Upcoming Strategy Competition: win 0.1 BTC!
#41
Yeah, too easy to make it number overload. Possibly an option to expand the results and show all the detail?

Totally wrong place to suggest it, but while we're on the topic a short backtest history with the results and toml config etc for the last 5 or so backtests would be excellent Smile
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#42
Quote:Yeah, too easy to make it number overload. Possibly an option to expand the results and show all the detail?

Yes I'm thinking about this as well, or maybe an "expert view" or something. But I only see that as a last resort since it's not the best UX (I'm discussing this with the UX / visual designer that designed the new interface).
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#43
(12-01-2018, 08:17 AM)askmike Wrote:
Quote:Yeah, too easy to make it number overload. Possibly an option to expand the results and show all the detail?

Yes I'm thinking about this as well, or maybe an "expert view" or something. But I only see that as a last resort since it's not the best UX (I'm discussing this with the UX / visual designer that designed the new interface).



i know wrong place, but that sound promising. in the current layout expanding view seems to be the smoothest integration in the right "window" where the market/exchange/performance and stats are. this could open to a bigger "window" with more info
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#44
So I'm looking over the results of the contest and I noticed something strange:

The "IWannaBeRich-Private" strategy seems to have made a profit even though it is listed to have lost 1.57%.


.png   Screen Shot 2018-12-12 at 5.50.39 PM.png (Size: 60.12 KB / Downloads: 18)


.png   Screen Shot 2018-12-12 at 5.48.21 PM.png (Size: 63.49 KB / Downloads: 16)

Am I calculating the numbers correctly?  

I didn't submit this strategy but I was looking to make a video analyzing the results and came across this oddity.

Update: I noticed this strategy started off with a buy first. I think most strategies were defaulted to sell first. Maybe that's the reason why things are not adding up?
If it isn't crypto, it isn't worth mining, it isn't worth speculating.
https://www.youtube.com/c/crypto49er
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#45
I just uploaded my video about the Gekko Plus Strategy Contest. If you want to know which strategy had the largest winning trade, you should check out the video.

https://youtu.be/qUz8Pg2f_7I

As for the issue where the numbers doesn't seem to add up for "IWannaBeRich-Private" strategy, it doesn't matter too much. It is a profitable strategy during the contest period, but it failed to beat the winner, so it was correct to take home second place.
If it isn't crypto, it isn't worth mining, it isn't worth speculating.
https://www.youtube.com/c/crypto49er
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#46
The contest is over, here is a report of what happened: https://medium.com/@gekkoplus/results-of...0dd5e34f68
But definitely also watch the video of @crypto49er as it goes even more in depth.

@crypto49er

Woow awesome video man, I will share this in the Gekko telegram as well Smile

I love your deep dive with additional ways of looking at the performance of a strategy!

Controversy: you are 100% right regarding alpha and profit. I realized this a few days into the contest. When I planned out the contest the markets were flat and nothing was happening, I thought at the time that using profit or alpha as a metric would both be fine. And profit is something everybody understands (and desires). As such I decided (in November) to use the profit metric to determine the winner. In the end I made the decision to NOT change the rules midway through the contest by switching the deciding metric to alpha, because that would be unfair as well.

I see this contest as a great experiment, I think in a lot of ways it was a great success but there are also some thing we can improve next time (such as not relying on profit).

About the potential miscalculations

My first guess would be: the strategies in the contest started out with 1 asset (in the case of "IWannaBeRich-Private" 1 BTC). Meaning that the actual loss of the first roundtrip is NOT sell price minus buy price. But sell price minus price at start of contest (which was higher, eg. more was lost than is shown in the roundtrip list). Since the first buy of the first roundtrip didn't actually buy anything since the bot already had 1 BTC and 0 asset (unless there was a sell before, but there appears to not be one here).

But I haven't done an extensive analysis here, some more context so we can all figure this out: Just before the contest I had to change some minor things in the Gekko backtest engine that was needed by Gekko Plus and how it is running these strategies. ALL changes are merged into Gekko on github (most changes are in this PR: https://github.com/askmike/gekko/pull/2667) and are now part of both the Gekko develop branch and the latest stable release.

All strategies found in the contest are run by the same Gekko you can find on Github. The output of the backtests can be found as JSON files here: https://app.gekkoplus.com/data/bots/IWan...ivate.json (or replace "IWannaBeRich-Private" with another bot you want to see exact numbers of). Those files are raw outputs of a Gekko backtest, that means that if some numbers don't add up correctly this is a bug in Gekko as well.

I will go through these files and numbers myself as well very soon! While I can't give you access to the strategies submitted by other users, you should be able to reproduce the same strange behaviour by running a backtest of any strategy with stock Gekko.
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#47
Mike,

Thanks for the compliments on the video. Much appreciated.

Based on the output from the json file for "IWannaBeRich-Private", the first roundtrip was based on the sell price minus buy price. If it was sell price minus price at start of the contest (assuming the buy advice was ignored since we started in a long position), the strategy would have lost even more money and wouldn't look as good as it does.

But I think Gekko Plus should use sell price minus price when the bot starts as I imagine some Gekko Plus users will start off in long positions and sell price minus buy price is incorrect as there won't be any currency to execute the trade. But this is moot if in live trades, that buy advice is ignored as Gekko considers the user's portfolio already exposed (that's my understanding of how things work in the current version of trader.js).

On a separate note, It is good to see in the json file it records the Linux time so you can see the bot ran to completion w/o issue. It doesn't completely address the "black box" issue I mentioned in the video where some strategies after actively trading for the first week of the competition stops completely (and worse, stops after issuing a buy order, so it ends up holding a bag as the market went downhill) because even though we know the bot is working, we don't have enough info on why the strategy stop the way it did. Maybe there should be a comment section for the strategy creators to give some information about why their strategy performed the way it did during the contest. This will give some insight without having the strategy creators give away the "secret sauce" of their strategies.
If it isn't crypto, it isn't worth mining, it isn't worth speculating.
https://www.youtube.com/c/crypto49er
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