/biz/ programming

>>3361864
You play around with just a little bit of money so you don't lose all of your $500

>>3361864
Start with the minimum trade size, on Bittrex it's like $2. Unless you're testing during a crash or dip you're not going to lose much.

>>3361864
Perhaps play on a shitcoin with two accounts? That might get you banned/be considered laundering though.

Include a backtesting functionality, give it some imaginary bitcoins and send it on its way. You need to draw down historical data from exchanges and use them to test your strategies.

Never trade using WIFI, always use a direct connection to your router. Your problems are always latency, lack of liquidity, bad coding, no error management, etc. It's not a simple task.

>>3361915
rent a vps closest to the exchange's servers

>>3361864

Set an order of minimal size and set a price that won't get filled.

>>3361884
>>3361892
>>3361913
>>3361915
>>3361999
Thank you.

>>3361864

Actually, writing bots is too sophisticated, so it's a waste of time.

You'd need to have a supercomputer in order to be accurate and fast enough, plus transactions fees would take all your gains anyway.

Also, the exchanges limit the number of orders you can submit, how often you can call the apis. So once they see that you are pinging them all the time they'll ban your account and report you to the FBI.

Right now there are thousands of chinks running bots that were designed by finance and statistics Ph.D's, there is no way you can beat them.

>>3362060
lol nice just botted 100k!

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>>3361913
This, although I imagine it would be fine to scrape the order data in real time. Create a class that represents your order being added to the usual buy/sell list (only locally), and also your change in values subsequent to the order. Have a terminal/console print out a ledger of your orders, as well as a formatted list containing the buy/sell data.

>>3361864
wtf?
Just back test it using historical data.
Slowly feed it into the bot and see when it would/wouldn't make trades.

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>>3362060
Top kek, my 700 lines of Python have taken .05 btc to 25.5 since June 13th.

Write unit tests.

>>3362246
Curious what strategy you use? I'm a software engineer, relatively new to crypto trading, and getting really fucking sick of dealing with the UI on exchanges. Thinking of writing up a quick CLI just to be able to cancel my old order and place a new one with one command, but writing a trading bot sounds interesting too. I've heard you can make money just using a market maker strategy (buy a bit below the bid, sell a bit above the ask, profit off the normal volatility).

>>3361864

Use a Mexican instead.

>>3362305
I'm not divulging anything but scalping is a good strategy, you know it works because you'll see faggots on /biz/ wailing about it. Just make sure you let the other guy win sometimes, otherwise he'll stop playing.

>>3362305
What if it just keeps going down after your buy gets filled?

see if they have a sandbox you can play with

>>3362450
What's scalping?

>>3362060
are you retardeD? stop fudding kys, i run a bot on a 2 ram 1 cpu virtualbox instance, like what the fuck are you talking about, bots using api keys, to perform high statistics you would only need a lot of ram and that would be trillions of data which you cant get from api, please stfu

>>3362474
basically buying below ema and selling after it crossess ema or goes to a certain % of earnings you want it to,

>>3362305
You can google Bollinger Bands and use those to trade with a bot, you can also try using indicators like RSI to buy and sell.

Im thinking about using deep learning to make bot. Bad or good idea?
Prolly gonna use tensorflow

>>3362502
Oh, Ive only tried it with a simple moving average which wasn't profitable, I'll try it with that

>>3362546
doesnt work, there are no patterns to learn.

>>3362593
>>3362246
So.basically scalping and those traditional bot would be the best? Ill try to make one for project ajd see how it does i guess

>>3362546
Good idea, didn't work for me but it's bound to work for someone.

How do you botters choose what coins to trade? Assuming you have a profitable scalping algorithm would you just go for the most volatile coins?

>>3363047
>how do you choose which coins your bot will trade
The bot decides what to trade and when, that's the point of writing a bot.

>>3362593
Wrong.

>>3362593
if there wasn't a pattern to learn, then no daytrading bot (or human) would be successful at all.

