strategy: supertrend strategy doc

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)
 

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

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)