Index
Running V2 Strategies¶
The main logic in a V2 strategy is contained in the Controller, which inherits from a base class like Directional or Market Making, that orchestrates various smart components like Candles and Executors to implement the strategy logic.
For users, their primary interface is the V2 Script, a file that defines the configuration parameters and serves as the bridge between the user and the strategy.
To generate a configuration file for a script, run:
The auto-complete for [SCRIPT_FILE] will only display the scripts in the local /scripts directory that are configurable.
You will be prompted to define the strategy parameters, which are saved in a YAML file in the conf/scripts directory. Afterwards, you can run the script by specifying this config file:
The auto-complete for [SCRIPT_CONFIG_FILE] will display config files in the local /conf/scripts directory.
Directional Strategies¶
Directional strategies inherit from the DirectionalTrading strategy base class.
In their controller's get_processed_data function, a directional strategy uses technical indicators derived from Candles to define thresholds which trigger long and short conditions using the signal parameter:
1: Long Position Executor is created-1: Short Position Executor is created
Here are the current V2 directional strategies:
Bollinger V1¶
A simple directional strategy using Bollinger Band Percent (BBP). BBP measures an asset's price relative to its upper and lower Bollinger Bands, and this strategy uses the current BBP to construct long/short signals.
Code:
- Controller: bollinger_v1.py
- Script: v2_bollinger_config.py
Creating a Config File:
User Defined Parameters
Below are the user-defined parameters when the create command is run:
| Parameter | Type | Prompt |
|---|---|---|
| exchange | trading | Enter the name of the exchange where the bot will operate (e.g., binance_perpetual) |
| trading_pairs | trading | List the trading pairs for the bot to trade on, separated by commas (e.g., BTC-USDT,ETH-USDT) |
| leverage | trading | Set the leverage to use for trading (e.g., 20 for 20x leverage) |
| stop_loss | PositionExecutor | Set the stop loss percentage (e.g., 0.01 for 1% loss): |
| take_profit | PositionExecutor | Enter the take profit percentage (e.g., 0.03 for 3% gain): |
| time_limit | PositionExecutor | Set the time limit in seconds for the triple barrier (e.g., 21600 for 6 hours): |
| trailing_stop_activation_price_delta | PositionExecutor | Enter the activation price delta for the trailing stop (e.g., 0.008 for 0.8%): |
| trailing_stop_trailing_delta | PositionExecutor | Set the trailing delta for the trailing stop (e.g., 0.004 for 0.4%): |
| order_amount_usd | orders | Enter the order amount in USD (e.g., 15): |
| cooldown_time | orders | Specify the cooldown time in seconds between order placements (e.g., 15): |
| candles_exchange | candles | Enter the exchange name to fetch candle data from (e.g., binance_perpetual): |
| candles_interval | candles | Set the time interval for candles (e.g., 1m, 5m, 1h): |
| bb_length | strategy | Enter the Bollinger Bands length (e.g., 100): |
| bb_std | strategy | Set the standard deviation for the Bollinger Bands (e.g., 2.0): |
| bb_long_threshold | strategy | Specify the long threshold for Bollinger Bands (e.g., 0.3): |
| bb_short_threshold | strategy | Define the short threshold for Bollinger Bands (e.g., 0.7): |
In addition, the script may define other parameters that don't have the prompt_on_new flag.
Starting the Script:
Status
The screenshot below show what is displayed when the status command is run:
MACD-BB¶
A directional strategy that combines MACD and Bollinger Bands to generate long/short signals. This strategy uses MACD for trend identification and Bollinger Bands for volatility and price level analysis.
