=== Resources === * Info on each exchange * inventory * time series/trend for X time * commission/overhead === Basic Trading Strategy === Buy at B1 or below. Sell at S1 or above. The exchange implements this already. === Ratcheting === - Maintain inventory of m1 bitcoins - if trending down, sell - if trending up, buy m1 = 1.0 t = price_trend_over_last_minutes(5) if t < 0 m1 -= (m1*0.05) end if t > 0 m1 += (m1*0.05) end === Inventory Maintenance === independent process i = mtgox_inventory if i < m1 buy(m1-i) end if i > m1 sell(i-m1) end