>>3362246
do you have proof of this? if it's true I'm leaving my job rn

>>3363047
By backtesting performance in specific market conditions on specific currency pairs

>>3363128
Having it choose coins over complicates it, it's easier to just pick pairs for it that work well.

>>3362246
Proof or LARP

>>3362593
Zoom out

>>3363441
Exactly.

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>>3363378
Before anyone asks... no, I have no idea what it did the other night to make 15 btc.

>>3363622

you don't have a record of the exchange it's trading on? come on anon..

>>3363371
I assume there's a danger of "overtraining" by relying on backtesting. Do you just keep that in the back of your mind or how do you deal with that, if it's an issue?

>>3363669
Either something mooned or something pumped and my bot got in on it, I hadn't made any changes recently so I haven't bothered to look.

>>3363700
Not asking for specifics but in general terms do you have any resources or recommendations for how to approach making a bot? Things to emphasize or mistakes to avoid?

>>3363622
so, u made 10 btc from 0.5. that jump is definitely an error, otherwise your bot made 150% in one trade. also, find the account in whatever exchange and view your history

>>3363766
So far I've made around 28 btc from .05, some of those dips are withdraws. I only log the balance if the bot hasn't traded for a minute, that definitely wasn't a single trade - it doesn't throw the entire balance at a single trade.

>>3363741
Don't mistake a btc rise for an alt dip, don't put in more than you can lose, if your bot works don't expect faggots to believe you.

>>3363848
Did you consider buying a bot and customizing it or did you make the whole thing from scratch?

>>3363869
I wrote it from scratch, I've got a CS background and figured it would trade better than I did. It does.

stuff like eth is so violatile that it must be possible to just buy and sell and scalp. are bollinger bands semi reliable?

>>3363883
Congrats, that's a ton of money you've made so far. I have a lot of downtime at my computer for my job so I'm going to try and make one. I'm a little familiar with python, but am most comfortable using R. I know they combine well so maybe I'll use both

>>3364012
Thanks. I only used Python because I started with the intention of using keras. I'd written a Robinhood dividend capture bot last year in C#, which I should probably revisit now that I've got the 25k to daytrade... I think it's up by $0.35, so yeah, crypto is a nice change.

>>3363883
>>3364012

I was always skeptical of 'quant' technicals based trading because I had an econ professor who convinced me that stock market movements are random walk in the short term and so -EV after fees. But with crypto fees being low enough, I've seen enough good results that it merits an attempt I figure

>>3364040
how do you implement python into html?
i'm tempted to write a bot too

>>3364057
You're too stupid, I'm sorry.

>>3364077
so your bot is using machine learning?

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>>3364105
How DO you implement python INTO html? Clearly not understanding that question indicates I'm using machine learning, yes.

Are there any free bots where you can just place buy and sell orders?

Like you put an order to sell at ath and know it's going to go down after that and set a buy in at a lower price?

>>3364040
Ever thought of selling it?

I would be interested, for research reasons only, not for the lambos on the moon

>>3364077
i'd spare some time in google without reading shit article if you give me some hints

>>3364105
it'd be a good idea for a very smart bot, but it's better to make it fast so he can buy on few signals (rsi, macd) and sell on other signals
it'd lose some money, but it'll probably won more

>>3364148
I'm not going to sell the bot, no. I thought about building a ponzi scheme around it - what's the coin that does that already - BitConnect? I dunno, I don't really need investment, I'm doing just fine.

>>3364205
props to you, pretty impressive, what exchange are you botting?

>>3364721
I've got bots running on 3 exchanges now! ;)

>>3364754
what do you think about public bots (blackbird, gekko, etc) do you reckon it would be useful to build something around them?

i'm quite a noob at coding, would that be too difficult to approach for a newfag in your opinion?

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>>3362450
>scalping is a good strategy
/biz/ 2017

Many books suggest otherwise, but if you make money you're good I guess.