Code:
- Controller: macd_bb_v1.py
- Script: v2_macd_bb_v1_config.py
Creating a Config File:
User Defined Parameters
Below are the user-defined parameters when the create command is run:
| Parameter | Type | Prompt |
|---|---|---|
| exchange | trading | Enter the name of the exchange where the bot will operate (e.g., binance_perpetual) |
| trading_pairs | trading | List the trading pairs for the bot to trade on, separated by commas (e.g., BTC-USDT,ETH-USDT) |
| leverage | trading | Set the leverage to use for trading (e.g., 20 for 20x leverage) |
| stop_loss | PositionExecutor | Set the stop loss percentage (e.g., 0.01 for 1% loss) |
| take_profit | PositionExecutor | Enter the take profit percentage (e.g., 0.06 for 6% gain) |
| time_limit | PositionExecutor | Set the time limit in seconds for the triple barrier (e.g., 86400 for 24 hours) |
| trailing_stop_activation_price_delta | PositionExecutor | Enter the activation price delta for the trailing stop (e.g., 0.01 for 1%) |
| trailing_stop_trailing_delta | PositionExecutor | Set the trailing delta for the trailing stop (e.g., 0.004 for 0.4%) |
| order_amount_usd | orders | Enter the order amount in USD (e.g., 15) |
| cooldown_time | orders | Specify the cooldown time in seconds between order placements (e.g., 15) |
| candles_exchange | candles | Enter the exchange name to fetch candle data from (e.g., binance_perpetual) |
| candles_interval | candles | Set the time interval for candles (e.g., 3m) |
| macd_fast | strategy | Set the MACD fast length (e.g., 21) |
| macd_slow | strategy | Specify the MACD slow length (e.g., 42) |
| macd_signal | strategy | Define the MACD signal length (e.g., 9) |
| bb_length | strategy | Enter the Bollinger Bands length (e.g., 100) |
| bb_std | strategy | Set the standard deviation for the Bollinger Bands (e.g., 2.0) |
| bb_long_threshold | strategy | Specify the long threshold for Bollinger Bands (e.g., 0.3) |
| bb_short_threshold | strategy | Define the short threshold for Bollinger Bands (e.g., 0.7) |
In addition, the script may define other parameters that don't have the prompt_on_new flag.
Starting the Script:
Status
The screenshot below show what is displayed when the status command is run:
Trend Follower¶
A simple trend-following strategy that uses Simple Moving Average (SMA) and Bollinger Bands to construct long/short signals.
Code:
- Controller: trend_follower_v1.py
- Script: v2_trend_follower_v1_config.py
Creating a Config File:
User Defined Parameters
Below are the user-defined parameters when the create command is run:
| Parameter | Type | Prompt |
|---|---|---|
| exchange | trading | Enter the name of the exchange where the bot will operate (e.g., binance_perpetual) |
| trading_pairs | trading | List the trading pairs for the bot to trade on, separated by commas (e.g., BTC-USDT,ETH-USDT) |
| leverage | trading | Set the leverage to use for trading (e.g., 20 for 20x leverage) |
| stop_loss | PositionExecutor | Set the stop loss percentage (e.g., 0.01 for 1% loss) |
| take_profit | PositionExecutor | Enter the take profit percentage (e.g., 0.06 for 6% gain) |
| time_limit | PositionExecutor | Set the time limit in seconds for the triple barrier (e.g., 86400 for 24 hours) |
| trailing_stop_activation_price_delta | PositionExecutor | Enter the activation price delta for the trailing stop (e.g., 0.01 for 1%) |
| trailing_stop_trailing_delta | PositionExecutor | Set the trailing delta for the trailing stop (e.g., 0.004 for 0.4%) |
| order_amount_usd | orders | Enter the order amount in USD (e.g., 15) |
| cooldown_time | orders | Specify the cooldown time in seconds between order placements (e.g., 15) |
| candles_exchange | candles | Enter the exchange name to fetch candle data from (e.g., binance_perpetual) |
| candles_interval | candles | Set the time interval for candles (e.g., 3m) |
| sma_fast | strategy | Enter the SMA fast length (range 10-150, e.g., 20) |
| sma_slow | strategy | Set the SMA slow length (range 50-400, e.g., 100) |
| bb_length | strategy | Enter the Bollinger Bands length (range 50-200, e.g., 100) |
| bb_std | strategy | Set the standard deviation for the Bollinger Bands (range 2.0-3.0, e.g., 2.0) |
| bb_threshold | strategy | Specify the threshold for the Bollinger Bands (range 0.1-0.5, e.g., 0.2) |
Starting the Script:
Status:
Market Making Strategies¶
Market making strategies create and manage a set of Position Executors that place orders around a fixed mid price. They inherit from the MarketMaking strategy base class.
