lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 23:05:15 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

strategy: update bollmaker config

Browse Source
This commit is contained in:
Andy Cheng 2022-05-16 13:10:48 +08:00
parent 3c094a195b
commit 686a358c6e
1 changed files with 13 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

13
config/bollmaker.yaml
View File

@ -56,6 +56,19 @@ exchangeStrategies:
# For short position, you will only place buy order below the price (= average cost * (1 - minProfitSpread)) # For short position, you will only place buy order below the price (= average cost * (1 - minProfitSpread))
minProfitSpread: 0.1% minProfitSpread: 0.1%
# EXPERIMENTAL
# Dynamic spread is an experimental feature. Use at your own risk!
# DynamicSpreadWindow enables the automatic adjustment to bid and ask spread.
# When DynamicSpreadWindow is set and is larger than 0, the spreads are calculated based on the SMA of amplitude of
# previous [DynamicSpreadWindow] K-lines. Max and min spreads limit the maximum and minimum of spreads. Set them to
# 0 to disable the limitation
#
# dynamicSpreadWindow: 1
# minAskSpread: 0.05%
# minBidSpread: 0.05%
# maxAskSpread: 1
# maxBidSpread: 1
# maxExposurePosition is the maximum position you can hold # maxExposurePosition is the maximum position you can hold
# +10 means you can hold 10 ETH long position by maximum # +10 means you can hold 10 ETH long position by maximum
# -10 means you can hold -10 ETH short position by maximum # -10 means you can hold -10 ETH short position by maximum