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add doc for CumulatedVolumeTakeProfit
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@ -90,8 +90,8 @@ exchangeStrategies:
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# (5) cumulatedVolumeTakeProfit is used to take profit when the cumulated quote volume from the klines exceeded a threshold
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- cumulatedVolumeTakeProfit:
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minQuoteVolume: 50_000_000
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window: 5
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minQuoteVolume: 100_000_000
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window: 2
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backtest:
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sessions:
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@ -8,6 +8,13 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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// CumulatedVolumeTakeProfit
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// This exit method cumulate the volume by N bars, if the cumulated volume exceeded a threshold, then we take profit.
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//
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// To query the historical quote volume, use the following query:
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//
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// > SELECT start_time, `interval`, quote_volume, open, close FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' ORDER BY quote_volume DESC LIMIT 20;
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//
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type CumulatedVolumeTakeProfit struct {
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types.IntervalWindow
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Ratio fixedpoint.Value `json:"ratio"`
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