bbgo_origin/doc/strategy/support.md

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.
• trailingStopTarget
  • Use trailing stop to take profit
  • callbackRatio
    • Callback ratio of the trailing stop
  • minimumProfitPercentage
    • The minimum profit ratio of the trailing stop. The trailing stop is triggered when the profit is higher than the minimum.

Examples

See support.yaml