A new strategy called NibblerStrat should be created. The strategy will encompass buying during signals of varying strengths and then selling at predetermined price thresholds, thereby guaranteeing a profit.
Signals should be aligned with TrendDetector to exclude false-positives for noisy signal. While the nature of the algorithm requires that it be run at high frequency, thresholds can vary where high-strength signals can wait for larger price movements. Thresholds could be implemented in a fibonacci sequence starting from 0.01 or 0.1 up to 10 or so. With multiple thresholds, multiple instances can be run to trade multiple asset-pairs at once reaping from volatility. Maybe the object should be called Reaper...
A new strategy called
NibblerStrat
should be created. The strategy will encompass buying during signals of varying strengths and then selling at predetermined price thresholds, thereby guaranteeing a profit.Signals should be aligned with
TrendDetector
to exclude false-positives for noisy signal. While the nature of the algorithm requires that it be run at high frequency, thresholds can vary where high-strength signals can wait for larger price movements. Thresholds could be implemented in a fibonacci sequence starting from 0.01 or 0.1 up to 10 or so. With multiple thresholds, multiple instances can be run to trade multiple asset-pairs at once reaping from volatility. Maybe the object should be calledReaper
...