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cointradingdsl [2011/06/30 17:53]
donpdonp
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 ===
Line 17: Line 22:
  
 <code> <code>
-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
  
 +</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.1309481608.txt.gz ยท Last modified: 2016/06/25 11:25 (external edit)