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readme: add the built-in strategy table

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@ -90,6 +90,38 @@ the implementation.
![bbgo backtest report](assets/screenshots/backtest-report.jpg)
## Built-in Strategies
| strategy | description | type | backtest support |
|-------------|-----------------------------------------------------------------------------------------------------------------------------------------|------------|------------------|
| grid | the first generation grid strategy, it provides more flexibility, but you need to prepare inventories | maker | |
| grid2 | the second generation grid strategy, it can convert your quote asset into a grid, supports base+quote mode | maker | |
| bollgrid | strategy implements a basic grid strategy with the built-in bollinger indicator | maker | |
| xmaker | cross exchange market making strategy, it hedges your inventory risk on the other side | maker | no |
| xnav | this strategy helps you record the current net asset value | | |
| xalign | this strategy aligns your balance position automatically | | |
| xfunding | a funding rate fee strategy | | |
| autoborrow | this strategy uses margin to borrow assets, to help you keep the minimal balance | tool | no |
| pivotshort | this strategy finds the pivot low and entry the trade when the price breaks the previous low | long/short | |
| schedule | this strategy buy/sell with a fixed quantity periodically, you can use this as a single DCA, or to refill the fee asset like BNB. | tool |
| irr | this strategy opens the position based on the predicated return rate | long/short | |
| bollmaker | this strategy holds a long-term long/short position, places maker orders on both side, uses bollinger band to control the position size | maker | |
| wall | this strategy creates wall (large amount order) on the order book | | |
| scmaker | this market making strategy is desgiend for stable coin markets, like USDC/USDT | | |
| drift | | long/short | |
| rsicross | this strategy opens a long position when the fast rsi cross over the slow rsi, this is a demo strategy for using the v2 indicator | long/short | |
| marketcap | this strategy implements a strategy that rebalances the portfolio based on the market capitalization | rebalance | no |
| supertrend | this strategy uses DEMA and Supertrend indicator to open the long/short position | long/short | |
| trendtrader | this strategy opens long/short position based on the trendline breakout | | |
| elliottwave | | | |
| ewoDgtrd | | | |
| fixedmaker | | | |
| factoryzoo | | | |
| fmaker | | | |
| linregmaker | a linear regression based market maker | | |
## Supported Exchanges
- Binance Spot Exchange (and binance.us)
@ -234,7 +266,8 @@ bbgo pnl --exchange binance --asset BTC --since "2019-01-01"
### Synchronize System Time With Binance
BBGO provides the script for UNIX systems/subsystems to synchronize date with Binance. `jq` and `bc` are required to be installed in previous.
BBGO provides the script for UNIX systems/subsystems to synchronize date with Binance. `jq` and `bc` are required to be
installed in previous.
To install the dependencies in Ubuntu, try the following commands:
```bash
@ -346,8 +379,6 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
- `pricealert` strategy demonstrates how to use the notification system [pricealert](pkg/strategy/pricealert). See
[document](./doc/strategy/pricealert.md).
- `xpuremaker` strategy demonstrates how to maintain the orderbook and submit maker
orders [xpuremaker](pkg/strategy/xpuremaker)
- `buyandhold` strategy demonstrates how to subscribe kline events and submit market
order [buyandhold](pkg/strategy/pricedrop)
- `bollgrid` strategy implements a basic grid strategy with the built-in bollinger
@ -360,8 +391,8 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
- `support` strategy uses K-lines with high volume as support [support](pkg/strategy/support). See
[document](./doc/strategy/support.md).
- `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash)
- `marketcap` strategy implements a strategy that rebalances the portfolio based on the
market capitalization [marketcap](pkg/strategy/marketcap). See [document](./doc/strategy/marketcap.md).
- `marketcap` strategy implements a strategy that rebalances the portfolio based on the market
capitalization [marketcap](pkg/strategy/marketcap). See [document](./doc/strategy/marketcap.md).
- `pivotshort` - shorting focused strategy.
- `irr` - return rate strategy.
- `drift` - drift strategy.