aido / aidoatp Goto Github PK

Tried everything, there's no .java in home directory
The entries in com.apple.java.util.prefs.plist are empty
Don't know where else to look, can you add an option for the config file to be inside same dir?

Disregard Below - I looked at the code and now understand the SMA tick and Short EMA and Long EMA relationship and how to get the desired results.

Since no parameters exist for EMA in Aido-ATP, I'm assuming that the equation is using max tick age for 'period' in order to calculate the exponent weight.

I'd like EMA to be more configurable. Such, that an EMA max age could be configured to experiment with resulting different exponential weighting.

I thought of a request that might be more useful. Exchange lag-based polling interval scaling.

If one has a trading tactic that assumes certain velocity and all of the sudden effective polling interval changes from an average of 30 seconds to 1.5 minutes, one could argue that the resulting indicators could be skewed to an extent that undermines the intent and effectiveness of the rules and ticker parameters defined.

So, I'd propose that the Polling Interval parameter be scaled in real time based on ticker lag. When MtGox is low lag, no scale, when lag, scale the polling interval inversely.

Just a thought and likely something I will attempt to do on my own.

2013-05-15 20:25:21,501 : ERROR: Caught unexpected exception, shutting down MtGox trend following trading agent now!. Details are listed below.
si.mazi.rescu.HttpException: Status code 502; first body line:
at si.mazi.rescu.HttpTemplate.checkHttpStatusCode(HttpTemplate.java:217)
at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:182)
at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:93)
at si.mazi.rescu.RestInvocationHandler.invokeHttp(RestInvocationHandler.java:59)
at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java:54)
at com.sun.proxy.$Proxy9.getAccountInfo(Unknown Source)
at com.xeiam.xchange.mtgox.v1.service.account.MtGoxPollingAccountService.getAccountInfo(MtGoxPollingAccountService.java:75)
at org.aido.atp.AccountManager.refreshAccounts(AccountManager.java:121)
at org.aido.atp.AccountManager.getBalance(AccountManager.java:105)
at org.aido.atp.TrendTradingAgent.evalBid(TrendTradingAgent.java:480)
at org.aido.atp.TrendTradingAgent.run(TrendTradingAgent.java:346)
at java.lang.Thread.run(Thread.java:722)

Hi,

having spent a bit of time around algo trading platforms I am keen to take a look at your framework and see how I could contribute long term. I cloned the master branch from your github repository, however it is not building in eclpise as a number of the imports were missing (quickly corrected), some packages are not resolvable (he import org.aido.atp.ATPMtGoxExchange cannot be resolved) as well as a number of packages mismatches (The declared package "org.aido.atp" does not match the expected package "org.aido.atp.polling").

I could go round a manually fix everything up but seems i might have misses a step:

Here is what I did
install java 7 and added to eclpise
Switch to the Git Repository Exploring perspective in Eclipse.
Clone a Git Repository and type the URI https://github.com/aido/AidoATP.git
right-click the repository and select Import Maven Projects.... `

any points would be very helpful.

Regards

Douggie

BTC-E is giving a error. invalid nonce parameter.

2013-06-15 19:12:11,596 : ERROR: Caught unexpected exception, shutting down BTC-e trend following trading agent now!. Details are listed below.
org.codehaus.commons.compiler.CompileException: Line 0, Column 0: Unexpected token "End-Of-File" in primary

What are some recommended values? please add to the readme.

I am not a Java guy so please forgive me if I am missing something simple, but when trying to run -jar aidoatp.jar --clear-config=true

I get:

Exception in thread "main" java.lang.UnsupportedClassVersionError: org/aido/atp/Application : Unsupported major.minor version 51.0
at java.lang.ClassLoader.defineClass1(Native Method)
at java.lang.ClassLoader.defineClass(ClassLoader.java:634)
at java.security.SecureClassLoader.defineClass(SecureClassLoader.java:142)
at java.net.URLClassLoader.defineClass(URLClassLoader.java:277)
at java.net.URLClassLoader.access$000(URLClassLoader.java:73)
at java.net.URLClassLoader$1.run(URLClassLoader.java:212)
at java.security.AccessController.doPrivileged(Native Method)
at java.net.URLClassLoader.findClass(URLClassLoader.java:205)
at java.lang.ClassLoader.loadClass(ClassLoader.java:321)
at sun.misc.Launcher$AppClassLoader.loadClass(Launcher.java:294)
at java.lang.ClassLoader.loadClass(ClassLoader.java:266)
Could not find the main class: org/aido/atp/Application. Program will exit.

