We decided to go for the easiest approach: not buying nor selling when we don't see a clear gain in that instance. This will reduce risks to a high extent and, if we are able to buy and sell, there would be a constant increase in the PnL (although slow). However, we are aware that if we take this strategy, there is a high chance of not being able to conduct correctly any buy or sell request, since the resources run out fast. One particular solution could be using the "ORDER_TYPE_LIMIT", which we had no time to implement.
In fact, we have tried quite a lot of strategies. In some cases, we could assure that we are able to buy and sell by increasing the price when bidding and reducing the price when asking (between an acceptable range considering the obtained gain), but it leads to a deeper decrease in the PnL. We are aware that this happens mainly because our buy-sell strategy is not the most adequate one, but it could be an indicator .
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