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bollmaker: upgrade bollmaker exits methods
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@ -17,7 +17,7 @@ backtest:
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# see here for more details
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# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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startTime: "2022-01-01"
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endTime: "2022-05-12"
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endTime: "2022-07-18"
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sessions:
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- binance
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symbols:
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@ -133,28 +133,24 @@ exchangeStrategies:
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# buyBelowNeutralSMA: when this set, it will only place buy order when the current price is below the SMA line.
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buyBelowNeutralSMA: false
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# Set up your stop order, this is optional
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# sometimes the stop order might decrease your total profit.
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# you can setup multiple stop,
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stops:
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# use trailing stop order
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- trailingStop:
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# callbackRate: when the price reaches -1% from the previous highest, we trigger the stop
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callbackRate: 5.1%
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exits:
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# closePosition is how much position do you want to close
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closePosition: 20%
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# roiTakeProfit is used to force taking profit by percentage of the position ROI (currently the price change)
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# force to take the profit ROI exceeded the percentage.
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- roiTakeProfit:
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percentage: 3%
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# minProfit is how much profit you want to take.
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# if you set this option, your stop will only be triggered above the average cost.
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minProfit: 5%
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- protectiveStopLoss:
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activationRatio: 1%
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stopLossRatio: 0.2%
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placeStopOrder: false
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# interval is the time interval for checking your stop
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interval: 1m
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# virtual means we don't place a a REAL stop order
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# when virtual is on
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# the strategy won't place a REAL stop order, instead if watches the close price,
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# and if the condition matches, it submits a market order to close your position.
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virtual: true
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- protectiveStopLoss:
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activationRatio: 2%
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stopLossRatio: 1%
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placeStopOrder: false
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- protectiveStopLoss:
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activationRatio: 5%
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stopLossRatio: 3%
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placeStopOrder: false
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@ -56,8 +56,7 @@ type Strategy struct {
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// Symbol is the market symbol you want to trade
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Symbol string `json:"symbol"`
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// Interval is how long do you want to update your order price and quantity
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Interval types.Interval `json:"interval"`
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types.IntervalWindow
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bbgo.QuantityOrAmount
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