Predicting Bitstamp movement with Donchian channel and Bitfinex

I have been losing money trading on Bitstamp because the transaction fee is too high. It is about 0.5
% round trip (0,25% for both order maker and taker). It is about twice from Bitfinex that charge only the 0,1% for order maker and 0,2% for order taker.

However, I notice that Bitstamp is trailing Bitfinex on each major trend. For example, see the blue arrow in the chart below:

• December 1st, 09:26., Bitstamp last transaction $370.5/BTC break the 11-hours low while Bitfinex price is $1.09 lower already.
• December 2st, 15:35. Bitstamp last transaction $359.21/BTC break the 11-hours high while Bitfinex price is $0.24 higher already.

There are many break up in between and around them. But, all of them on the same direction and Bitfinex is already on the correct side of the trend. So, I wonder if I buy 1 BTC when the price break up and sell when the price break down. I will make about $9.46 profit after fee about 2,5% per capital.

If I can make 3 round trip each week, then I can make 7,5% profit each week, equivalent to 130% APR. So, I will start today with testing capital of 0,02 BTC or $7,2. This is because Bitstamp allows only minium $5 per order.

Why trade with such a low amount? I want to know if this theory works. I was on November 30th, 23:42 (the red arrow above) there is a blip high break out that does not start a trend. I will lose money, if I buy at that point and sell it several hours later with lower price.

On top of that, we still miss two important issues. First, after buying, when is the right time to sell. Some trader use "stop order" limit. So, they will hold the bitcoins during the expanding Donchian channel and when the price start falling, they sell. Second, is how to trade inside Donchian channel when the Donchian channel is narrow. This will be discussed in the next post.

In summary, buy now when you see the Bitstamp price breaking up Donchian and Bitfinex price is currently higher than Bitstamp. Sell the bitcoins later when you see the Bitstampe price is breaking low and Bitfinex price is currently lower. You might have several loses, but when your wins might offset the loses.