Takedown via dmca.com
All images are hosted on imgur.com.
If you like this website please support us by donating with Bitcoins at 16mKtbZiwW52BLkibtCr8jUg2KVUMTxVQ5
All trademarks and copyrights on this page are owned by their respective parties.
Images uploaded are the responsibility of the Poster. Comments are owned by the Poster.
This is a 4chan archive - all of the content originated from that site.
This means that RandomArchive shows their content, archived.
If you need information for a Poster - contact them.