Author Topic: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data  (Read 3493 times)

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Offline litepresence

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EV6 has been released

improved scalp logic offsets thresholds above or below cex market prices based on primary indicator market cross

previously when creating simple moving averages from cex data there was a degree of stepwise high frequency "wiggle" in the indications where the moving averages would oscillate up and down +/- 1 satoshi per hour; this is a result of candle aggregation methods in the data arriving from cryptocompare.  I have resolved this using polynomial regression of the last 24 hours of plotted moving average.  So now bot plots moving average from cex data, then performs poly, then replots the moving average "smoothly"; the state machine is then fed the smoothed indication.

additionally; the new regression allows for moving averages to be extrapolated into the future; these moving average predictions are in yellow and are deleted and redrawn every 5 minutes; the tip of the prediction (24 hours into the future) is plotted as a single magenta dot and it stays on the chart.

finally, in the log some information about primary moving average slope and concavity is provided.

you can see the older stepwise moving average here; the step size is about one satoshi



this shows new poly regressions of moving averages extending into future


this is zoomed in on the 50 day average


zoomed in further



this is data provided in the new log
« Last Edit: June 22, 2018, 03:02:09 pm by litepresence »

Offline xeroc

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Those charts look awesome!
Give BitShares a try! Use the http://testnet.bitshares.eu provided by http://bitshares.eu powered by ChainSquad GmbH

Offline Emma Lee

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google search is picking up my ads; seems to take 48 hours.

Offline litepresence

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EV7.py and metaNODE11.py released to github

lots of new niceties related to plotting and logging, improved control over scalping

Live session now rotates through 3 views every 5 minutes.

The EV7/metaNODE11 stack has been

LIVE TESTED WITH FUNDS

for a 1,000,000 second (12 day) run without hiccup or user intervention; buy/sell/cancel and replace all scalp and primary orders every 5 minutes; maintaining a perfect count of 5 minute ticks during the ongoing run. 

I quite literally locked a linux box in a room running algo for 2 weeks entirely unattended; it said BTS/BTC bear market when I left.  When I returned it said bull market and had 13% more btc than starting portfolio.  Log file clean.  8)

PRIMARY LIVE VIEW


TRADE DESION LIVE VIEW


SCALPING LIVE VIEW


it ships with a 120X stock 1000 day BTS/BTC tune; my personal tune backtests over 7000X during the same period

BACKTEST
« Last Edit: July 17, 2018, 11:10:01 pm by litepresence »

Online sschiessl

EV7.py and metaNODE11.py released to github

lots of new niceties related to plotting and logging, improved control over scalping

Live session now rotates through 3 views every 5 minutes.

The EV7/metaNODE11 stack has been

LIVE TESTED WITH FUNDS

for a 1,000,000 second (12 day) run without hiccup or user intervention; buy/sell/cancel and replace all scalp and primary orders every 5 minutes; maintaining a perfect count of 5 minute ticks during the ongoing run. 

I quite literally locked a linux box in a room running algo for 2 weeks entirely unattended; it said BTS/BTC bear market when I left.  When I returned it said bull market and had 13% more btc than starting portfolio.  Log file clean.  8)

PRIMARY LIVE VIEW


TRADE DESION LIVE VIEW


SCALPING LIVE VIEW


it ships with a 120X stock 1000 day BTS/BTC tune; my personal tune backtests over 7000X during the same period

BACKTEST


Impressive. I need to fire it up again!

Offline clockwork

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EV7.py and metaNODE11.py released to github

lots of new niceties related to plotting and logging, improved control over scalping

Live session now rotates through 3 views every 5 minutes.

The EV7/metaNODE11 stack has been

LIVE TESTED WITH FUNDS

for a 1,000,000 second (12 day) run without hiccup or user intervention; buy/sell/cancel and replace all scalp and primary orders every 5 minutes; maintaining a perfect count of 5 minute ticks during the ongoing run. 

I quite literally locked a linux box in a room running algo for 2 weeks entirely unattended; it said BTS/BTC bear market when I left.  When I returned it said bull market and had 13% more btc than starting portfolio.  Log file clean.  8)

PRIMARY LIVE VIEW


TRADE DESION LIVE VIEW


SCALPING LIVE VIEW


it ships with a 120X stock 1000 day BTS/BTC tune; my personal tune backtests over 7000X during the same period

BACKTEST


Great to hear from you again...

Offline litepresence

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EV6 has been released




this chart is 30 days ago
magenta/yellow is cex price
blue/white is dex price


Even without my personal EV running, the BTS:OPEN.BTC bid / ask and priceline are no longer stepwise like this image from 30 days ago.     
The margins are tight, dynamic like the cex markets... they look to be EV controlled by some other operator running a different tune from my own.

I've tightened my margins... let the scalp wars begin.

:D

Offline Digital Lucifer

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Great work as always and miss chatting with you in TG! No worries, im gonna be off there as well... It kills productivity beyond anything human can bare with.

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Offline litepresence

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Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
« Reply #23 on: August 15, 2018, 08:15:31 pm »


I've tightened my margins... let the scalp wars begin.

blue is dex bid/ask; tan is dex last

the margins and price line are now very dynamic on the dex, much like external cex prices for bitshares vs btc



:D

same market, matching 24 hour period, 60 days later... bts:open.btc dex prices and book have gone from bar code to liquid

« Last Edit: August 15, 2018, 08:19:16 pm by litepresence »