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+--- Thread: Upcoming Strategy Competition: win 0.1 BTC! (/thread-57748.html)
Upcoming Strategy Competition: win 0.1 BTC! - askmike - 10-31-2018
EDIT2:
(11-21-2018, 12:58 PM)askmike Wrote: All the accepted strategies are now running live on Gekko Plus. Visit the leaderboard here:
https://app.gekkoplus.com/
If yours is not there AND I did not email you please get in touch with me
[EDIT]
Submissions are now closed. Thanks everyone for your submissions! In the next few days the contest will start!
[/EDIT]
As part of Gekko Plus I'll be hosting a strategy competition! In a nutshell:
- Everyone can upload strategies they created themselves (and never shared online) to Gekko Plus.
- They will stay your strategies, I won't share them with anyone else. You give me the right to run the strategy in simulations (backtests & paper traders)
- I will run all participating strategies for 25 days.
- Their results are shown in realtime in a leaderboard
- At the end of contest the creator of the strategy will win 0.1 BTC.
After the contest I'd like to keep using all strategies (but you are in control, you can delete them at any time and they are clearly marked as created by you) for the Gekko Plus platform: They will only be used for simulations but as soon as a Gekko Plus member wants to run the strategy with real funds, they can do so through the platform (not able to download it) - if they do you will get paid for this.
You can find all details here: https://app.gekkoplus.com/contest
Quote:Everyone can now sign up and submit their strategy!
Signup here: https://app.gekkoplus.com/signup
RE: Upcoming Strategy Competition: win 0.1 BTC! - Gryphon - 11-05-2018
I like this idea... not least because it will give me some idea how good/bad my results are compared to others!
A question on the scoring - are strategies across all the markets judged on absolute profit, or will you factor in the markets performance over that time? As an exaggerated example, would a strategy that returned 100% profit in a market that moved 200% be scored higher than a strategy that returned 50% in a market that moved -20%?
RE: Upcoming Strategy Competition: win 0.1 BTC! - askmike - 11-06-2018
Everyone can now sign up and submit their strategy!
Signup here: https://app.gekkoplus.com/signup
Quote:A question on the scoring - are strategies across all the markets judged on absolute profit, or will you factor in the markets performance over that time? As an exaggerated example, would a strategy that returned 100% profit in a market that moved 200% be scored higher than a strategy that returned 50% in a market that moved -20%?
I have thought long about this, initially I wanted to have a scoring system that weighs multiple factors such as:
- raw profit
- raw profit over market (alpha)
- results not correlated to market (beta)
- low risk
- minimum market exposure (time)
But in the end I figured that even though I could publish the formula before hand not everyone would understand it. I want to take Gekko strategies towards datascience and statistics. For example I love the contest rules from quantopian: https://www.quantopian.com/contest
If I did something like that I don't think people would like the strategy a lot: not all participants would understand the scoring and at the end a strategy would win that wasn't the most profitable one. So instead I went for something much more simple: best performance wins. Before we can get people to worry about other things than simply profit I need to get people to the Gekko Plus platform!
RE: Upcoming Strategy Competition: win 0.1 BTC! - Gryphon - 11-06-2018
That's fair enough, I get your reasoning. Just makes the competition as much about market performance as it does the strategy.
Not sure if here is the right place to ask - I've uploaded a strategy just as a test and:
Firstly, is there any way to delete the strategy yet?
On the upload page, it wouldn't accept a strategy name with either underscores or spaces, and gives the error "Symbol In Username". Took me a few attempts to work out what it was complaining about.
Lastly, there wasn't an obvious way to specify history size
- Will the strategies in the competition seed with historical data, or so they just have to start on the 15th and accumulate it?
- Can you add historySize to the parameters data?
I'm not meaning to be critical - I think this is great!
RE: Upcoming Strategy Competition: win 0.1 BTC! - askmike - 11-06-2018
Great questions! I wasn't expecting this kind of details questions just yet, but i am happy you asked!
Quote:Firstly, is there any way to delete the strategy yet?
I didn't expect people would want to do this after 2 days haha. I will add a delete button in the next few days. If you are really not comfortable email me and I'll delete it manually.
Quote:On the upload page, it wouldn't accept a strategy name with either underscores or spaces, and gives the error "Symbol In Username". Took me a few attempts to work out what it was complaining about.
I will adjust the validation to allow: spaces and some characters (dashes, underscores, etc), I'll also improve the message so it doesn't talk about user name anymore.
EDIT: I have changed it to this regex: regexr.com/42jdp anything that matches that will be valid. Also the messages have been updated and are also applied when you type.
Quote: - Will the strategies in the competition seed with historical data, or so they just have to start on the 15th and accumulate it?
Quote: - Can you add historySize to the parameters data?
Yes you can, or you can alternatively set it in the strategy itself. For all submissions that don't have this specified: I was thinking of preseeding all strategies with a month of market data. I think that should cover the requirements of 99% of all strategies.
RE: Upcoming Strategy Competition: win 0.1 BTC! - mark.sch - 11-06-2018
Hi Mike,
great idea to start a strategy competition, of course valuable for Gekko Plus but also for the whole Gekko ecosystem. I have some strategies for potential participation, with deeper investigations to handle the problems of latest sideway and bear trends:
http://cloud.think5.de/gekko/backtests/
Unfortunately they won't run with stock Gekko because they rely on added features and unmerged pull requests. Probably I am not the only one with customized core features. Or there are others who want to share strategy buy/sell signals but not the whole source code of their strategies.
