bbgo/doc/strategy/support.md

50 lines
2.0 KiB
Markdown

### Support Strategy
This strategy uses K-lines with high volume as support and buys the target asset, then takes profit at specified price.
#### Parameters
- `symbol`
- The trading pair symbol, e.g., `BTCUSDT`, `ETHUSDT`
- `quantity`
- Quantity per order
- `interval`
- The K-line interval, e.g., `5m`, `1h`
- `minVolume`
- The threshold, e.g., `1000000`, `5000000`. A K-line with volume larger than this is seen as a support, and
triggers a market buy order.
- `triggerMovingAverage`
- The MA window in the current K-line interval to filter out noises. The closed price must be below this MA to
trigger the buy order.
- `interval`
- The K-line interval, e.g., `5m`, `1h`
- `window`
- The MA window in the specified K-line interval to filter out noises.
- `longTermMovingAverage`
- The MA window in a longer K-line interval. The closed price must be above this MA to trigger the buy order.
- `interval`
- The K-line interval, e.g., `5m`, `1h`
- `window`
- The MA window in the specified K-line interval to filter out noises.
- `maxBaseAssetBalance`
- Maximum quantity of the target asset. Orders will not be submitted if the current balance reaches this threshold.
- `minQuoteAssetBalance`
- Minimum quantity of the quote asset. Orders will not be submitted if the current balance reaches this threshold.
- `targets`
- `profitPercentage`
- Take profit ratio, e.g., 0.01 means taking profit when the price rises 1%.
- `quantityPercentage`
- The position ratio to take profit, e.g., 0.5 means selling 50% of the original buy order position when takes
profit.
- `trailingStopTarget`
- Use trailing stop to take profit
- `callbackRatio`
- Callback ratio of the trailing stop
- `minimumProfitPercentage`
- The minimum profit ratio of the trailing stop. The trailing stop is triggered when the profit is higher than the minimum.
#### Examples
See [support.yaml](../../config/support.yaml)