Issue with Future and Crypto Spot data

anshul96go

Hi

Is there some issue with the futures and other cryptocurrency data? I have built some strategies for Cryptofutures competition using (i) futures data; (ii) other Crypto spot data but they are showing OS of zero. Could you please confirm that as I have multiple strategies in the pipeline using the same dataset?

support

@anshul96go Hi, no, there are no issues we are aware at the moment.

Could you tell which strategies show an OOS Sharpe of zero? We can see on the leaderboard that you made several submissions since 2 days. In this case the OOS Sharpe is zero because there not enough data points for making the computation.

Which strategies are using futures data, and which are using spot data?

anshul96go

@support

Please find the details below:
(I) ML v1.0: Only BTC Futures Data
(ii) othercrypto_open,othercrypto_close,othercrypto_high,othercrypto_low: Used other cryptocurrency spot data (didn't use BTC spot data)
(iii)btc_othercrypto_close,btc_othercrypto_open,btc_othercrypto_high,btc_othercrypto_low: used btc and other crypto currency spot data
(iv) futures_open,futures_high,futures_low,futures_close: futures data

There are others too which include either crypto spot data or futures data. Please have a look as there are many strategies in the pipeline waiting to be submitted.

support

@anshul96go Hello, sorry, there are many issues here:

(I) ML v1.0 cannot use only BTC Futures Data, as it was submitted on May 16th, and we replaced the BTC Futures with the BTC spot. In the code it is still called "cryptofutures", but it is not a futures anymore.

More material:

https://quantiacs.com/community/topic/55/trading-bitcoin-on-weekends

(II) are you using other cryptos (other than BTC) as external indicators? That is ok. But we are not running any contest which uses spot cryptos other than the BTC one. Are you submitting code which trades other cryptos? There is no contest for them right now. Rules are summarized here:

https://quantiacs.com/contest

(III) related to (II), are you trading other cryptos or using them as indicators?

(IV) these also we do not understand, you say that they are trading futures, but they are tagged as "cryptofutures" in the leaderboard. Are you selecting the "futures" contest at submission time?

Regards

support

@anshul96go

I also see zeros in the output of your strategies. Seems, your strategy does not trade during the out of sample.

You can inspect the output in the logs (button "download weights")

anshul96go

@support Hey

I am trading cryptofutures in each case but I am using other datapoints (cryptocurrency spot, futures) as indicators. Can you tell if there is something I am missing because I am gonna submit the majority of my strategies of same kind.

@admin Yup, that's the issue. I am not sure why it is not trading. I want to know if there is something wrong with the data I used or the way I used data?

support

@anshul96go For supporting in this case, there are two options:

you post here a snippet of code you can make public;
you mail us at info@quantiacs.com a sample code you can share with us so that we can help.

We cannot help you otherwise.

anshul96go

@support Thanks, mailing you!