How to make online trading decisions in one-way trading when only the range of prices in the future is known beforehand? This paper applies Savage’s mini-max regret criterion and proposes a method of compet-itive difference analysis ( CDA) ． The CDA introduces an imaginary adversary who controls the price se-quences，thus transforming the original one-person decision-making problem into a two-person zero-sum game． Compared with the widely used method of competitive ratio analysis ( CＲA) which depends heavily on prior in-tuition，the CDA can directly obtain the optimal online trading strategy and all the possible worst-case scenari-os for the trader via backward induction． In addition，numerical experiments show that the online algorithm based on CDA can save calculation time and that it outperforms the online algorithm based on CＲA when sol-ving revenue-maximization problems because it is less conservative．