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cointradingdsl [2011/06/30 17:35] donpdonp created |
cointradingdsl [2016/06/25 11:25] (current) |
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+ | === Resources === | ||
+ | * Info on each exchange | ||
+ | * inventory | ||
+ | * time series/ | ||
+ | * commission/ | ||
=== Basic Trading Strategy === | === Basic Trading Strategy === | ||
Line 7: | Line 12: | ||
Sell at S1 or above. | Sell at S1 or above. | ||
- | The exchange | + | The exchange |
=== Ratcheting === | === Ratcheting === | ||
- | - Buy at the current price | + | - Maintain inventory of m1 bitcoins |
- | - | + | - if trending down, sell |
+ | - if trending up, buy | ||
< | < | ||
- | 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 | ||
+ | |||
+ | </ | ||
+ | |||
+ | === Inventory Maintenance === | ||
+ | |||
+ | independent process | ||
+ | < | ||
+ | i = mtgox_inventory | ||
+ | if i < m1 | ||
+ | | ||
+ | end | ||
+ | |||
+ | if i > m1 | ||
+ | | ||
+ | end | ||
</ | </ |