What about a tiny Gekko plugin that calls a REST service url on every candle and gets a result to buy, sell or do nothing. So every open source Gekko could expose their strategy advices by servicing a RESTful api (to Gekko Plus). What do you think?
RE: Upcoming Strategy Competition: win 0.1 BTC! - askmike - 11-07-2018
Quote:Unfortunately they won't run with stock Gekko because they rely on added features and unmerged pull requests. Probably I am not the only one with customized core features. Or there are others who want to share strategy buy/sell signals but not the whole source code of their strategies.
It does kind of depend on the changes. If your strategy deals with data coming from a modified Gekko that other strategies don't have access too (for example orderbook data, smaller candles than 1 a minute) I don't think it would be fair to submit those. Since your strategy would have access to data other strategies don't have.
If your strategy simply uses a bunch of helpers to calculate orther things and such. If you can architect your code in a way that your "strategy" loads all those files inside your strategy and it runs in a stock version of Gekko that's totally fine (in that case zip all the files together before uploading).
Quote:What about a tiny Gekko plugin that calls a REST service url on every candle and gets a result to buy, sell or do nothing. So every open source Gekko could expose their strategy advices by servicing a RESTful api (to Gekko Plus). What do you think?
i'm very open to a lot of things in the long run, but for now I want to keep things simple, especially with the following contest. There are a few reasons why your proposal might have some issues:
- The idea with Gekko strategies AND the contest is that people can trust me (or the Gekko Plus platform) that the strategies will perform the same tomorrow as they do today (besides what the market is doing). If there is a rest service I am pulling data out of I can't verify this, also I can't backtest unlimited (gekko plus has a massive cloud infrastructure that can run a lot of backtests in parallel).
- I also can't verify if it's actually a gekko strategy (which is the point of the platform).
- What if your rest api goes down?
- The purpose of the contest is to connect with strategy creators and gather their strategies. After the contest I will offer these strategies to gekko plus users (and the strategy creator will get paid). If there is a rest api giving the advice, there is no point in the platform really.
RE: Upcoming Strategy Competition: win 0.1 BTC! - Gryphon - 11-07-2018
Quote: Wrote:I didn't expect people would want to do this after 2 days haha. I will add a delete button in the next few days. If you are really not comfortable email me and I'll delete it manually.
Oops! I'd have thought that would be pretty good assumption too. Always someone who has to be awkward. I just wanted to test the process and I had half a hope that any strategy uploaded would have the option to start paper trading so I could run gekko plus against my vps gekko and compare behavior.
I'm in no hurry to delete it, but it might embarrass me if it gets into the competition!
Everything else sounds good. 1 month preseed should be more than enough.
Are there any plans along the lines of displaying messages from the strategy on the UI? From the stratNotification event or something? Always nice to have a bit more info about what state the strategy is in.
RE: Upcoming Strategy Competition: win 0.1 BTC! - askmike - 11-07-2018
Quote:Are there any plans along the lines of displaying messages from the strategy on the UI? From the stratNotification event or something? Always nice to have a bit more info about what state the strategy is in.
This won't hit gekko plus for a while, it will first get introduced to open gekko (after the new UI hits open Gekko).
Quote:Oops! I'd have thought that would be pretty good assumption too. Always someone who has to be awkward. I just wanted to test the process and I had half a hope that any strategy uploaded would have the option to start paper trading so I could run gekko plus against my vps gekko and compare behavior.
Note that Gekko Plus won't be a free service. You can upload your strategies for free and during the contest everything will be free. i might at some point make paper trading free. But all functionality (like running backtests, live traders, etc) will only be available for paid members. I have spend spend a long time working on this full time, and I do need to eat and pay rent
but it will run on open gekko which will stay free (and open source) forever.If you have a VPS and don't mind managing a Gekko installation there won't be a lot of extra value from using Gekko Plus, think of it as an easy VPS option that comes with strategies, historical data, etc.
RE: Upcoming Strategy Competition: win 0.1 BTC! - rkingy - 11-09-2018
(10-31-2018, 09:36 AM)askmike Wrote: As part of Gekko Plus I'll be hosting a strategy competition! In a nutshell:
- Everyone can upload strategies they created themselves (and never shared online) to Gekko Plus.
- They will stay your strategies, I won't share them with anyone else. You give me the right to run the strategy in simulations (backtests & paper traders)
- I will run all participating strategies for 25 days.
- Their results are shown in realtime in a leaderboard
- At the end of contest the creator of the strategy will win 0.1 BTC.
After the contest I'd like to keep using all strategies (but you are in control, you can delete them at any time and they are clearly marked as created by you) for the Gekko Plus platform: They will only be used for simulations but as soon as a Gekko Plus member wants to run the strategy with real funds, they can do so through the platform (not able to download it) - if they do you will get paid for this.
You can find all details here: https://app.gekkoplus.com/contest
Quote:Everyone can now sign up and submit their strategy!
Signup here: https://app.gekkoplus.com/signup
Hi Mike, I just submitted my strategy to the competition.. a couple of questions.
1. There wasn't an option to set the warmup / required history size on the upload form. My strategy requires 1000 candles of back data to prime the moving averages etc.. what can we do?
2. Will you start the strategies on an appropriates min past the hour? As you know strategies give back different results when running at different mins past the hour. On my version of Gekko I've built a work around so no matter when I start the strat it always adjusts the run time.. say if I start it at 10:32 it will adjust it to 10:35 for a 5 min strategy.
Cheers,
Richard.