Bitcoin System Trading Using Korbit API -Naver translation

http://blog.nwsoft.co.kr/221116868162
Korbit api trading Bitcoin system, using the automated trading.

A.

Automatic trading systems in the Bitcoin system of stocks or futures and options trading systems with measured results and compare the advantages and disadvantages. look Korbit google and api apps script technological frame for investment and asset management and use of the 50:50 rule of the theoretical way, Claude-Shannon and Kelly of entry into force of the 4 percent. Applied.

I.

Algorithm automatically by implementing programs for stocks or futures trading system is already widely used to trade and, in recent years. Trend, the trading robots with artificial intelligence algorithms, machine learning.

Bitcoin as a kind of investments can automate the trading transactions using A Study on the pros and cons and outcomes, and I would like to try.

R.

Using the indicators in the trading system, be many studies are carried out is about how to develop.

101 formulaic alphas being used in practice in the paper, logic is introduced.

  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2701346

M.

1.Korbit api with.

    https://apidocs.korbit.co.kr/

2. Google and minimize development time using a seat - script apps

   https://developers.google.com/apps-script/overview

   

3. 50:50 rule of the Shannon.

Cash distribution of assets and investments are always to be a 50:50 cash asset - the case of investments - the cash asset - the case of investments - is the buying, selling out. A basic logic.

4.Kelly's formula

One investment that can be obtained from dividends and loss rate, afloat and continue to find the percentage of investment that will be the maximum return on investment calculation.

    Kelly's Creterion K = (Wp - Lq)/pq (where W:win, L:defeat, p:profit q:loss )

E.

Logic on Google Sheet apps-script implemented and order has established a trigger to run once every day.

If (condition == "tradebuy") {. If (testlive) order. ; ("buy", "_ btc krw", prices bid tokens, kellyqty. *, minbtcorder constants accesstoken) 2 sheet tradelog. ; (condition, prices bid kellyqty, *, minbtcorder constants balances) ; return } else if (condition == "tradesell") {. If (testlive) order. ; ("sell", "_ btc krw", prices ask tokens, kellyqty. *, minbtcorder constants accesstoken) 2 sheet tradelog. ; (condition, prices ask kellyqty, *, minbtcorder constants balances) ; return   }

D.

Securitie company's system trading tools provided by the many features are many can't use the drug can implement limited and most simple logic that limits. to exist

In addition, secondary indicators are indicators are looking to take advantage of additional functions shall be directly should be built, so the time, effort invested a lot of algorithm is this more complicated.

On the plus side trading Bitcoin system, mainstream can continue without interruption to the 24/7 by trading securities every day compared to manually log in to deal with. Without the hassle I don't have convenient.

C.

1.About a month, automatic sale for a period of the medicine more than 20 percent of the the investment performance over.

Tradeloglive

###

#.###

###

6438500

6434500

121.23%

2 followings are of the transaction log.

At first, the percentage of invested assets continue to buying with cash assets ratio is higher than occurring, selling out.

Datetime	Cond	Price	Qty
2017-09-10 20:51:24	Tradebuy	4730000	#.###
2017-09-11 7:37:54	Tradebuy	4840500	#.###
2017-09-12 7:37:55	Tradebuy	4783000	#.###
2017-09-13 7:37:54	Tradebuy	4755500	#.###
2017-09-14 7:37:53	Tradebuy	4553500	#.###
2017-09-15 7:37:54	Tradebuy	3689000	#.###
2017-09-16 7:37:55	Tradebuy	4230000	#.###
2017-09-17 7:37:54	Tradebuy	4161000	#.###
2017-09-18 7:37:54	Tradebuy	4107000	#.###
2017-09-19 7:37:57	Tradebuy	4426000	#.###
2017-09-20 7:37:54	Tradebuy	4408500	#.###
2017-09-21 7:37:54	Tradebuy	4411000	#.###
2017-09-22 7:37:56	Tradebuy	4120500	#.###
2017-09-23 7:37:58	Tradebuy	4160500	#.###
2017-09-24 7:37:57	Tradebuy	4236500	#.###
2017-09-25 7:37:58	Tradebuy	4206000	#.###
2017-09-26 7:37:56	Tradebuy	4318500	#.###
2017-09-27 7:37:58	Tradebuy	4363500	#.###
2017-09-28 7:38:00	Tradesell	4589500	-#.###
2017-10-01 7:37:56	Notrade	4951000	0
2017-10-03 10:51:22	Tradesell	5028500	-#.###
2017-10-04 7:37:57	Notrade	4898000	0
2017-10-05 7:37:58	Notrade	4936000	0
2017-10-06 7:37:57	Notrade	5005000	0
2017-10-07 7:37:57	Notrade	5027000	0
2017-10-08 7:37:57	Notrade	5240000	0
2017-10-09 7:37:58	Tradesell	5231500	-#.###
2017-10-10 7:37:56	Notrade	5520000	0
2017-10-11 7:37:57	Notrade	5535000	0
2017-10-12 7:37:59	Notrade	5547000	0
2017-10-14 10:29:35	Tradesell	6431000	-#.###

The price of trading following period, Bitcoin 4700000 6430000 won significantly with changes in the performance of revenue in the short term seems to be shown.Think need more tracking how much you been robust in a period of falling trend.