I broke crypto part II - eclectic weeaboo

[Anonymous No.9729743]

Some updates from last time:
I added a bit of code to simulate order book size for historical testing
Ive been trying to do live backtesting, but have been having stability issues with the connection to the exchange
I optimized the current strategy parameters by running 120,000 different versions of the same thing

Currently:
Live backtesting 10 of the most promising results
Most gains were +34% with a sharpe ratio of 2.8 in 3 months
My favorite is +30% with a sharpe ratio of 4.0
Bcash is unironically king for my bot, with 5/10 best versions being on BCH

[Anonymous No.9729765]

if true you a smart boi and should feel like a king now , gz

[Anonymous No.9729774]

>>9729743
>Live backtesting
kek

[Anonymous No.9729775]

>>9729743
>how to fuck up your code and lose all your money 101

[Anonymous No.9729779]

>>9729743
>Ive been trying to do live backtesting, but have been having stability issues with the connection to the exchange

Next up in the brainlet bot programmer blog:

Why does my bot not function when I run it on a real exchange? It's like the internet had latency and the exchange had other traders. Weird. I will investigate this by writing some more spaghetti code.

[Anonymous No.9729845]

>python
>windows

[Anonymous No.9729871]

>>9729743
the absolute state of pyfags

[Anonymous No.9729879]

>>9729743
Put in $1000 or gtfo pussy

[Anonymous No.9729912]

>>9729743
>live backtesting

[Anonymous No.9729913]

>>9729845
>windows 8
>takes pictures of his screen with a phone
step up your bants mate, you're not even hitting the key points there

[Anonymous No.9729927]

>windows
Get a load of this nigger.
No serious programmer uses Windows.

[Anonymous No.9729935]

>>9729743


you were the like 50 year old professor who accidentally got doxxed last time right? If it ends up working well can i get into the git :3?

[Anonymous No.9729950]

>>9729927
>he still uses programming languages that behave differently on different OSes

kek, stay in the 90s forever

[Anonymous No.9729971]

Past performance doesn't predict the future.

[Anonymous No.9729973]

>>9729743
>Bcash is unironically king for my bot, with 5/10 best versions being on BCH
Did not read anything after this. BCH is a coin that never follows indicators because Roger Ver keeps pumping it with his millions of Bitcoins

[Anonymous No.9729981]

watch out this thread is gonna attract the bot larper guy with his secret technique

[Anonymous No.9730094]

>>9729743
Please help me to backtest

[Anonymous No.9730137]

>>9729927
this is a meme.
windows dev tools are a million times better.
the only thing windows was missing was vim, and most ides support that now.
only in the last couple years has linux development not been complete garbage. and that's because Microsoft ported visual studio to it.

[Anonymous No.9730167]

>>9730137
brainlet detected, vscode is not the same thing as visual studio you fucking mongoloid

[Anonymous No.9730179]

>>9730167
i use both fucktard. normies don't need to know the difference

[Anonymous No.9730220]

>>9730179
theyre fundamentally different, vscode is for markup/scripting
vscode is 3 years old to put things in perspective, which is why your post comes off as fucking retarded. windows dev is a meme, anyone competent can set up a kvm w/ native performance in 20 minutes for windows builds. MS also just recently released their linux subsystem for windows, geared for developers - really makes you think

[Anonymous No.9730227]

>>9730137
"windows dev tools are a million times better."

No real dev would say this. I wouldnt go that far in the other direction either, fuck off normi/fanboy

[Anonymous No.9730261]

>>9730220
> vscode is for markup/scripting
ok retarded or trolling whatever i don't care

[Anonymous No.9730264]

>>9729743
what dis?

[Anonymous No.9730269]

>>9730137
>what is gcc
it's like you retards have zero idea what you're talking about

[Anonymous No.9730372]

>>9730269
i'm talking about IDEs, not compilers. who gives a fuck what compiler you're using as long as it meets the standard.

[Anonymous No.9730435]

>>9730372
an IDE is just a text editor that comes with a built in compiler, how can you even remotely look at one without the other.

[Anonymous No.9730477]

>>9729779
Basically this. Every single one of my best results only trades every few days at most though, so latency is a nonissue

The dedicated server runs on ubuntu if it makes you autists feel better

[Anonymous No.9730514]

>>9730435
when people develop, the develop for windows because that's where 99% of users are.
When businesses develop, what do they use??? windows obviously. who the fuck spends all their time tweaking their compiler? you could develop for years and not know or care what compiler you're using.
linux IDEs are poorly maintained with no features and no users. windows IDEs actually have millions of users and businesses using them.

[Anonymous No.9730518]

>>9729743
Excuse my 40 IQ reading comprehension. You made 30% in 3 months ? Or 30% a day/week for some time ?

[Anonymous No.9730595]

>>9730514
every single state of the art IDE is built by jetbrains these days, and they run on any OS.

>who the fuck spends all their time tweaking their compiler
literally only compiler developers. No end user actually makes changes to a compiler.

