mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 17:13:51 +00:00
7 lines
424 B
Go
7 lines
424 B
Go
// Linregmaker is a maker strategy depends on the linear regression baseline slopes
|
|
//
|
|
// Linregmaker uses two linear regression baseline slopes for trading:
|
|
// 1) The fast linReg is to determine the short-term trend. It controls whether placing buy/sell orders or not.
|
|
// 2) The slow linReg is to determine the mid-term trend. It controls whether the creation of opposite direction position is allowed.
|
|
package linregmaker
|