>>3364765
I wouldn't sell my bot because I wouldn't want your instance competing with mine to get orders filled... so why would anyone release a working bot for free? Maybe you get enough faggots running your code, pushing the markets in the same direction, and then you've also written a better version that predicts what your first bot is going to do a minute ahead of time, so essentially you've got a P&D scam with a bunch of unwilling participants.

I didn't look at any other bots, I can't tell you what they're actually doing, but I wouldn't trust them.

>>3364754
Do you do arbitrage?

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>>3363622
You using progression strategies? Your drawdowns look Martingale-like to me.

You have got ~70% drawdowns in a period of just three months. If you already got such large drawdowns in3 months it is likely that there will be even larger drawdowns in a year long or two year period.
I once did this for a living.

>>3364848
>it is likely that there will be even larger drawdowns in a year long or two year period.
What I meant by this is that the account would likely lose 100%.

>>3364829
what exchange has the best historical data availability?

been thinking about making a bot for myself for a few weeks. is there ample history available for testing?

I know minimal R and zero Python, is there any point in trying to learn enough to write a bot?

>>3364829
Do you find regression analysis useful or do you think it's sufficient to just utilize price history patterns?

>>3364833
Not yet.

>>3364848
My graph is just shitty, those 4 lines straight down aren't losses - they're errors.

>>3364873
When I was looking at keras I was getting historical data from Poloniex for training.

>>3364917
Regression analysis, I'm not looking for batman or triple-fringed teacup handles.

>>3364955
All the inputs will be various pricing averages and things like that. Or do I need to come up with some crazy insight about the correlation of the crypto markets with world market indicators?

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>>3365087
You ever hear those guys who claim the Bible contains secret messages?

>>3365100
If secret messages in the Bible told me how to make a 1% a day ROI I'd enroll in seminary tomorrow

>>3365100
Did you study algorithmic trading on your own? Where would you recommend I start - time series or multivariate analysis? What do you think about sentiment analysis?

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>>3363128
>The bot decides what to trade and when, that's the point of writing a bot.
So your bot keeps checking every altcoin and tries to catch P&D or does it take advantage of the volatility of high liquidity coins (eth, ltc etc.)?
Do you think it makes sense to take the orderbook into account or just the trade history of a coin and the current price?

>>3364875
python is really easy to learn, if you have any programming experience (or want to get some) just go for it.

>>3365344
I study procedural generation, this is a hobby - I haven't looked at much, honestly. Get coding.

>>3365422
Look at the orderbook but don't believe it. Look at all the orderbooks. Anything can become volatile.

>>3365678
since youve said you used python to use im guessing that u used somekind of nn. then why did DL did not work for you? curious. what was the pittfall? are you using somekind of cloud computing with vps? or just regular cloud server?

>>3365901
>>3365678
i mea keras

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>>3362246
Tell you what: You show me a trade history with 560x returns, I'll quit my 6 figure job at Google right now and work for you.

>>3366045
...why do I want to hire you? What can you do for me?

>>3366472
little tip would be appreciated anon. im guessing you used cNN? what was the most difficult part? why did DL not work for you? any goot MLT resources?

>>3366472
also like how many layers and stuff? thx

>>3366559
Pajeet, is that you?

>>3366472
Huh I guess you weren't larping. I've written a few bots. The latest one identifies local mins and maxes on a STOCH graph but it's not profitable after trading fees. I'm good at maths but not University level. How complex is your bot?

>>3362546
>>3366587
this is me. i was phoneposting.

>>3362246
nice
started working on a bot a few weeks ago, initially wanted to use dnn's so started to crawl data for every coin i could get from 2 exchanges, currently 2 weeks and running, gathered 40GB of data, didnt have the time to get into the network design yet so just started with testing a scalping like strategy, works meh

do you have a fixed profit at which you sell, like 5%? because atm i figured this doesnt scale because the coins have to much difference in price, 5% increase for ETH isnt that easy as for DGB

>>3366606
Compared to other things I've created it isn't complex at all - that's really nice, actually, since I'm always tweaking it. Keep iterating, you'll make it.

