strategy/linregmaker: default value of spread

config/linregmaker.yaml

@@ -27,7 +27,7 @@ backtest:
       makerCommission: 10  # 0.15%
       takerCommission: 15  # 0.15%
       balances:
-        BTC: 10.0
+        BTC: 2.0
         USDT: 10000.0
 
 exchangeStrategies:
@@ -70,7 +70,6 @@ exchangeStrategies:
 
     # spread
     spread: 0.1%
-
     # dynamicSpread
     dynamicSpread:
       amplitude: # delete other scaling strategy if this is defined
@@ -96,7 +95,7 @@ exchangeStrategies:
               # when in up band, holds 0.05 by maximum
               range: [ 0.001, 0.002 ]
 
-    maxExposurePosition: 10
+    #maxExposurePosition: 10
     DynamicExposure:
       bollBandExposure:
         interval: "1h"
@@ -142,3 +141,8 @@ exchangeStrategies:
                 # when in down band, holds 1.0 by maximum
                 # when in up band, holds 0.05 by maximum
                 range: [ 0, 0.1 ]
+
+    exits:
+      # roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
+      - roiStopLoss:
+          percentage: 20%

pkg/strategy/linregmaker/strategy.go

@@ -89,8 +89,7 @@ type Strategy struct {
 	// For ask orders, the ask price is ((bestAsk + bestBid) / 2 * (1.0 + spread))
 	// For bid orders, the bid price is ((bestAsk + bestBid) / 2 * (1.0 - spread))
 	// Spread can be set by percentage or floating number. e.g., 0.1% or 0.001
-	// TODO: if nil?
-	Spread fixedpoint.Value `json:"spread,omitempty"`
+	Spread fixedpoint.Value `json:"spread"`
 
 	// BidSpread overrides the spread setting, this spread will be used for the buy order
 	BidSpread fixedpoint.Value `json:"bidSpread,omitempty"`
@@ -104,8 +103,7 @@ type Strategy struct {
 
 	// MaxExposurePosition is the maximum position you can hold
 	// 10 means you can hold 10 ETH long/short position by maximum
-	// TODO: if nil?
-	MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition,omitempty"`
+	MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`
 
 	// DynamicExposure is used to define the exposure position range with the given percentage.
 	// When DynamicExposure is set, your MaxExposurePosition will be calculated dynamically
@@ -429,6 +427,11 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		s.useTickerPrice = true
 	}
 
+	// Default spread
+	if s.Spread == fixedpoint.Zero {
+		s.Spread = fixedpoint.NewFromFloat(0.001)
+	}
+
 	// StrategyController
 	s.Status = types.StrategyStatusRunning
 	s.OnSuspend(func() {