strategy: supertrend strategy doc

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Andy Cheng 2022-05-30 17:02:20 +08:00
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@ -312,7 +312,9 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
indicator [bollgrid](pkg/strategy/bollgrid) indicator [bollgrid](pkg/strategy/bollgrid)
- `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid). See - `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid). See
[document](./doc/strategy/grid.md). [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). [document](./doc/strategy/support.md).
- `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash) - `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash)

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@ -36,7 +36,7 @@ exchangeStrategies:
interval: 1h interval: 1h
# leverage is the leverage of the orders # leverage is the leverage of the orders
leverage: 1 leverage: 1.0
# fastDEMAWindow and slowDEMAWindow are for filtering super trend noise # fastDEMAWindow and slowDEMAWindow are for filtering super trend noise
fastDEMAWindow: 144 fastDEMAWindow: 144

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### 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)