cointradingdsl
Differences
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| Both sides previous revisionPrevious revisionNext revision | Previous revision | ||
| cointradingdsl [2011/07/01 00:53] – donpdonp | 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 === | === Basic Trading Strategy === | ||
| Line 7: | Line 12: | ||
| Sell at S1 or above. | Sell at S1 or above. | ||
| - | The exchange | + | The exchange |
| === Ratcheting === | === Ratcheting === | ||
| Line 17: | Line 22: | ||
| < | < | ||
| - | m1 = 1 | + | m1 = 1.0 |
| t = price_trend_over_last_minutes(5) | t = price_trend_over_last_minutes(5) | ||
| if t < 0 | if t < 0 | ||
| + | m1 -= (m1*0.05) | ||
| end | end | ||
| if t > 0 | if t > 0 | ||
| + | m1 += (m1*0.05) | ||
| end | end | ||
| + | </ | ||
| + | |||
| + | === Inventory Maintenance === | ||
| + | |||
| + | independent process | ||
| + | < | ||
| + | i = mtgox_inventory | ||
| + | if i < m1 | ||
| + | | ||
| + | end | ||
| + | |||
| + | if i > m1 | ||
| + | | ||
| + | end | ||
| </ | </ | ||
cointradingdsl.1309481608.txt.gz · Last modified: 2024/01/31 04:08 (external edit)