/ag/ algotrading general

In this thread we discuss algorithmic trading for both crypto and stocks.

Other urls found in this thread:

discord.gg/9GtGR3
tokenmarket.net/blockchain/ethereum/assets/aicoin/
firstglobalcredit.com/Home
medium.com/@joeldg/an-advanced-tutorial-a-new-crypto-currency-trading-bot-boilerplate-framework-e777733607ae
twitter.com/SFWRedditVideos

Monitoring thread. I know about programming and algorithms but don't know shit about trading.

Any books for complementing my knowledge for doing algorithmic trading?

Working through some ML work now to hopefully first apply supervised then next unsupervised learning to the market. We need a discord because these threads are few and far between.

My advice is never sleep.Everything goes down every single time u even try to take a nap

Use anything shilled by J. Welled Wilder jr.

don't waste your lives, you fucking retards

That is why you create algorithms. To trade and respond while you sleep.

Yes, if you can make one. Post here the invite.

Then first tell us what programming language you are learning/doing.

What brokerage service can be used to buy and sell automatically? Or do you need direct access to the market to do algo trading?

idk jack shit about the market

We're creating this stuff so we don't waste our lives, retard

sup guys. R programmer here. Stat major in college as well. tried a few times but never was able to get the APIs to work in coinbase. Anyone got any starter code or wanna work together help out.

SOmeone made a discord yesterday for bots:

discord.gg/9GtGR3

A bot would be so helpful I need some sleep.

There is literally no way of telling when a whale will place massive dumps or buys. So I simply cannot believe in TA. And what other algo's are there.

Software engineer here. Also looking to leverage machine learning. Any good links would be appreciated. I'm just getting into it myself, so not much to share.

cs MSc here. I have working apis for all major exchanges. [email protected]

I've tried different bots out there. I've made my own bots, also.
But NOTHING was more profitable than buying cheap altcoins (ICOs) and holding for a while.

>Then first tell us what programming language you are learning/doing.
Not him, but I can do pretty much any language anything.
If I had a solid set of rules defined and maybe working with someone who understood trading, I could easily create a trading bot.

Im writing a bachelor thesis soon.

Im thinking about making a very flexible agent based bot system with portfolio management. I want to make it very simple to use.

The bots would be agents and you can tell those agents what to do and see how they are doing. You would also be able to test their performance based on old market data.

Would you guys want that?

Any experience with writing bots in Common LISP?
Are the API calls a problem?

pic related, we wuz jedi and shieeet

Thats not how it works dude

Anyone know what sort of algorithms bots tend to use? Things seem to happen so randomly and fast at times with this crypto shit it's a wonder anything works better than HODLing. Even I'm barely half as effective as the market. I'm sure 90% of activity I'm seeing during mini dips is bot driven, there's no way a normal human could move that fast.

This has happened to me more times than I can count.

Is there a basic guide on how to create a simple trading bot? I'm using Python right now, and I got set up with the Bittrex API to the point where I can get market data, but I'm stuck on where to go from here

avtivity on dips is arbitrage

what indicators do you normally do when you trade without algos? just recreate your process

Ideally I just want a bot that alerts me when coins have bottomed out, but I don't know how to structure the code so that it works properly

currently trending is using artificial intelligence to figure out market actors and their behaviour

if (bottomedOut) { alert() }

You mean when people complete transfers between exchanges? Interesting, If that's the case maybe it could be predicted by examining the block chain confirmations along with the price differentials...

Here's an idea

Write a bot that
>watches multiple exchanges at once and futures
>when it notices some of them going down or up, have it make a "prediction" of where it's going and where the prediction will be wrong (it will go down .5% and won't go up .5% until prediction is true)
>run it for a few days and see how often its predictions are correct, and if they aren't how much are they off
>tune it to predict faster and with fees in mind
use it on exchanges that generally react slower than others, or trade over multiple exchanges to mitigate losses from bad predictions. Always trade with only a portion of the total stack

Which languages? Some go, Rust or c++?

