>we don't know if the actual bitcoin exchange would fill their orders at the same prices This is the problem with many simulated trading algorithm "success" st

>we don't know if the actual bitcoin exchange would fill their orders at the same prices This is the problem with many simulated trading algorithm "success" stories. No one actually knows the effect that the simulated trades would have on the real market, or how others trading against the algorithm would react to these trades. The numbers may be somewhat close to reality if the simulated trades are very small in relation to the trading volume for the asset. However, Bitcoin markets are small to begin with, which probably makes the results in this paper unreliable.