Differences

This shows you the differences between two versions of the page.

--- cointradingdsl [2011/07/01 00:35] – created donpdonp
+++ cointradingdsl [2011/07/01 01:00] – donpdonp
@@ Line 1: / Line 1: @@
+=== Resources ===
+  * Info on each exchange
+    * inventory
+    * time series/trend for X time
+    * commission/overhead
 === Basic Trading Strategy ===
@@ Line 7: / Line 12: @@
 Sell at S1 or above.
-The exchange will implement this for you.
+The exchange implements this already.
 === Ratcheting ===
-  - Buy at the current price
+  - Maintain inventory of m1 bitcoins
-  -
+  - if trending down, sell
+  - if trending up, buy
 <code>
-x1 = 1
+m1 = 1.0
-buy_at_or_below(x1)
+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>