Add trend MACD spot strategy

This commit is contained in:
Codex
2026-06-21 09:15:38 +03:00
parent f19856ca6e
commit 8a211acf98
18 changed files with 593 additions and 81 deletions
+22 -15
View File
@@ -8,11 +8,14 @@ BYBIT_API_SECRET=
STARTING_BALANCE_USDT=100
AUTO_SELECT_SYMBOLS=false
TOP_SYMBOLS_COUNT=6
SYMBOLS=BTCUSDT,ETHUSDT,HYPEUSDT,SOLUSDT,LTCUSDT,XRPUSDT
TOP_SYMBOLS_COUNT=3
SYMBOLS=BTCUSDT,ETHUSDT,SOLUSDT
BASE_INTERVAL=1
STRATEGY_MODE=trend_macd
BASE_INTERVAL=60
KLINE_LIMIT=240
TREND_INTERVAL=D
TREND_KLINE_LIMIT=260
LOOP_INTERVAL_SECONDS=5
FAST_TRADING_ENABLED=false
FAST_LOOP_INTERVAL_SECONDS=1
@@ -22,38 +25,42 @@ WEBSOCKET_ENABLED=true
MIN_SIGNAL_CONFIDENCE=0.64
MAX_SPREAD_PERCENT=0.18
MIN_24H_TURNOVER_USDT=1000000
PATTERN_ANALYSIS_ENABLED=true
PATTERN_ANALYSIS_ENABLED=false
PATTERN_SCORE_WEIGHT=0.18
LEARNING_ENABLED=true
LEARNING_ENABLED=false
LEARNING_LOOKBACK_TRADES=120
LEARNING_MIN_SAMPLES=3
LEARNING_MAX_ADJUSTMENT=0.12
LEARNING_MAX_POSITION_MULTIPLIER=1.6
MIN_POSITION_USDT=1
MAX_POSITION_USDT=20
MAX_SYMBOL_EXPOSURE_USDT=20
MAX_TOTAL_EXPOSURE_USDT=80
MAX_OPEN_POSITIONS=80
MAX_POSITIONS_PER_SYMBOL=20
GRID_TRADING_ENABLED=true
MAX_POSITION_USDT=25
MAX_SYMBOL_EXPOSURE_USDT=25
MAX_TOTAL_EXPOSURE_USDT=75
MAX_OPEN_POSITIONS=3
MAX_POSITIONS_PER_SYMBOL=1
GRID_TRADING_ENABLED=false
GRID_ENTRY_CONFIDENCE=0.58
GRID_BUY_ZONE=0.45
GRID_MAX_POSITION_USDT=8
REBOUND_TRADING_ENABLED=true
REBOUND_TRADING_ENABLED=false
REBOUND_ENTRY_CONFIDENCE=0.58
REBOUND_MIN_PROBABILITY=0.58
REBOUND_MAX_POSITION_USDT=6
KELLY_SIZING_ENABLED=true
KELLY_SIZING_ENABLED=false
KELLY_FRACTION=0.25
KELLY_MAX_FRACTION=0.20
TIME_SERIES_FORECAST_ENABLED=true
RISK_PER_TRADE_PERCENT=0.01
ATR_TRAILING_MULTIPLIER=2.2
TREND_RSI_MIN=45
TREND_RSI_MAX=65
TIME_SERIES_FORECAST_ENABLED=false
TIME_SERIES_MIN_CANDLES=120
TIME_SERIES_FORECAST_HORIZON=3
TIME_SERIES_MIN_EDGE_PERCENT=0.04
TIME_SERIES_MAX_ADJUSTMENT=0.08
TIME_SERIES_LSTM_ENABLED=true
TIME_SERIES_LSTM_MODEL_PATH=runtime/lstm_forecaster.json
STOP_LOSS_PERCENT=0.02
STOP_LOSS_PERCENT=0.04
TAKE_PROFIT_PERCENT=0.035
TRAILING_STOP_PERCENT=0.015
MIN_HOLD_SECONDS=180