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- define seq(a, b) a
- strategy basic-difference
- minimum-change = 5.0e-4 <- slider(1.0e-4, 1.0e-3, 5.0e-5),
- scale = 200 <- slider(1, 500)
- last-value = 0
- history ->
- let new-value = history[0],
- last-value = seq(last-value, last-value <- new-value),
- delta = abs(new-value - last-value) in
- if delta > minimum-change then
- if last-value > new-value
- then sell(scale * delta)
- else buy(scale * delta)
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