supertrend.yaml

---
persistence:
  redis:
    host: 127.0.0.1
    port: 6379
    db: 0

sessions:
  binance:
    exchange: binance
    envVarPrefix: binance
    margin: true
    isolatedMargin: true
    isolatedMarginSymbol: BTCUSDT

backtest:
  sessions: [binance]
  # for testing max draw down (MDD) at 03-12
  # see here for more details
  # https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
  startTime: "2022-01-01"
  endTime: "2022-06-30"
  symbols:
  - BTCUSDT
  accounts:
    binance:
      makerCommission: 10  # 0.15%
      takerCommission: 15  # 0.15%
      balances:
        BTC: 1.0
        USDT: 10000.0

exchangeStrategies:
- on: binance
  supertrend:
    symbol: BTCUSDT

    # interval is how long do you want to update your order price and quantity
    interval: 1m

    # ATR window used by Supertrend
    window: 34
    # ATR Multiplier for calculating super trend prices, the higher, the stronger the trends are
    supertrendMultiplier: 4

    # leverage uses the account net value to calculate the order qty
    leverage: 1.0
    # quantity sets the fixed order qty, takes precedence over Leverage
    #quantity: 0.5

    # fastDEMAWindow and slowDEMAWindow are for filtering super trend noise
    fastDEMAWindow: 40
    slowDEMAWindow: 49

    # Use linear regression as trend confirmation
    linearRegression:
      interval: 1m
      window: 74

    # TP according to ATR multiple, 0 to disable this
    TakeProfitAtrMultiplier: 0

    # Set SL price to the low of the triggering Kline
    stopLossByTriggeringK: false

    # TP/SL by reversed supertrend signal
    stopByReversedSupertrend: false

    # TP/SL by reversed DEMA signal
    stopByReversedDema: false

    # TP/SL by reversed linear regression signal
    stopByReversedLinGre: false

    exits:
      # roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
      - roiStopLoss:
          percentage: 4.5%
      - protectiveStopLoss:
          activationRatio: 3%
          stopLossRatio: 2.5%
          placeStopOrder: false
      - protectiveStopLoss:
          activationRatio: 7%
          stopLossRatio: 3.5%
          placeStopOrder: false
      - trailingStop:
          callbackRate: 4.5%
          #activationRatio: 40%
          minProfit: 9.5%
          interval: 1m
          side: both
          closePosition: 100%