>>3366671
>fixed %
No, that strikes me as insanity - if you're profiting after fees then you're in good shape even at .5%.

>>3366676
You've given me new hope in actually making a profit with a bot

>>3366701
i guess youre right, its a very naive approach at the moment

leaving the point of sell open, what do you base the sell decision on without missing a pump?

>>3361864
you should check out the documentation for the sites API first. Usually the function to make an order returns something like an order number. In the case of my bot it returns an order number stored in the variable "orderData" but i currently don't make use of it.

you can use mine as a reference OP. github /skilo83

>>3366732
You can do it with TA I guess. High RSI, stoch, Bollinger bands top, all of the above, whatever

>>3361864
Jesus christ anon, it's called unit testing. Write a mock-up of the API you'll be interfacing with and write tests for every conceivable scenario.

>>3364122
>implement python into html
HTML the language for making websites? You don't, you use the exchange's API.

>>3363622
Did you train your bot on TA indicators or just price data?

>>3361864
GDAX has a sandbox. I would imagine other exchanges do to.

Sup my dudes, I'm a software engineer with some background in math and economics and also an amateur crypto trader. I've been interested in crypto bots for a while now, but never really got around to doing anything serious about it. Is there some discord or something similar, where we could discuss these kinds of projects? Or at least some decent resources to get me started?

Thanks.

>>3366873
Theres lots of examples out there. Just look at other peoples bots and fork it to meet your own needs. some bots are pretty simple others get into back testing and more advanced algorythms.

but yea just search github or google for trading bots and go from there.

>>3366873
Similar situation, degree in mathematical physics, now a software engineer, new crypto trader. Wondering if there's a group for people working on bots to talk strategy -- although I wonder if it would get bogged down with noobs asking questions like "how do I do Python into HTML??"...

>>3366926
I've been searching for a place like that which isn't filled with retards, but anyone who's actually figured it out wants to keep their Jew gold safe. We could always make our own discord and help each other

>>3366873
i would be interested in some channel for discussions, as biz programming threads are rather rare, but it will probably end up in a pajeet fest who only try to copy your code or something

For resources it depends, generally there are crypto bots on github which can give some insight, but dont expect them to make profit, or be very good written

i just started from scratch and try to find working strategy iteratively, currently only simulating with real data

>>3362246
Oke jew boy, i'll bite. Im advanced in PHP, just started learning python. How long will it take me to be able to write a bot?

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You made 25 btc from o.5 btc and didn't log all trades...
so you're not afraid of the taxman I suppose...
Bots are a tax nightmare.

t. a guy who also runs his own Python bot

>>3366966
your only taxed when you sell your coins for fiat not for other coins.

the exchange only charges you a small fee for the trade itself.

Zenbot has a discord group that is decently active I believe

>>3366978
>>3366966
and your monero stash in bitterx will be "stolen" someday

What do you look for in a coin before you start trading it with a bot?
Certain indicators of volatility?

>>3366981
link?

>>3366944
I think a fix for that is too just not give people access to your repos, only post code snippets in the chat. Also kick people asking for programming tutorials. I think it could work.

What's the best platform for that? Let's set it up so we can become millionaires already.

>>3367142
as the thread seems to die i setup a discord channel

pls no how to python into html

https://discord.gg/yCTZb

thinking of writing a bot with ta-lib and python. do i need some fancy trading lib or will this do?

>>3364057
>implement python into html
HTML the language for making websites? You don't, you use the exchange's API.

>>3361864
Unit testing helps catch the bugs before production

Anyone tried machine learning with crypto bots, what were your experiences?

>>3367572
bad idea

>>3366978
This is not true, but let's not get into that again

>>3367572
Read the thread, one guy here had success with it.

>>3367275
>https://discord.gg/yCTZb
you're invite has expired. I have experience in writing my own bot.

>>3367275
Thanks anon, will join when I get a minute today!