I also get the same error when I clone the repo and try to build it using netbeans

Hi,

I use OSX 10.8.3 and Java version:
java version "1.7.0_21"
Java(TM) SE Runtime Environment (build 1.7.0_21-b12)
Java HotSpot(TM) 64-Bit Server VM (build 23.21-b01, mixed mode)

I put the MtGoxApiKey and MtGoxSecretKey correctly on config but when start console show:

2013-06-06 00:11:38,156 : Aido ATP has started successfully
2013-06-06 00:11:38,156 : Entering simulation mode. Trades will not be executed.
2013-06-06 00:11:38,156 : Using trend following to decide some trades.
2013-06-06 00:11:38,762 : Connecting to MtGox Exchange
2013-06-06 00:11:39,551 : WARNING: Testing connection to exchange MtGox
Exception in thread "Thread-3" com.xeiam.xchange.ExchangeException: Error calling getAccountInfo(): Identification required to access private API
at com.xeiam.xchange.mtgox.v2.service.polling.MtGoxPollingAccountService.getAccountInfo(MtGoxPollingAccountService.java:89)
at org.aido.atp.AccountManager.refreshAccounts(AccountManager.java:121)
at org.aido.atp.AccountManager.run(AccountManager.java:101)
at java.lang.Thread.run(Thread.java:722)

and log show:

2013-06-06 00:11:38,156 : INFO org.aido.atp.Application [main] - Aido ATP has started successfully
2013-06-06 00:11:38,156 : INFO org.aido.atp.Application [main] - Entering simulation mode. Trades will not be executed.
2013-06-06 00:11:38,156 : INFO org.aido.atp.Application [main] - Using trend following to decide some trades.
2013-06-06 00:11:38,156 : DEBUG org.aido.atp.ATPMtGoxExchange [Thread-2] - MtGox API Key: _API Key_
2013-06-06 00:11:38,157 : DEBUG org.aido.atp.ATPMtGoxExchange [Thread-2] - MtGox Secret Key: _Secret Key_*
2013-06-06 00:11:38,762 : INFO org.aido.atp.ATPMtGoxExchange [Thread-2] - Connecting to MtGox Exchange
2013-06-06 00:11:39,551 : WARN org.aido.atp.AccountManager [Thread-2] - WARNING: Testing connection to exchange MtGox

Tried to run the program Live, got this error

2013-05-07 00:06:41,313 : ERROR: Caught unexpected exception, shutting down Bitstamp trend following trading agent now!. Details are listed below. com.xeiam.xchange.NotAvailableFromExchangeException: Placing market orders not supported by Bitstamp API. at com.xeiam.xchange.bitstamp.service.trade.polling.BitstampPollingTradeService.placeMarketOrder(BitstampPollingTradeService.java:78) at org.aido.atp.TrendTradingAgent.marketOrder(TrendTradingAgent.java:554) at org.aido.atp.TrendTradingAgent.evalAsk(TrendTradingAgent.java:432) at org.aido.atp.TrendTradingAgent.run(TrendTradingAgent.java:344) at java.lang.Thread.run(Thread.java:722)

2013-05-29 19:53:58,018 : BTC-eTrend following trade agent is attempting to sell BTC 0.00718285 of BTC 0.15981844 available
2013-05-29 19:53:58,018 : ERROR: Caught unexpected exception, shutting down BTC-e trend following trading agent now!. Details are listed below.
java.lang.UnsupportedOperationException: Market orders not supported by BTCE API.
at com.xeiam.xchange.btce.service.polling.BTCEPollingTradeService.placeMarketOrder(BTCEPollingTradeService.java:70)
at org.aido.atp.TrendTradingAgent.marketOrder(TrendTradingAgent.java:568)
at org.aido.atp.TrendTradingAgent.evalAsk(TrendTradingAgent.java:439)
at org.aido.atp.TrendTradingAgent.run(TrendTradingAgent.java:344)
at java.lang.Thread.run(Thread.java:722)

2013-05-16 17:40:38,773 : DEBUG org.aido.atp.ArbitrageEngine [Thread-5] - MtGox Arbitrage profit after fee: 5.900000000000002E-4
2013-05-16 17:40:38,773 : INFO org.aido.atp.ArbitrageEngine [Thread-5] - Arbitrage Engine cannot find a profitable opportunity on MtGox at this time.
2013-05-16 17:41:39,397 : DEBUG org.aido.atp.ArbitrageEngine [Thread-7] - MtGox Arbitrage profit after fee: 5.900000000000002E-4
2013-05-16 17:41:39,397 : INFO org.aido.atp.ArbitrageEngine [Thread-7] - Arbitrage Engine cannot find a profitable opportunity on MtGox at this time.
2013-05-16 17:42:40,120 : DEBUG org.aido.atp.ArbitrageEngine [Thread-9] - MtGox Arbitrage profit after fee: 3.0000000000000512E-5

its showing profits looking like them above - strange.
But it looks positive why is no trade made?

Hi,

I understood the MACD thing but I dont' know how to do this here. Could you explan this more precise?

regards

Show amount of profit you would have made eg. subtract value of all currencies from total value of currencies that you have now.