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cointradingdsl

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
cointradingdsl.txt · Last modified: 2016/06/25 11:25 (external edit)