Maybe. this would be the right time and place to ask something I've been wondering about is how do you come up with a way to find what a certain day looks like on average? Like for example I can manually go through and come up with some kind of subjective intuition of what the average NFP day looks like, but what are some ways to quantify and also automate that?
I tried asking questions on /sci/ about what kind of algorithms and math would be suited to accomplish this, but I only got retarded replies from people who I assume are commies because they where basically morally opposed to trading and it's better to create a real business that contributes real value etc.

>>3369263
"Simple" anon.
Just an average.

Let say brice of shit vs btc goes :
>1 2 4 7

Clearly, you know it's growing.
Clearly, computer don't.

Let sum the left numbers and store the value. And the same wirh right.
We got :
>3 11

Substract end from begining :
> 11 - 3 = 8

Coin is mooning, all abord !

Don't be a jew, ad buy at 11, sell @2% (11.2)

Next value :
>12 15 7 2

Same method :
>27 9

> 27 - 9 = -18

Holly guacamoly ! A crash !
Don't care anon. You made profit remember ?
You don't make high profit, and you miss the max, but you have sole gain, at that mater.

>>3362246
and my 1liner powershell script made me 40000000000btc last night sucking your mums dick

>>3370097
This is really unclear but it's certainly one way to do it.

When you look at a chart and "get a feel for how the day is going", what are you actually doing? Assume all you had was the raw data of the trades made, price and quantity plus timestamp for every trade. Do you read the whole list? No, you use candlestick charts which combine the data into buckets by time. You may say for every 5 minute span of time you gather all the orders during that time and note the first, last, highest, and lowest. Do that for all the data and you essentially have a 5 minute candlestick chart, you just need to graph it.

To simplify you could just take an average price for each time period even. Then you can compare the averages from subsequent buckets to see if the price is generally moving up or down at that time. This is basically what you're doing mentally when you look at a chart. If you change around your bucket size (5 minute chart vs 1 hour chart vs 1 day chart) you can get different information about price action.

Another thing people often use is moving averages, and since a moving average is a single valued function (one price for every time period) it's easy to work with programmatically. A lot of TA indicators are just different types of moving averages, or combinations of them (MACD is just the difference between two moving averages of different lengths, the MACD signal line is a moving average of the MACD, etc).

>>3367298
>ta-lib
And I was pulling my hair over my RSI implementation not aligning with what tradingview has been showing. All the while there's been a ready-made implementation. Thanks for sharing.

>>3370316
https://en.wikipedia.org/wiki/TA-Lib
>Stable release 0.4 / 2007
Nahh

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>>3370130
Thanks for bringing the level of discussion back up to haIfchan standards.

>>3366955
I wrote mine in PHP, because I don't need fast transactions for my strategy. It's easy, for bitfinex at least, the API is quite clear and you can find a php class all set.

>>3362727
i can make neural networks and i really want to make a bot for trading and test it
problem is that i have no clue how to do the rest i barely know any programming
i just know how to make neural nets
u have any tips on how i can get started on learning and where i can see some good examples?

>>3370253
I have the tick data in a PostgreSQL database. I could try something like select between defined intervals (buckets) and take the average, and do that for whatever type of day in question like for the previous example the first Friday of every month to generate the average movement for a NFP day.

>>3370393
Who cares lol, those are all pre-2000 indicators anyway.

>>3370491
Honestly, most moving averages just use the close of each candlestick anyway... So you could pick your time period, grab the last trade before each interval, do your moving average from that and then the derivative of the MA might give you a good estimate of how fast the price is rising/falling.

Ok it seems anon's discord channel is broke so I made a new one: https://discord.gg/yCTZb

Feel free to join to talk about automated trading strategy, trading bot design, etc. This is NOT a programming tutorial chat or a place to ask "I've never done coding, which language should I learn to make a trading bot???" or "I know a strategy with 98% success rate, can you just code it for me??".

If you want to learn to code, I've heard https://learnpythonthehardway.org/ is good for Python, which is a good language for doing all kinds of general scripting, for writing servers or interacting with APIs (like exchanges), or doing analysis with the numpy package.

