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Steem dollar could be converted to steem via market and then you can transfer that to your bittrex wallet and later exchanged for btc. For steem power, it takes 13 weeks to fully covert that into steem so it is not as liquid as steem or steem dollar. Please dont transfer to polenix as it is unavailable now.

All you have to do is go to bittrex and look up steem. You van convert steem dollars directly to btc. It tells you how to do it on bittrex when you click on deposit. Don't worry too much and just read it ionce your in the bittrex page.

Steem Dollars is your payments. You can convert it to Steem and transfer to an exchange to get bitcoins for example. The price is a little bit less than Steem.
Steem Power is the "combustive" of your account. Don't power it down!
Steem is the main cryptocurrency. You can convert it to the other 2.