bbgo_origin/doc/strategy/support.md

1.7 KiB

Support Strategy

This strategy uses K-lines with high volume as support and buys the target asset, then takes profit at specified price.

Parameters

  • symbol
    • The trading pair symbol, e.g., BTCUSDT, ETHUSDT
  • quantity
    • Quantity per order
  • interval
    • The K-line interval, e.g., 5m, 1h
  • minVolume
    • The threshold, e.g., 1000000, 5000000. A K-line with volume larger than this is seen as a support, and triggers a market buy order.
  • triggerMovingAverage
    • The MA window in the current K-line interval to filter out noises. The closed price must be below this MA to trigger the buy order.
    • interval
      • The K-line interval, e.g., 5m, 1h
    • window
      • The MA window in the specified K-line interval to filter out noises.
  • longTermMovingAverage
    • The MA window in a longer K-line interval. The closed price must be above this MA to trigger the buy order.
    • interval
      • The K-line interval, e.g., 5m, 1h
    • window
      • The MA window in the specified K-line interval to filter out noises.
  • maxBaseAssetBalance
    • Maximum quantity of the target asset. Orders will not be submitted if the current balance reaches this threshold.
  • minQuoteAssetBalance
    • Minimum quantity of the quote asset. Orders will not be submitted if the current balance reaches this threshold.
  • targets
    • profitPercentage
      • Take profit ratio, e.g., 0.01 means taking profit when the price rises 1%.
    • quantityPercentage
      • The position ratio to take profit, e.g., 0.5 means selling 50% of the original buy order position when takes profit.

Examples

See support.yaml