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PoorRican / tradr

Modular automated trading system focused on marginal trades. Comes with batteries such as simulation.
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Nibbler strategy #71

Open PoorRican opened 1 year ago

PoorRican commented 1 year ago

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...

PoorRican commented 1 year ago

Strategy could also be adapted to place short life limit orders. This would require a larger sum of capital than the other strategies.