DmanV1¶
Customized market-making script which uses the DMAN v1 controller
Code:
- Controller: dman_v1.py
- Script: v2_dman_v1_config.py
Creating a Config File:
User Defined Parameters
Below are the user-defined parameters when the create command is run:
| Parameter | Type | Prompt |
|---|---|---|
| exchange | trading | Enter the name of the exchange where the bot will operate (e.g., binance_perpetual) |
| trading_pairs | trading | List the trading pairs for the bot to trade on, separated by commas (e.g., BTC-USDT,ETH-USDT) |
| leverage | trading | Set the leverage to use for trading (e.g., 20 for 20x leverage) |
| candles_exchange | candles | Enter the exchange name to fetch candle data from (e.g., binance_perpetual) |
| candles_interval | candles | Set the time interval for candles (e.g., 3m) |
| order_amount | orders | Enter the base order amount in quote asset (e.g., 25 USDT) |
| n_levels | orders | Specify the number of order levels (e.g., 5) |
| start_spread | orders | Set the start spread as a multiple of the NATR (e.g., 1.0 for 1x NATR) |
| step_between_orders | orders | Define the step between orders as a multiple of the NATR (e.g., 0.8 for 0.8x NATR) |
| order_refresh_time | orders | Enter the refresh time in seconds for orders (e.g., 900 for 15 minutes) |
| cooldown_time | orders | Specify the cooldown time in seconds between order placements (e.g., 5) |
| stop_loss | PositionExecutor | Set the stop loss percentage (e.g., 0.2 for 20% loss) |
| take_profit | PositionExecutor | Enter the take profit percentage (e.g., 0.06 for 6% gain) |
| time_limit | PositionExecutor | Set the time limit in seconds for the triple barrier (e.g., 43200 for 12 hours) |
| trailing_stop_activation_price_delta | PositionExecutor | Enter the activation price delta for the trailing stop (e.g., 0.0045 for 0.45%) |
| trailing_stop_trailing_delta | PositionExecutor | Set the trailing delta for the trailing stop (e.g., 0.003 for 0.3%) |
| natr_length | strategy | Enter the NATR (Normalized Average True Range) length (e.g., 100) |
Starting the Script:
Status:
DmanV2¶
A simple market making strategy that uses Natural Average True Range (NATR) to set spreads dynamically.
Code:
- Controller: dman_v2.py
- Script: v2_dman_v2_config.py
Creating a Config File:
User Defined Parameters
Below are the user-defined parameters when the create command is run:
| Parameter | Type | Prompt |
|---|---|---|
| exchange | trading | Enter the name of the exchange where the bot will operate (e.g., binance_perpetual) |
| trading_pairs | trading | List the trading pairs for the bot to trade on, separated by commas (e.g., BTC-USDT,ETH-USDT) |
| leverage | trading | Set the leverage to use for trading (e.g., 20 for 20x leverage) |
| candles_exchange | candles | Enter the exchange name to fetch candle data from (e.g., binance_perpetual) |
| candles_interval | candles | Set the time interval for candles (e.g., 3m) |
| order_amount | orders | Enter the base order amount in quote asset (e.g., 25 USDT) |
| n_levels | orders | Specify the number of order levels (e.g., 5) |
| start_spread | orders | Set the start spread as a multiple of the NATR (e.g., 1.0 for 1x NATR) |
| step_between_orders | orders | Define the step between orders as a multiple of the NATR (e.g., 0.8 for 0.8x NATR) |
| cooldown_time | orders | Specify the cooldown time in seconds between order placements (e.g., 5) |
| order_refresh_time | orders | How often to cancel or replace orders (in seconds) |
| stop_loss | PositionExecutor | Set the stop loss percentage (e.g., 0.2 for 20% loss) |
| take_profit | PositionExecutor | Enter the take profit percentage (e.g., 0.06 for 6% gain) |
| time_limit | PositionExecutor | Set the time limit in seconds for the triple barrier (e.g., 43200 for 12 hours) |
| trailing_stop_activation_price_delta | PositionExecutor | Enter the activation price delta for the trailing stop (e.g., 0.0045 for 0.45%) |
| trailing_stop_trailing_delta | PositionExecutor | Set the trailing delta for the trailing stop (e.g., 0.003 for 0.3%) |
| natr_length | strategy | Enter the NATR (Normalized Average True Range) length (e.g., 100) |
| macd_fast | strategy | Set the MACD fast length (e.g., 12) |
| macd_slow | strategy | Specify the MACD slow length (e.g., 26) |
| macd_signal | strategy | Define the MACD signal length (e.g., 9) |
Starting the Script:
Status:
DmanV3¶
Mean reversion strategy with Grid execution using Bollinger Bands indicator to make spreads dynamic and shift the mid-price.
