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ctubio / Krypto-trading-bot

Self-hosted crypto trading bot (automated high frequency market making) written in C++
https://127.0.0.1:3000
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Feature idea: Autotune #738

Open bdbabiak opened 6 years ago

bdbabiak commented 6 years ago

If one looks at the percent profitability on the UI: %-asset-profit and %-currency-profit, The %-asset-profit represent the change in our total asset value. If our money went up 100% (%-currency-profit) but our %-asset-profit were zero, that means the value of the asset doubled, meaning the total amount of the asset we could acquire has not changed. As such, the %-asset-profit is the difference between our strategy and buy and hold. The %-currency-profit may be up or down, but the %-asset-profit is beating a buy and hold reference strategy the more positive it is.

If %-asset-profit is always 0 or positive, then the bot is handly beating buy and hold. By playing with settings, it was easy to do this. I would like to make an autotune button that does this automatically with a genetic algorithm.

Maximizing the %-asset-profit (the difference between our strategy and buy and hold) would be our fitness measurement in a genetic algorithm.

The bot could then autotune to the market on a schedule, like every three weeks.

Camille92 commented 6 years ago

That would be awesome!

mistacoda commented 6 years ago

we could merge it into separate tool https://github.com/ctubio/Krypto-trading-bot/issues/796

what you think @bdbabiak ?

halessi commented 5 years ago

Was any progress ever made on this?

bdbabiak commented 5 years ago

No, I wandered off to other projects right now. But I'll be back. But I would have to add Binance first to make it worth my while.