bbgo_origin/doc/strategy/supertrend.md

51 lines
1.7 KiB
Markdown
Raw Normal View History

2022-05-30 09:02:20 +00:00
### Supertrend Strategy
This strategy uses Supertrend indicator as trend, and DEMA indicator as noise filter.
2022-05-31 07:46:55 +00:00
Supertrend strategy needs margin enabled in order to submit short orders, and you can use `leverage` parameter to limit your risk.
**Please note, using leverage higher than 1 is highly risky.**
2022-05-30 09:02:20 +00:00
#### Parameters
- `symbol`
- The trading pair symbol, e.g., `BTCUSDT`, `ETHUSDT`
- `interval`
- The K-line interval, e.g., `5m`, `1h`
- `leverage`
- The leverage of the orders.
- `fastDEMAWindow`
- The MA window of the fast DEMA.
- `slowDEMAWindow`
- The MA window of the slow DEMA.
- `superTrend`
- Supertrend indicator for deciding current trend.
- `averageTrueRangeWindow`
- The MA window of the ATR indicator used by Supertrend.
- `averageTrueRangeMultiplier`
- Multiplier for calculating upper and lower bond prices, the higher, the stronger the trends are, but also makes it less sensitive.
2022-07-06 02:49:50 +00:00
- `linearRegression`
- Use linear regression as trend confirmation
- `interval`
- Time interval of linear regression
- `window`
- Window of linear regression
- `takeProfitAtrMultiplier`
2022-05-31 04:53:14 +00:00
- TP according to ATR multiple, 0 to disable this.
- `stopLossByTriggeringK`
2022-07-06 02:49:50 +00:00
- Set SL price to the low/high of the triggering Kline.
- `stopByReversedSupertrend`
- TP/SL by reversed supertrend signal.
- `stopByReversedDema`
- TP/SL by reversed DEMA signal.
- `stopByReversedLinGre`
- TP/SL by reversed linear regression signal.
- `exits`
- Exit methods to TP/SL
2022-07-06 06:27:50 +00:00
- `roiStopLoss`
- The stop loss percentage of the position ROI (currently the price change)
- `percentage`
2022-05-30 09:02:20 +00:00
#### Examples
See [supertrend.yaml](../../config/supertrend.yaml)