STRATEGY.md

How to use custom strategy

Firstly, the type needs to be selected as custom

Then it is necessary to define technical indicators

The currently supported indicators are: ma, ema, rsi, kc(keltner channels), boll, atr

• example

name

The name must be unique in a coin (required when writing strategies)

kline_interval

kline_interval

other params

other params

enable

Only indicators that have been enabled can be used in the strategy

Finally write the strategy

!!! The logic of strategy must ultimately be true 或 false !!!

• example

name

Give a name to the strategy

code

Customize policy logic, we will explain how to write it later

type

long or short

enable

Only when there is a choice to activate, can it truly be used

technical indicator and code logic explanation

ema technology demo

If we define 2 rows of data under the column of EMA as follows:

name	kline_interval	period	enable
ema_4h_3	4h	4	true
ema_4h_7	4h	7	true

The program will create 150 element length variables representing ema_4h_3 and ema_4h_7, details:

ema_4h_3.KlineInterval // 4h
ema_4h_3.Period // 4
ema_4h_3.Data = [30.2, 30.3, ..] // 150 count, the sorting method is from the latest to the oldest in terms of time dimension (`ema["ema_4h_3"][0]` is the `ema` data at the current time)

ema_4h_7.KlineInterval // 4h
ema_4h_7.Period // 7
ema_4h_7.Data = [33.2, 35.3, ..]

strategy demo

Based on the ema technology demo above, let's write a simple strategy as follows:

ema_4h_3.Data[0] > ema_4h_7.Data[0] && ema_4h_3.Data[1] < ema_4h_7.Data[1]

Let's explain that ema_4h_3 is a short line of ema, and ema_4h_7 is a long line of ema (relative to ema_4h_3). Therefore, the meaning of the above strategy is that the short line at the previous moment is below the long line, and the short line at the current moment is above the long line. In terms of terminology, this is a golden cross and a trend strategy of long

Explanation of all technology indicator examples

code definition，detail: https://expr-lang.org/docs/language-definition#now

auto complete(Tab)

Built in variable

NowPrice

type: float64

meaning: the coin of the current price

SystemStartTime

type: int

meaning: the millisecond timestamp of the system start time

NowTIme

type: int

meaning: the millisecond timestamp of the current time

Built in function

https://expr-lang.org/docs/language-definition#array-functions

other function

Kdj

/**
 * Has there only been one golden cross (short-term crossing over long-term once, without repeated crossing)
 * @param ma1 short-term
 * @param ma2 long-term
 * @param num num
 * @returns Boolean
 */
func Kdj(ma1 []float64, ma2[]float64, num int) bool 

IsDesc

// Is it a descending array
func IsDesc(arr []float64) bool

IsAsc

// Is it an ascending array
func IsAsc(arr []float64) bool

variables generated by technical indicators

ma

name	kline_interval	period	enable
ma1	4h	14	true

ma1.KlineInterval // 4h
ma1.Period // 14
ma1.Data = [30.2, 30.3, ..] // 150 count

ema

name	kline_interval	period	enable
ema1	4h	14	true

ema1.KlineInterval // 4h
ema1.Period // 14
ema1.Data = [30.2, 30.3, ..] // 150 count

rsi

name	kline_interval	period	enable
rsi1	4h	14	true

rsi1.KlineInterval // 4h
rsi1.Period // 14
rsi1.Data = [67.2, 70.3, ..] //  < 150 count

kc

name	KlineInterval	Period	Multiplier	enable
kc_1	4h	50	2.75	true

kc_1.KlineInterval // 4h
kc_1.Period // 50
kc_1.Multiplier // 2.75
kc_1.High = [67.2, 70.3, ..]
kc_1.Mid = [57.2, 50.3, ..]
kc_1.Low = [37.2, 40.3, ..]

boll

name	KlineInterval	Period	StdDevMultiplier	enable
boll_1	4h	21	2	true

boll_1.KlineInterval // 4h
boll_1.Period // 21
boll_1.StdDevMultiplier // 2
boll_1.High = [67.2, 70.3, ..]
boll_1.Mid = [57.2, 50.3, ..]
boll_1.Low = [37.2, 40.3, ..]

atr

name	kline_interval	period	enable
atr1	4h	14	true

atr1.KlineInterval // 4h
atr1.Period // 14
atr1.Data = [67.2, 70.3, ..] // 150 count

other

kline data

whenever you define an indicator of any kline type, additional variables corresponding to the candlestick data will be generated as kline_{xx}

name	kline_interval	period	enable
xxx	4h	xxx	true

kline_4h.High = [67.2, 70.3, ..] // 150 count
kline_4h.Low = [27.2, 20.3, ..] // 150 count
kline_4h.Open = [37.2, 30.3, ..] // 150 count
kline_4h.Close = [47.2, 34.3, ..] // 150 count
kline_4h.Amount = [100.1, 100.2..] // 150 count
kline_4h.Qps = [10.31, 10.32..] // 150 count

BTCUSDT data

BTCUSDT.PercentChange = 1.1
BTCUSDT.Close = 70000.2
BTCUSDT.Open = 71000.4
BTCUSDT.Low = 65000.4
BTCUSDT.High = 75000.2

ETHUSDT data

ETHUSDT.PercentChange = -1.1 // 涨跌幅
ETHUSDT.Close = 2500.2 // 当前价格
ETHUSDT.Open = 2400.45 // 开盘价
ETHUSDT.Low = 2456.2 // 最低价
ETHUSDT.High = 2840.3 // 最高价

SOLUSDT data

SOLUSDT.PercentChange = -1.1
SOLUSDT.Close = 200.2
SOLUSDT.Open = 230.45
SOLUSDT.Low = 143.2
SOLUSDT.High = 244.3

BNBUSDT data

BNBUSDT.PercentChange = -1.1
BNBUSDT.Close = 600.2
BNBUSDT.Open = 580.45
BNBUSDT.Low = 578.2
BNBUSDT.High = 640.3

now symbol data

NowSymbolPercentChange = -1.1
NowSymbolClose = 2500.2
NowSymbolOpen = 2400.45
NowSymbolLow = 2456.2
NowSymbolHigh = 2840.3

symbol position

string -> float: float(Position.xxx)

ORI = 10.2 // profit %
Position.Symbol = "ETHUSDT"
Position.EntryPrice = 2500.2 
Position.MarkPrice = 2400.2
Position.Amount = 1.2
Position.UnrealizedProfit = 32.2 
Position.Leverage = 3
Position.Side = "LONG"
Position.Mock = false // is mock data

basic trend(change percent)

btc * 0.6 + eth * 0.3 + sol * 0.05 + bnb * 0.05

BasicTrend = 0.3