bollmaker: upgrade bollmaker exits methods

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c9s 2022-07-26 11:01:03 +08:00
parent 6ae0620730
commit c3b6cb80c3
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2 changed files with 19 additions and 24 deletions

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@ -17,7 +17,7 @@ backtest:
# see here for more details
# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
startTime: "2022-01-01"
endTime: "2022-05-12"
endTime: "2022-07-18"
sessions:
- binance
symbols:
@ -133,28 +133,24 @@ exchangeStrategies:
# buyBelowNeutralSMA: when this set, it will only place buy order when the current price is below the SMA line.
buyBelowNeutralSMA: false
# Set up your stop order, this is optional
# sometimes the stop order might decrease your total profit.
# you can setup multiple stop,
stops:
# use trailing stop order
- trailingStop:
# callbackRate: when the price reaches -1% from the previous highest, we trigger the stop
callbackRate: 5.1%
exits:
# closePosition is how much position do you want to close
closePosition: 20%
# roiTakeProfit is used to force taking profit by percentage of the position ROI (currently the price change)
# force to take the profit ROI exceeded the percentage.
- roiTakeProfit:
percentage: 3%
# minProfit is how much profit you want to take.
# if you set this option, your stop will only be triggered above the average cost.
minProfit: 5%
- protectiveStopLoss:
activationRatio: 1%
stopLossRatio: 0.2%
placeStopOrder: false
# interval is the time interval for checking your stop
interval: 1m
# virtual means we don't place a a REAL stop order
# when virtual is on
# the strategy won't place a REAL stop order, instead if watches the close price,
# and if the condition matches, it submits a market order to close your position.
virtual: true
- protectiveStopLoss:
activationRatio: 2%
stopLossRatio: 1%
placeStopOrder: false
- protectiveStopLoss:
activationRatio: 5%
stopLossRatio: 3%
placeStopOrder: false

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@ -56,8 +56,7 @@ type Strategy struct {
// Symbol is the market symbol you want to trade
Symbol string `json:"symbol"`
// Interval is how long do you want to update your order price and quantity
Interval types.Interval `json:"interval"`
types.IntervalWindow
bbgo.QuantityOrAmount