bbgo_origin/doc/strategy/supertrend.md

Supertrend Strategy

This strategy uses Supertrend indicator as trend, and DEMA indicator as noise filter. This strategy needs margin enabled in order to submit short orders, but you can use leverage parameter to limit your risk.

Parameters

• symbol
  • The trading pair symbol, e.g., BTCUSDT, ETHUSDT
• interval
  • The K-line interval, e.g., 5m, 1h
• leverage
  • The leverage of the orders.
• fastDEMAWindow
  • The MA window of the fast DEMA.
• slowDEMAWindow
  • The MA window of the slow DEMA.
• superTrend
  • Supertrend indicator for deciding current trend.
  • averageTrueRangeWindow
    • The MA window of the ATR indicator used by Supertrend.
  • averageTrueRangeMultiplier
    • Multiplier for calculating upper and lower bond prices, the higher, the stronger the trends are, but also makes it less sensitive.
• takeProfitMultiplier
  • TP according to ATR multiple, 0 to disable this.
• stopLossByTriggeringK
  • Set SL price to the low of the triggering Kline.
• tpslBySignal
  • TP/SL by reversed signals.

Examples

See supertrend.yaml