Code:
- Controller: dman_v3.py
- Script: v2_dman_v3_config.py
Creating a Config File:
User Defined Parameters
Below are the user-defined parameters when the create command is run:
| Parameter | Type | Prompt |
|---|---|---|
| exchange | trading | Enter the name of the exchange where the bot will operate (e.g., binance_perpetual) |
| trading_pairs | trading | List the trading pairs for the bot to trade on, separated by commas (e.g., BTC-USDT,ETH-USDT) |
| leverage | trading | Set the leverage to use for trading (e.g., 20 for 20x leverage) |
| candles_exchange | candles | Enter the exchange name to fetch candle data from (e.g., binance_perpetual) |
| candles_interval | candles | Set the time interval for candles (e.g., 30m) |
| bollinger_band_length | strategy | Enter the length of the Bollinger Bands (e.g., 200) |
| bollinger_band_std | strategy | Set the standard deviation for the Bollinger Bands (e.g., 3.0) |
| order_amount | orders | Enter the base order amount in quote asset (e.g., 20 USDT) |
| n_levels | orders | Specify the number of order levels (e.g., 5) |
| start_spread | orders | Set the spread of the first order as a ratio of the Bollinger Band value (e.g., 1.0) |
| step_between_orders | orders | Define the step between orders as a ratio of the Bollinger Band value (e.g., 0.2) |
| stop_loss | PositionExecutor | Set the stop loss percentage (e.g., 0.2 for 20% loss) |
| take_profit | PositionExecutor | Enter the take profit percentage (e.g., 0.06 for 6% gain) |
| time_limit | PositionExecutor | Set the time limit in seconds for the triple barrier (e.g., 259200 for 3 days) |
| trailing_stop_activation_price_delta | PositionExecutor | Enter the activation price delta for the trailing stop (e.g., 0.01 for 1%) |
| trailing_stop_trailing_delta | PositionExecutor | Set the trailing delta for the trailing stop (e.g., 0.003 for 0.3%) |
In addition, the script may define other advanced parameters that don't have the prompt_on_new flag.
Starting the Script:
Status:
DmanV4¶
Directional Market Making Strategy utilizing the NATR indicator to dynamically set spreads and shift the mid-price, enhanced with various advanced configurations for more nuanced control.
Code:
- Controller: dman_v4.py
- Script: v2_dman_v4_config.py
Creating a Config File:
User Defined Parameters
Below are the user-defined parameters when the create command is run:
| Parameter | Type | Prompt |
|---|---|---|
| exchange | trading | Enter the name of the exchange where the bot will operate (e.g., binance_perpetual) |
| trading_pairs | trading | List the trading pairs for the bot to trade on, separated by commas (e.g., BTC-USDT,ETH-USDT) |
| leverage | trading | Set the leverage to use for trading (e.g., 20 for 20x leverage) |
| candles_exchange | candles | Enter the exchange name to fetch candle data from (e.g., binance_perpetual) |
| candles_interval | candles | Set the time interval for candles (e.g., 3m) |
| bollinger_band_length | candles | Enter the length of the Bollinger Bands (e.g., 200) |
| order_amount | orders | Enter the base order amount in quote asset (e.g., 10 USDT) |
| amount_ratio_increase | orders | Set the ratio to increase the amount for each subsequent level (e.g., 1.5) |
| n_levels | orders | Specify the number of order levels (e.g., 5) |
| start_spread | orders | Enter the starting spread for orders (e.g., 0.03) |
| spread_ratio_increase | orders | Define the ratio to increase the spread for each subsequent level (e.g., 2.0) |
| stop_loss | PositionExecutor | Set the stop loss percentage (e.g., 0.5) |
| global_trailing_stop_activation_price_delta | PositionExecutor | Enter the activation price delta for the global trailing stop (e.g., 0.025) |
| global_trailing_stop_trailing_delta | PositionExecutor | Set the trailing delta for the global trailing stop (e.g., 0.005) |
In addition, the script may define other advanced parameters that don't have the prompt_on_new flag.
Starting the Script:
Status:
