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bollmaker: adjust default skew parameter

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This commit is contained in:
c9s 2022-01-09 22:37:27 +08:00
parent b98777afe4
commit bba4e86fdf
1 changed files with 4 additions and 4 deletions
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8
pkg/strategy/bollmaker/strategy.go
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@ -364,19 +364,19 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}
if s.StrongUptrendSkew == 0 {
s.StrongUptrendSkew = fixedpoint.NewFromFloat(1.0 / 5.0)
s.StrongUptrendSkew = fixedpoint.NewFromFloat(1.0 / 2.0)
}
if s.StrongDowntrendSkew == 0 {
s.StrongDowntrendSkew = fixedpoint.NewFromFloat(5.0)
s.StrongDowntrendSkew = fixedpoint.NewFromFloat(2.0)
}
if s.UptrendSkew == 0 {
s.UptrendSkew = fixedpoint.NewFromFloat(1.0 / 2.0)
s.UptrendSkew = fixedpoint.NewFromFloat(1.0 / 1.2)
}
if s.DowntrendSkew == 0 {
s.DowntrendSkew = fixedpoint.NewFromFloat(2.0)
s.DowntrendSkew = fixedpoint.NewFromFloat(1.2)
}
// initial required information