doc: support strategy

README.md

@@ -197,6 +197,8 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
 - `bollgrid` strategy implements a basic grid strategy with the built-in bollinger
   indicator [bollgrid](pkg/strategy/bollgrid)
 - `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid)
+- `support` strategy implements the fixed price band grid strategy [support](pkg/strategy/support). See
+  [document](./doc/strategy/support.md).
 - `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash)
 
 To run these built-in strategies, just modify the config file to make the configuration suitable for you, for example if

config/support.yaml

@@ -57,6 +57,7 @@ exchangeStrategies:
     symbol: LINKUSDT
     interval: 1m
     minVolume: 1_000
+    movingAverageWindow: 99
 
     scaleQuantity:
       byVolume:

doc/strategy/support.md

@@ -0,0 +1,33 @@
+### 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.  
+- `movingAverageWindow`
+    - The MA window to filter out noises, e.g., 99. The support higher than the MA is seen as invalid
+- `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.
+
+
+#### Examples
+
+See [support.yaml](../../config/support.yaml)