Ventures of an ex indie game developer

Altcoin time symmetry

One odd thing that you'll bump into eventually when building a cryptocurrency trading bot is that different coins have different optimal trading intervals, i.e. time duration of candles in a candle stick chart, for any given algorithm. Here some coins from Binance.



This chart shows my backtesting profit over four months in different coins. A couple of things are interesting to note here. Some coins, such as Ontology and Icon, has relatively small variation at different time intervals, while others, such as Stellar, varies greatly.

Statistically, Stellar has high volatility and is fairly predictable even on short time intervals (during market hausse). This is excellent news as we want to be as time-invariant as possible (i.e. we always want to make money, no matter what direction the current trend is moving).

I would also suggest to grab the one with the shorter time periods if profit is close. So if you're considering trading in Ethereum Classic, you should base your trades on 5 minute intervals instead of 30 minute intervals, as that should be more profitable in times (as these) of reduced volatility, even though the profit is lower in the backtesting.


Intuitively, I had expected near linear correlation between different time periods, so this came as a surprise to me. I've run in to number of surpises such as this one. Mathematical intuitions go out the window when working with alchemy (as Newton could have told you).

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Gothenburg, Sweden