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