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December 22, 2015 01:14
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Ticker showed long runs at the same last trading price. The volume of these trades is also consistent, | |
but is probably just the behaviour of the honest bot. | |
Strategy: | |
1. Identify long runs of same last price in ticker. | |
2. Identify who is trading at the these long runs. (open orders and traders against open orders) | |
3. Which direction are they trading? | |
4. Identify consecutive runs. | |
5. Who is trading buy/sell across rising consecutive runs? | |
6. Who is trading sell/buy across sinking consecutive runs? | |
7. Maximum successful trader is our culprit. | |
8. Cheat! After each test, try the next possible result (with a restart), assuming there are red herrings. |
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