search

camerongivler / bitcoin-utils

Bitcoin Utilities
MIT License
0 stars 1 forks source link

Implement algorithm to bring goal back down to earth #6

Open camerongivler opened 6 years ago

camerongivler commented 6 years ago

If I have a really big trade in 1 direction, then goal will be small in the other direction. If I make that small trade, then I'll need another really big trade in the first direction, which may take forever. Would be useful to have a time-based algorithm to bring goal closer to 0. Might lose money on the first trade in favor of a lot more arbitrage going forward.

Once this is done, we can remove the hard lower limit of cutoff/4 for arbitrage.

camerongivler commented 6 years ago

runningAverage +- cutoff/4 now the min/max goal. May not need anything more than that, so we're going in the ice bucket for now.