bbgo_origin/doc/strategy/supertrend.md

Supertrend Strategy

This strategy uses Supertrend indicator as trend, and DEMA indicator as noise filter. Supertrend strategy needs margin enabled in order to submit short orders, and you can use leverage parameter to limit your risk. Please note, using leverage higher than 1 is highly risky.

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.
• linearRegression
  • Use linear regression as trend confirmation
  • interval
    • Time interval of linear regression
  • window
    • Window of linear regression
• takeProfitAtrMultiplier
  • TP according to ATR multiple, 0 to disable this.
• stopLossByTriggeringK
  • Set SL price to the low/high of the triggering Kline.
• stopByReversedSupertrend
  • TP/SL by reversed supertrend signal.
• stopByReversedDema
  • TP/SL by reversed DEMA signal.
• stopByReversedLinGre
  • TP/SL by reversed linear regression signal.
• exits
  • Exit methods to TP/SL
  • roiStopLoss
    • The stop loss percentage of the position ROI (currently the price change)
    • percentage

Examples

See supertrend.yaml