Cryptocurrencies, stocks, algorithm trading
 

Anyone deal with these things? I remember this board was all over bitcoin's nuts when it was hiking to $1200

It took me far too many years but I realized I could use my immense math skills and interest in theoretical math and programming to make money.

Currently building a variety of bots to trade cryptocurrencies. I've spent a lot of time learning to manually trade with good success rates (did 20-30 trades on Eth in a few hours recently, only lost 1, the rest were 3-10% gains, which is actually sickeningly profitable if I was trading with more)

I have an automated backtesting system in place comparing every combo of indicator variables, but it's janky and I might build my own engine or just deal with it. Not sure how hard the backtest engine could be, might save it for later just to improve already good profits. Or I could find something open source, but haven't yet.

Re: Cryptocurrencies, stocks, algorithm trading
 

This could be a good idea.. There's a reason there isn't open source software like this. Major investing firms have software to automate it, without a doubt.

Logically speaking, it's a matter of optimizing it and placing low risk trades - consider, if something has even a 51% success rate, over an infinite number of iterations, theoretically it should tend towards a net gain, if that makes sense.

Is this called the Gambler's Fallacy? Maybe :) I think if you can optimize your returns enough, you could definitely make money automatically though.

Re: Cryptocurrencies, stocks, algorithm trading
 

this is just fantasy sports without the sports tbh

glhf

Re: Cryptocurrencies, stocks, algorithm trading
 

Why not do machine learning with "predictions" as output and the trades you do manually as dataset. That way you get to learn even more about the params needed for a good trade, and you might even see surprising results in the weights in the end. Just an idea...

Re: Cryptocurrencies, stocks, algorithm trading
 

I dunno, when it comes to something that deals with my money, I don't know if I'd trust a machine to learn based on it's own results.. It's like a machine that learns by reading posts on the FFR forums... Can you imagine what it would post? Ayyyy

Re: Cryptocurrencies, stocks, algorithm trading
 

I got the money if you want to split profits once your trading bots are tested more. Lets get rich. I do some Forex trading, and love investing.

Re: Cryptocurrencies, stocks, algorithm trading
 

Well that's up to you. If the AI was trained for long enough, there shouldnt be a problem. In any case, it's easy to add a manual confirmation feature to it.

Re: Cryptocurrencies, stocks, algorithm trading
 

probably something like this
http://imgur.com/gallery/VhlAW

Re: Cryptocurrencies, stocks, algorithm trading
 

I'd guess something more like this

http://www.flashflashrevolution.com/....php?p=4458673

Re: Cryptocurrencies, stocks, algorithm trading
 

I mean this is basically the point of backtesting, although I'm not sure if traditional machine learning has been applied to it before.

I've wanted to develop some open source procedural trading software, but the problem is to test it well you either need money or market data, neither of which are amazingly easy to obtain.

Re: Cryptocurrencies, stocks, algorithm trading
 

Gambler's fallacy is "the wheel has come up black six times in a row now, so it's DEFINITELY going to come up red next."

But programming bots and getting involved in Bitcoin, especially after the last Halvening? I'd like you to be in my Maki Dev Slack with a bunch of guys that are looking to re-make the Internet and "decentralize ALL THE THINGS." PM me if you want a link.

Re: Cryptocurrencies, stocks, algorithm trading
 

just have it emulate trades at first, let it run and see how it does with fake money. once you're confident that it works as intended start using real money.

Re: Cryptocurrencies, stocks, algorithm trading
 

I want to work with genetic algorithms eventually, but I think for now I'm a lot smarter than whatever I can teach a bot to learn (and it could take forever and be difficult to control).

I have like 4 months to make this profitable. I think I can do it by September if I work hard enough.

Maybe if you're serious. I only have 1k to work with while having a safe bank account, and a terrible job I may or may not return to on August 26thish.

I'm splitting off into stocks and forex later on to keep up the diversity and reduce slippage.

I spent a few weeks manually trading and I want to get as far away from it as I can, at least when dealing in a 24/7 market. You have to close out trades or never sleep, or risk losing money while you sleep. I just never slept. Except for sleeping through every single bitcoin price drop so far. Now I have an auto-sell to USD system in place that also plays loud music to wake me up.


Bitcoin market data is easily available. It's the natural place to start considering you apparently legally need $25k in an exchange account to be a day trader.

Only problem is they only have it available in 1 minute chunks, which is usually fine, but a really good bot reads live order books too, which makes backtesting that logic essentially impossible without an enormous effort.

What's this about?

Re: Cryptocurrencies, stocks, algorithm trading
 

I wonder what the bitcoin price would be if bitfinex didn't keep fucking up the market

Re: Cryptocurrencies, stocks, algorithm trading
 

You do realize that all you can make your program do, you can put it in a deep learning algo right ? I mean, if done right, the learning AI should Not yield lower results than the base settings you give it. But yeah, you gotta know that stuff fairly well ofc

Re: Cryptocurrencies, stocks, algorithm trading
 

i wonder how many bitcoin traders i could scare if i showed up at their door on halloween night with this pic on my shirt

certainly scared the hell out of me last night

worst roller coaster ever 0/10 would not recommend

Re: Cryptocurrencies, stocks, algorithm trading
 

I went to bed literally the minute that started ^_^
And my bitcoins were moved off bitfinex so I'm safe, but if bitfinex goes bankrupt...

I can't program if I'm glued to short term trades so I have to ignore prices as much as I can. I can go days without looking now.

Yeah I'm already plotting code for that. I was under the impression of more of a trial and error tabula rasa bot rather than something more like self adjusting variables. The former is super interesting.

Re: Cryptocurrencies, stocks, algorithm trading
 

Bitcoins just reached a new all-time high in marketcap today - it's now got a marketcap of over $14 billion, more than the peak of the Nov 2013 bubble.

Also, I grabbed these 3 screenshots of the bitcoin price spelling BOOBS in 3 different major currencies, all within 24 hours of each other. Can any other stock/currency spell out BOOBS 3 times in a day? This is why bitcoin is so awesome.

Re: Cryptocurrencies, stocks, algorithm trading
 

Ayyy lmao.

But my current research in regards to this is using artificially controlled cryptocurrency markets, especially those backed by another market. Possible results include inventing a new type of interest investment, or getting people to throw money at you in an incredibly roundabout way.

Re: Cryptocurrencies, stocks, algorithm trading
 

spambot