supertrend

Documentation

Index

• Constants
• type Strategy
  • func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error
  • func (s *Strategy) CurrentPosition() *types.Position
  • func (s *Strategy) ID() string
  • func (s *Strategy) InstanceID() string
  • func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, ...) error
  • func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
  • func (s *Strategy) Validate() error
• type SuperTrend

Constants

const ID = "supertrend"

Types

type Strategy

type Strategy struct {
	*bbgo.Graceful
	*bbgo.Notifiability
	*bbgo.Persistence

	Environment *bbgo.Environment

	Market types.Market

	// persistence fields
	Position    *types.Position    `json:"position,omitempty" persistence:"position"`
	ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`

	// Symbol is the market symbol you want to trade
	Symbol string `json:"symbol"`

	// Interval is how long do you want to update your order price and quantity
	Interval types.Interval `json:"interval"`

	// FastDEMAWindow DEMA window for checking breakout
	FastDEMAWindow int `json:"fastDEMAWindow"`
	// SlowDEMAWindow DEMA window for checking breakout
	SlowDEMAWindow int `json:"slowDEMAWindow"`

	// SuperTrend indicator
	//SuperTrend SuperTrend `json:"superTrend"`
	Supertrend *indicator.Supertrend
	// SupertrendWindow ATR window for calculation of supertrend
	SupertrendWindow int `json:"supertrendWindow"`
	// SupertrendMultiplier ATR multiplier for calculation of supertrend
	SupertrendMultiplier float64 `json:"supertrendMultiplier"`

	// Leverage
	Leverage float64 `json:"leverage"`

	// TakeProfitMultiplier TP according to ATR multiple, 0 to disable this
	TakeProfitMultiplier float64 `json:"takeProfitMultiplier"`

	// StopLossByTriggeringK Set SL price to the low of the triggering Kline
	StopLossByTriggeringK bool `json:"stopLossByTriggeringK"`

	// TPSLBySignal TP/SL by reversed signals
	TPSLBySignal bool `json:"tpslBySignal"`

	// StrategyController
	bbgo.StrategyController
	// contains filtered or unexported fields
}

func (*Strategy) ClosePosition

func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error

func (*Strategy) CurrentPosition

func (s *Strategy) CurrentPosition() *types.Position

func (*Strategy) ID

func (s *Strategy) ID() string

func (*Strategy) InstanceID

func (s *Strategy) InstanceID() string

func (*Strategy) Run

func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error

func (*Strategy) Subscribe

func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)

func (*Strategy) Validate

func (s *Strategy) Validate() error

type SuperTrend

type SuperTrend struct {
	// AverageTrueRangeWindow ATR window for calculation of supertrend
	AverageTrueRangeWindow int `json:"averageTrueRangeWindow"`
	// AverageTrueRangeMultiplier ATR multiplier for calculation of supertrend
	AverageTrueRangeMultiplier float64 `json:"averageTrueRangeMultiplier"`
	// contains filtered or unexported fields
}