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cointradingdsl [2011/07/01 01:00] donpdonp
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 +=== 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
 +
 +
 +<code>
 +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
 +
 +</code>
 +
 +=== Inventory Maintenance ===
 +
 +independent process
 +<code>
 +i = mtgox_inventory
 +if i < m1
 + buy(m1-i)
 +end
 +
 +if i > m1
 + sell(i-m1)
 +end
 +</code>
cointradingdsl.txt · Last modified: 2024/01/31 04:08 by 127.0.0.1