>when people develop, the develop for windows because that's where 99% of users are
you don't appear to realize the software world is not only making video games.

[Anonymous No.9730658]

>>9730595

ayy mate jetbrains codes bloated pieces of shit. No decent programmer uses that atrocious memory hogging bitch.

[Anonymous No.9730671]

>>9730658
Yeah the whole world develops on visual studio, eclipse and customized emacs.

I wish I was living in 2004 too.

[Anonymous No.9730682]

>>9729927
>>9729950
>>9730137
If a script is supposed to run for more than 100 hours I would seriously advise against using windows.

Unless OP is running Windows Server 2016 or something.

[Anonymous No.9730692]

>>9730518
30% gains in 3 months, so after a year i would have 2.85x my initial

[Anonymous No.9730700]

>>9730682
See >>9730477

[Anonymous No.9730713]

>>9730692
>so after a year i would have 2.85x my initial
Congrats on losing to buy and hodl

[Anonymous No.9730732]

>>9730700
Noice.

>>9729743
>Most gains were +34% with a sharpe ratio of 2.8 in 3 months
>My favorite is +30% with a sharpe ratio of 4.0
If this is legit, can you share an wallet or something with your gains?
I'm sure people will take note once they actually see shit growing.

[Anonymous No.9730760]

>>9730137
>windows dev tools better
You're literally of Indian descent.

[Anonymous No.9730772]

>>9730713
>march 2, 2018
>at 11,464
>june 2, 2018
>at 7695

Buy and hodl indeed

[Anonymous No.9730836]

>>9730732
I would if i had any gains, but i havent gone live yet. My plan is to do a live backtest (as opposed to historical backtest) for a few months and see if my results are similar

My concern is that the optimizations for the last three months may be crap for the next three months

On the plus side, at +30% every three months, i would have 2 mil after 7 years using only an inital investment of 600 tether

[Anonymous No.9730869]

>>9730836
Are you doing HFT?
Are you accounting for the liquidity of the market for the traders it allegedly executes?
Are you accounting for fees?

stop typing like reddit

[Anonymous No.9730910]

>>9729743
Anon, do you have a method of contacting you? I was trying to make an exchange in solidity, but hit some brick walls because sometimes I'm a brainlet.

[Anonymous No.9730912]

>>9730869
Im a filthy phoneposter, sorry. It looks less like a block of text this way

Its not HFT, and yes, my backtesting accounts for the liquidity/order book size

GDAX doesnt have any maker fees, but ill admit i havent accounted for fees that may be associated with the coin itself (my understanding is coin transfers incur a fee themselves?)

[Anonymous No.9731035]

>>9730912
>GDAX doesnt have any maker fees
Are you accounting for fill rates you fucking retard?

[Anonymous No.9731078]

This guy outperforms AIEVE

[Anonymous No.9731103]

>muh bot
>muh back testing
fuck off, this isnt special

[Anonymous No.9731112]

>>9729743
>have been having stability issues with the connection to the exchange
I solved this for my both by having three different computers retrieve two different sources for the same data and upload from each three to a postgresql instance on the bot computer. CPU load is up but latency is not much worse than direct to the exchange, certainly well under a second

[Anonymous No.9731143]

>>9729743
brainlet bot to be honest

[Anonymous No.9731174]

>>9730910
honestly? My coding is pretty pajeet tier in terms of "done the right way", and networking is probably my biggest weakness. The easy part is placing and matching orders

I would recommend designing the structure on paper first, and going from there

[Anonymous No.9731204]

>>9731035
>fill rates
The idea is to limit buy at market price

[Anonymous No.9731266]

>>9731204
lmao the absolute state of /biz/
If you're not hitting a hidden/iceberg order instantly executed limit order pays the taker fee

[Anonymous No.9731270]

>>9729743
The fuck are you doing fourier analysis on?

[Anonymous No.9731489]

>>9729927
imagine being this delusional

[reluctant kneepad girl No.9731567]

>>9730137
everyone moving to mac

[Anonymous No.9731583]

>>9731489
>wait about 3.5 hours to make a trade
>tick closer
>tiiiccckk cclloosseerrrrrrr
>tttiiiccckkk CLICK!!
>Time to upgrade your Windows! See you tomorrow morning

[Anonymous No.9732328]

>>9730137
>windows dev tools are a million times better.
wew, maybe if you are a pajeet and you program only in C#, the development toolchain on Linux is way better that's why windows made a compatibility layer for running Linux to compete and attract more developers. No serious programmer would program on a machine whoms source code is unavailable

[Anonymous No.9732431]

>>9730514
wew, you sound like a true brainlet that knows barely how the technology industry works. Windows only dominates on the desktop, every other serious platform is using linux or other unix based systems you retard. Supercomputers, data centers, web servers, embedded systems, NASA, IOT, etc.
Windows is only a platform to target if you make pathetic client side software like video games, anti viruses and creative suites. Windows is pathetic and pajeet tier when it comes to serious stuff, it's way too restricted and only has limited use. Fuck off underage computer science freshman