diff --git a/config/bollmaker.yaml b/config/bollmaker.yaml index f7a9e1b0b..50adc276e 100644 --- a/config/bollmaker.yaml +++ b/config/bollmaker.yaml @@ -63,20 +63,24 @@ exchangeStrategies: # when EMA goes up (the last > the previous), allow buy and sell # when EMA goes down (the last < the previous), disable buy, allow sell # uncomment this to enable it: - # trendEMA: interval: 1d window: 7 maxGradient: 1.5 minGradient: 1.01 - # EXPERIMENTAL - # Dynamic spread is an experimental feature. Use at your own risk! + # ================================================================== + # Dynamic spread is an experimental feature. it will override the fixed spread settings above. # - # dynamicSpread enables the automatic adjustment to bid and ask spread. - # Choose one of the scaling strategy to enable dynamicSpread: - # - amplitude: scales by K-line amplitude - # - weightedBollWidth: scales by weighted Bollinger band width (explained below) + # dynamicSpread enables the automatic adjustment to bid and ask spread. + # Choose one of the scaling strategy to enable dynamicSpread: + # - amplitude: scales by K-line amplitude + # - weightedBollWidth: scales by weighted Bollinger band width (explained below) + # ================================================================== + # + # ========================================= + # dynamicSpread with amplitude + # ========================================= # dynamicSpread: # amplitude: # delete other scaling strategy if this is defined # # window is the window of the SMAs of spreads @@ -100,6 +104,10 @@ exchangeStrategies: # # when in up band, holds 0.05 by maximum # range: [ 0.001, 0.002 ] # + # ========================================= + # dynamicSpread with weightedBollWidth + # ========================================= + # dynamicSpread: # # weightedBollWidth scales spread base on weighted Bollinger bandwidth ratio between default and neutral bands. # # # # Given the default band: moving average bd_mid, band from bd_lower to bd_upper. @@ -113,8 +121,8 @@ exchangeStrategies: # # - To ask spread, the higher neutral band get greater ratio # # - To bid spread, the lower neutral band get greater ratio # # The weighted ratio always positive, and may be greater than 1 if neutral band is wider than default band. - # weightedBollWidth: # delete other scaling strategy if this is defined # + # weightedBollWidth: # delete other scaling strategy if this is defined # # sensitivity is a factor of the weighting function: 1 / (1 + exp(-(x - bd_mid) * sensitivity / (bd_upper - bd_lower))) # # A positive number. The greater factor, the sharper weighting function. Default set to 1.0 . # sensitivity: 1.0