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Re:Show HN: Pytrader – trade cryoptocurrencies automatically... by n_mca on Saturday March 26, 2016 @05:56PM (#11367642)
Hm, not really convinced by the "just classify buy/hold/sell based on an n-lookback" strategy -> Maybe read Ernie Chan's book on algo-trading, or use a more traditional method trying to predict volatility instead of movement.
Re:Show HN: Pytrader – trade cryoptocurrencies automatically... by ksowocki on Saturday March 26, 2016 @06:03PM (#11367663)
Thanks for the book recc. You are absolutely right that those are important metrics to feed into the system.

Note I'm not really trying to 'convince' anyone of anything. I shared this on HN was to show off a fun problem domain I've been playing with. If you're looking for an end-game, you got me: Maybe I'll pick up a collaborator or two and get to profitability faster that way. Worst case, I get some resume fodder and an anecdote about machine learning to share at my next cocktail party. Best case: Eventually when cryptocurrencies are everywhere, long after this repo mints it's first millionaire, Hollywood will make a movie where I'm played by Johnny Depp. A haxxor can dream, can't I? ;)

The database model already supports the following inputs: price, volume, bid/ask spread. If a potential future contributor to this repo wanted to run a classifier or NN on this data, they could do so with significantly less time, using this repo's code.

I have a database of price, volume, bid/ask spread history for the entire poloniex index, at a minute-by-minute- granularity, for the last 2 months. I will post if there is enough interest. Vote here if interested => https://github.com/owocki/pytrader/issues

Re:Show HN: Pytrader – trade cryoptocurrencies automatically... by usmannk on Saturday March 26, 2016 @06:24PM (#11367729)
I would love to be able to see that data, if you don't mind.
Re:Show HN: Pytrader – trade cryoptocurrencies automatically... by ksowocki on Saturday March 26, 2016 @06:30PM (#11367763)
Please comment on this thread and I will notify you when it is posted. https://github.com/owocki/pytrader/issues/2