Recent content by Piet_Pompies

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    Predictive Models for Crypto using Machine Learning

    I wrote a little bot (based on back testing and machine learngin identifying the most predictive parameters) and it is doing the trades for me and I am happy with it. Started with $100 and now at $190 since Oct 2023. Here is what it is based on for trading ONLY DYDX on Binance. 1) 1 Minute data...
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    Predictive Models for Crypto using Machine Learning

    Yeah I agree, the exchanges know how to make money. My opinion is that the 10% drops and gains in alt-coins are just exchanges making money from people leveraging 10x or more. Checking open interest is also a useful indicator and can help with identifying which way these big changes should go.
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    Predictive Models for Crypto using Machine Learning

    ML and doing back testing yielded the following system that I am testing with an auto trading bot: 1) I only buy and sell DYDX on Binance. 2) Use 1 Minute data. 3) Set RSI to 180. 4) Setup 2 EMAs. EMA 20 and EMA 40. 5) Use Donchian Channels for 60min MIN and MAX. Setup for entries/buys: A)...
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    Predictive Models for Crypto using Machine Learning

    Sure if it is 1.2% 100% of the time. 1 week testing is too short. It can all be wiped out with a -30% day.
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    Predictive Models for Crypto using Machine Learning

    I hear you. It depends though. If I get 0.2% p/d instead of 1.2% in the next 2 weeks then some sort of Fintech service might still be an option. Oh well, let's see. Back to coding and live testing...
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    Predictive Models for Crypto using Machine Learning

    I know right. I'll need at least 1 month of live testing to confirm this. 1 week and an uptrend won't do it. I suspect the next 2 weeks there will be some pull back in the market so it will be a good test to see how robust the system is. Still interested in some form of FinTech business startup.
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    Predictive Models for Crypto using Machine Learning

    I have now played around with the ML and also completed a script to automate trades. Initial testing shows an average of 1.2% profit per day in the last week. Some room for improvement. My question is, what if I want to commercialise this? Does anybody have experience?
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    Predictive Models for Crypto using Machine Learning

    The AAVE model looks decent. The 1st blue line represents predicted entries. The red line is the exit signal. The stats on the figure are as follows: 1) Matthews correlation coefficient (zero is random, > zero is better than random, 1 is perfect) 2) PPV 3) Sensitivity Plan is to put in $50...
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    Predictive Models for Crypto using Machine Learning

    Stop loss was activated, lost 2%.
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    Predictive Models for Crypto using Machine Learning

    I completed a few trades to test out the system.
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    Predictive Models for Crypto using Machine Learning

    Some of the models suggested SOL would be a good chance for a profit within 24h so I got some last night. Let's see where the predicted stop kicks in.
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    Predictive Models for Crypto using Machine Learning

    A downturn within 24hrs is predicted by the latest models. AAVE: Scores on the left represent PPV/Precision (top) and sensitivity (bottom) for prediction on the verification set (28 days/672hours).
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    Predictive Models for Crypto using Machine Learning

    Changed the eval_metric, added additional parameters and changed the accuracy measurement. AAVE: I am happy with these models, I will invest $50 in the next predicted upswing after the pull back.
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    Predictive Models for Crypto using Machine Learning

    The most likely option can be that the verification set was just too small and just happens to contain simpler patterns that are picked up by ML. Here is ETC with a longer verificaton set.
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    Predictive Models for Crypto using Machine Learning

    We will see if it is a failure. No it does not set off red flags. All it means is that the ML could successfully predict 95% of future downtrends in a specific verification dataset. That does not imply that those patterns will translate to future time points. That verification dateset was 1...
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