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cointradingdsl [2011/06/30 17:35]
donpdonp created
cointradingdsl [2016/06/25 11:25] (current)
Line 1: Line 1:
 +=== Resources ===
 +  * Info on each exchange
 +    * inventory 
 +    * time series/trend for X time
 +    * commission/overhead 
  
 === Basic Trading Strategy === === Basic Trading Strategy ===
Line 7: Line 12:
 Sell at S1 or above. Sell at S1 or above.
  
-The exchange will implement this for you.+The exchange implements this already.
  
 === Ratcheting === === Ratcheting ===
  
-  - Buy at the current price +  - Maintain inventory of m1 bitcoins 
-  - +  - if trending down, sell 
 +  - if trending up, buy 
  
 <code> <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> </code>
cointradingdsl.1309480513.txt.gz · Last modified: 2016/06/25 11:25 (external edit)