diff --git a/README.md b/README.md index bb54ec542..f7cb4ba9e 100644 --- a/README.md +++ b/README.md @@ -312,7 +312,9 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat indicator [bollgrid](pkg/strategy/bollgrid) - `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid). See [document](./doc/strategy/grid.md). -- `support` strategy implements the fixed price band grid strategy [support](pkg/strategy/support). See +- `supertrend` strategy uses Supertrend indicator as trend, and DEMA indicator as noise filter [supertrend](pkg/strategy/supertrend). See + [document](./doc/strategy/supertrend.md). +- `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) diff --git a/config/supertrend.yaml b/config/supertrend.yaml index c3636b1fb..e763a3ef7 100644 --- a/config/supertrend.yaml +++ b/config/supertrend.yaml @@ -36,7 +36,7 @@ exchangeStrategies: interval: 1h # leverage is the leverage of the orders - leverage: 1 + leverage: 1.0 # fastDEMAWindow and slowDEMAWindow are for filtering super trend noise fastDEMAWindow: 144 diff --git a/doc/strategy/supertrend.md b/doc/strategy/supertrend.md new file mode 100644 index 000000000..71c1a39f2 --- /dev/null +++ b/doc/strategy/supertrend.md @@ -0,0 +1,29 @@ +### Supertrend Strategy + +This strategy uses Supertrend indicator as trend, and DEMA indicator as noise filter. +This strategy needs margin enabled in order to submit short orders, but you can use `leverage` parameter to limit your risk. + + +#### Parameters + +- `symbol` + - The trading pair symbol, e.g., `BTCUSDT`, `ETHUSDT` +- `interval` + - The K-line interval, e.g., `5m`, `1h` +- `leverage` + - The leverage of the orders. +- `fastDEMAWindow` + - The MA window of the fast DEMA. +- `slowDEMAWindow` + - The MA window of the slow DEMA. +- `superTrend` + - Supertrend indicator for deciding current trend. + - `averageTrueRangeWindow` + - The MA window of the ATR indicator used by Supertrend. + - `averageTrueRangeMultiplier` + - Multiplier for calculating upper and lower bond prices, the higher, the stronger the trends are, but also makes it less sensitive. + + +#### Examples + +See [supertrend.yaml](../../config/supertrend.yaml) \ No newline at end of file