If you have past data, you could also do a dummy run over old data to see how it performs in certain environments.
The goal is to be constantly moving small amounts that make you enough to justify the fees, or use GDAX and be the maker (0 fees)

This desu

TA cant account for people's emotions and shit in the market.

Where can I get historical data to work with? Bittrex API only offers endpoints for 24hr data

I don't know shit about this only just starting to get into scripting. Would a bot that works based off of MACD indicators probably be profitable? I've heard some people use a mix of 3 or so indicators and when all point to true, it either buys or sells.

Nice thread btw

I know C# the best but I am working on a bot with react native so I can run it easily from my phone, keep up to date with its gains, and manually take control if I need to. Is bot building actually a worthwhile endeavor? It seems like if everyone is running a bot it'll just ruin the profitability for everyone.

Whilst I'm in here, does anyone use an app that alerts you when prices hit a certain target? I know blockfolio has the "alert" but it's lacking a notification.

You'll probably need something much more complex, but MACD might be enough for a simple scalping bot.

It's not easy to write a bot that will give you serious returns.
Most bots discussed in this thread are very simple bots making small gains in very small time frames.

How do you define "Very serious"? Any passive income is good income. I don't need to make millions.

Think of it this way, more and more normies are getting into crypto, and none of them will be running bots lol.

AICOIN ICO is worth a look.
They already have a successful bot.
ICO ends in a few weeks. This ones going under the radar. Dont miss out.
>tokenmarket.net/blockchain/ethereum/assets/aicoin/

How much do you think a MACD scalper bot could generate daily? >1 or 2% sound reasonable?

>Go to homepage
>"No results found" on the home page
These people can't even build a website you think they're worth investing in?

more than what a scalping bot would give you.
1-2% a day is very good for a simple bot I'd say

Well I'll put in the work to make 5% then. Or I'll lose all my money. What the fuck ever. As long as I'm keeping one step ahead of the normies.

It depends, I guess.
It might very well lose you money if the market is in a specially bad down trend, that's why you want other indicators.

cryptowat.ch

kek, you're never going to get to 5% a day kiddo
Even the largest high frequency trading companies probably don't make more than 3-4% a day.
From the returns I've seen here, you should expect to make like below 0.5% a day, but that's still very good, cuz it's practically risk free (at least for a good scalping bot)

>firstglobalcredit.com/Home

The backers run this exchange.
The website isnt great. Believe they are doing some changes currently today.
That said I dont think they are overly worried about it. Their bot is ready to go. Look into the backers. They have decent people invloved with the project. Bot starts trading in 3 weeks

I've only read half of this because I still don't fully understand it yet/tired right now, but if I followed this guys set of instructions would you say it'd be a profiting bot?

medium.com/@joeldg/an-advanced-tutorial-a-new-crypto-currency-trading-bot-boilerplate-framework-e777733607ae

Why don't you study open source trading bots?

Aim high, achieve low. It's the Veeky Forums way.

>Also, I don’t want to create this in a new or arcane language, I want this written in PHP
Kek, okay, stopped reading there.
That seems to be a general bot guide, so he doesn't go much into strategy.
If you want a good strategy I'd recommend just googling "scalping" or making up your own.

That's exactly why I'm writing a bot to predict which currencies are not going to moon just from Veeky Forums threads ;^)

What exchange APIs do you guys use? Bittrex? Nova? Liqui? Binance?

Alright so I was just writing my Fibonacci engine and fixing my Bollinger sequences when I discovered a splice into my blockchain logarithms

I think I'm close to haxing the market guys I'll see you on the other side

But it can detect a dip early on, thus saving you from losing more money.

I generally only trade FX but yesterday I played around with Litecoin on GDAX and I noticed a near constant arbitrage existed. I pulled out a spread sheet and calculated to be near 1% at the time. Trying to take advantage of it manually is too risky so I didn't take it but it's something a bot could easily do. Professional traders have mostly stayed out of the crypto markets because liquidity is very poor that has left lots of market inefficiencies. Take advantage of them while you still can.

can't tell if you're fucking with us but that is exchange arbitrage and probably already being done on a mass scale.