cointradingdsl
Differences
This shows you the differences between two versions of the page.
| Previous revision | |||
| — | cointradingdsl [2024/01/31 04:08] (current) – external edit 127.0.0.1 | ||
|---|---|---|---|
| Line 1: | Line 1: | ||
| + | === Resources === | ||
| + | * Info on each exchange | ||
| + | * inventory | ||
| + | * time series/ | ||
| + | * commission/ | ||
| + | === 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 | ||
| + | | ||
| + | end | ||
| + | |||
| + | if i > m1 | ||
| + | | ||
| + | end | ||
| + | </ | ||