>>3370734
Shit that was the previous bad link, here's the new one:

https://discord.gg/QYSq5FG

>>3370734
Fucking discord, the invite is already expired

>>3370806
Try this: https://discord.gg/QYSq5FG

I'm a discord noob but I tried to set it to never expire.

>>3370831
Nah it was all good, I posted before you sent the new link

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telegram would really suit more for this purpose - its secure, private, stable, no dumb expiration on invites, etc
exactly what you need for this kind of a discussion and exactly why most of the crypto groups are there incuding /biz/ ones, discord is meant to be for games and stuff
is anybody interested participating in one? i can host

>>3370979
Yeah, can you host and we'll join

>>3370979
>>3371001
t.me/biz_crypto_bots

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>>3370979
yo are we doin it?
get in here and start makin those bots if you're interested
there are also actual crypto bots on telegram and an open api for you to make ones
they're simple of course but can serve as an example

t.me/biz_crypto_bots
t.me/biz_crypto_bots
t.me/biz_crypto_bots
t.me/biz_crypto_bots

>>3371250
bump for those who are interested
follow the link in the channel or directly join t.me/joinchat/Gc0fWA47wrhmhlnv0jxmJQ to chat

>>3371549
programmers and traders interested in bots get in so we can progress faster t.me/joinchat/Gc0fWA47wrhmhlnv0jxmJQ

>>3366671
If you're going to use a fixed percentage, you should determine it on the basis of volatility, that is, the standard deviation of returns.

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>>3361864
>>3368386
>>3366671

There is a +2000 crypto trading discord server with a bunch of coders making crypto bots in python, pretty cool desu I just lurk and read what they post

discord.gg/ddFaYDN

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>>3363848
Please give just one heuristic that helps anon

>>3367672
you're right that it's not true, but Bittrex and other exchanges don't report to the IRS and don't require any KYC before you can create an account. So trade away and don't report unless you sell for fiat. Until the IRS implements reporting requirements you won't be caught if you don't report every single trade. And if reporting requirements are ever implemented, well then just go to an exchange in another country that doesn't report to the IRS.

>>3362060
>>inb4 someone else made it already so it can't be improved (false)
>> I spend my time finding excuses why i cannot do things

>>3366955
lies, no person advanced in php would switch to write an offline bot in python. fuck off ADVANCED PHP LARPer

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>>3367672
>>3372704

In the US, coins to US dollars is a tax event because of capital gains. Also, there are no exchanges that don't do KYC or AML protocols (to my knowledge).

Please let me know though.

>>3372863
I should probably clarify. Exchanges that take FAIT for coins do KYC and AML.

I am sure bitcoin or ETH to alt coins don't have those protocols.

>>3372833

PHP is a slow as shit web side language

If you don't understand the benefits of a scripting language like Python over it for algo trading you might be a brainlet

>>3372704
I'm not American and I only have no incentive to risk anything for trading gains taxes. The big money comes from hodling anyway (and 1 year+ holding gains aren't taxed where I live).

>>3361940
not bad idea

I made a telegram scraper for pump and dumps, and I've already made some profits.

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>>3364057
PAJEET GO

>>3372874
right, that's what I meant. Bittrex and other altcoin exchanges don't have any KYC requirement, though you can submit docs if you want to increase your withdrawal limit. All you need is an email address to use altcoin exchanges. They don't send you a 1099-B reporting all your trades like your brokerage account does listing all your trades. There's no paper trail. There's no evidence. There's no record. You can trade altcoins and never report them (even though you're supposed to). You'd only need to report when you sell to Coinbase for fiatskis. And even then, I don't think Coinbase reports to the IRS either.

Alternatively you could spend your coins on a TenX credit card, even get cash out at ATMs. Or, coming soon, you can take out loans using your coins as collateral. Plenty of ways to get money out of coins without paying Uncle Schlomo his "cut"