Post
Topic
Board Speculation
Re: Bitcoinica's Order Types
by
stochastic
on 22/02/2012, 03:24:00 UTC
My trailing-stop-sell has gone up in target price by $0.1385 since yesterday. The trailing stop has gone up 6.925% since yesterday. Based on the entry price of $4.33712/$4.40606, for that increase to be correct, we would have had to have hit a price point of $4.63747/4.71118 at some point in the past day. We have never come anywhere near $4.60 during this time frame, and in fact we've pretty much been down from the starting point since I entered the trailing stop. Thus, I have to conclude that as I noted earlier, trailing stops are not working properly and should be avoided until Zhoutong fixes the problem.


Your calculation is different than Bitcoinica's because it seems Bitcoinica does on a pip per pip change and you are calculating by the percentage pip change.

Since you were doing a Trailing Stop sell yours calculation was:

4.33712 * .006925 = 0.3003456

0.3003456 + 4.33712 = 4.637466

But on Bitcoinica it would really be based only on the pip movement of the Sell side.

For example, I followed the 4 changes in my Trailing stop (on the sell side).  Over the course of ~10 minutes it changed,

4.2439 to 4.2496 to 4.2498 to 4.2499

The sell bid changed:

4.33257 to 4.33825 to 4.33829 to 4.33854

If we take the difference between the bid price and the trailing stop orders we get:

0.08867, 0.08865, 0.08849, 0.08864,