This will result in an order impossible to complete : your order will never be on top, so your pong will never be executed.
That's not true. If I set LookUp to 30 minutes or so, it can very well be that it gets executed.
I don't calculate anything. I only put the values Available/Held (if returned) in my internal structure.
Wait, so it's not possible to be on two BTC markets (e.g. EUR/BTC, LTC/BTC) or (BTC->USD and USD->BTC) at the same time because one algo will compete with the other for available BTC?