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May 31st, 2019
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  1. define seq(a, b) a
  2.  
  3. strategy basic-difference
  4.   minimum-change = 5.0e-4 <- slider(1.0e-4, 1.0e-3, 5.0e-5),
  5.   scale = 200 <- slider(1, 500)
  6.   last-value = 0
  7.   history ->
  8.     let new-value = history[0],
  9.         last-value = seq(last-value, last-value <- new-value),
  10.         delta = abs(new-value - last-value) in
  11.       if delta > minimum-change then
  12.         if last-value > new-value
  13.         then sell(scale * delta)
  14.         else buy(scale * delta)
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