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cointradingdsl

This is an old revision of the document!


Resources

  • Info on each exchange
    • inventory
    • time series/trend for X time
    • commission/overhead

Basic Trading Strategy

Buy at B1 or below.

Sell at S1 or above.

The exchange will implement this for you.

Ratcheting

  1. Maintain inventory of m1 bitcoins
  2. if trending down, sell
  3. 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
 buy(m1-i)
end

if i > m1
 sell(i-m1)
end
cointradingdsl.1309482029.txt.gz · Last modified: 2016/06/25 11:25 (external edit)