mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-26 08:45:16 +00:00
config: reformat config comments
This commit is contained in:
parent
a425c940fa
commit
ad6f07a40c
|
@ -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 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
|
||||
|
|
Loading…
Reference in New Issue
Block a user