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strategy/supertrend: update example config

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This commit is contained in:
Andy Cheng 2022-08-15 18:10:56 +08:00
parent f2f9e8c2bf
commit f288e47270
1 changed files with 15 additions and 26 deletions
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config/supertrend.yaml
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@ -36,12 +36,12 @@ exchangeStrategies:
symbol: BTCUSDT symbol: BTCUSDT
# interval is how long do you want to update your order price and quantity # interval is how long do you want to update your order price and quantity
interval: 5m interval: 1m
# ATR window used by Supertrend # ATR window used by Supertrend
window: 39 window: 34
# ATR Multiplier for calculating super trend prices, the higher, the stronger the trends are # ATR Multiplier for calculating super trend prices, the higher, the stronger the trends are
supertrendMultiplier: 4.1 supertrendMultiplier: 4
# leverage uses the account net value to calculate the order qty # leverage uses the account net value to calculate the order qty
leverage: 1.0 leverage: 1.0
@ -49,13 +49,13 @@ exchangeStrategies:
#quantity: 0.5 #quantity: 0.5
# fastDEMAWindow and slowDEMAWindow are for filtering super trend noise # fastDEMAWindow and slowDEMAWindow are for filtering super trend noise
fastDEMAWindow: 144 fastDEMAWindow: 40
slowDEMAWindow: 169 slowDEMAWindow: 49
# Use linear regression as trend confirmation # Use linear regression as trend confirmation
linearRegression: linearRegression:
interval: 5m interval: 1m
window: 80 window: 74
# TP according to ATR multiple, 0 to disable this # TP according to ATR multiple, 0 to disable this
TakeProfitAtrMultiplier: 0 TakeProfitAtrMultiplier: 0
@ -77,28 +77,17 @@ exchangeStrategies:
- roiStopLoss: - roiStopLoss:
percentage: 4.5% percentage: 4.5%
- protectiveStopLoss: - protectiveStopLoss:
activationRatio: 4% activationRatio: 3%
stopLossRatio: 2% stopLossRatio: 2.5%
placeStopOrder: false placeStopOrder: false
- protectiveStopLoss: - protectiveStopLoss:
activationRatio: 6% activationRatio: 7%
stopLossRatio: 3% stopLossRatio: 3.5%
placeStopOrder: false
- protectiveStopLoss:
activationRatio: 10%
stopLossRatio: 8%
placeStopOrder: false placeStopOrder: false
- trailingStop: - trailingStop:
callbackRate: 3% callbackRate: 4.5%
#activationRatio: 20% #activationRatio: 40%
minProfit: 10% minProfit: 9.5%
interval: 1m interval: 1m
side: buy side: both
closePosition: 100%
- trailingStop:
callbackRate: 3%
#activationRatio: 20%
minProfit: 10%
interval: 1m
side: sell
closePosition: 100% closePosition: 100%