cointradingdsl
Differences
This shows you the differences between two versions of the page.
Previous revision | |||
— | 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 === | ||
+ | |||
+ | |||
+ | Buy at B1 or below. | ||
+ | |||
+ | Sell at S1 or above. | ||
+ | |||
+ | The exchange implements this already. | ||
+ | |||
+ | === Ratcheting === | ||
+ | |||
+ | - Maintain inventory of m1 bitcoins | ||
+ | - if trending down, sell | ||
+ | - 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 | ||
+ | | ||
+ | end | ||
+ | |||
+ | if i > m1 | ||
+ | | ||
+ | end | ||
+ | </ |