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strategy/supertrend: fix exit methods problem
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@ -39,9 +39,9 @@ exchangeStrategies:
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interval: 5m
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interval: 5m
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# ATR window used by Supertrend
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# ATR window used by Supertrend
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window: 49
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window: 39
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# ATR Multiplier for calculating super trend prices, the higher, the stronger the trends are
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# ATR Multiplier for calculating super trend prices, the higher, the stronger the trends are
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supertrendMultiplier: 4
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supertrendMultiplier: 4.1
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# leverage is the leverage of the orders
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# leverage is the leverage of the orders
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leverage: 1.0
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leverage: 1.0
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@ -73,8 +73,34 @@ exchangeStrategies:
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exits:
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exits:
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# roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
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# roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
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- roiStopLoss:
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- roiStopLoss:
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percentage: 4%
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percentage: 4.5%
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- protectiveStopLoss:
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- protectiveStopLoss:
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activationRatio: 3%
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activationRatio: 3%
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stopLossRatio: 2%
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stopLossRatio: 2%
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placeStopOrder: false
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placeStopOrder: false
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- trailingStop:
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callbackRate: 3%
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#activationRatio: 20%
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minProfit: 10%
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interval: 1m
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side: buy
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closePosition: 100%
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- trailingStop:
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callbackRate: 3%
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#activationRatio: 20%
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minProfit: 10%
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interval: 1m
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side: sell
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closePosition: 100%
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- protectiveStopLoss:
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activationRatio: 4%
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stopLossRatio: 2%
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placeStopOrder: false
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- protectiveStopLoss:
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activationRatio: 6%
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stopLossRatio: 3%
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placeStopOrder: false
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- protectiveStopLoss:
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activationRatio: 10%
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stopLossRatio: 8%
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placeStopOrder: false
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@ -113,6 +113,8 @@ func (s *Strategy) Validate() error {
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.LinearRegression.Interval})
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.LinearRegression.Interval})
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s.ExitMethods.SetAndSubscribe(session, s)
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}
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}
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// Position control
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// Position control
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