search

bestnaf / ARS

ARS addon for Gunbot MM
https://gunbot.ru
10 stars 2 forks source link

DCA-Spread-Factor #10

Open olhefr opened 3 years ago

olhefr commented 3 years ago

anybody else beside me seeing an advantage in a dca-spread-factor for ARS? maybe just a simple factor to set DCA-spreads bigger or smaller then standard-dynamic. to set it more/less aggressive For example: MOTO_DCA_SPREAD = 0,5 (dynamic calculated) DCA_FACTOR = 2 MOTO_DCA_SPREAD = 1,0 (set in config.js)

If implemented it would be smart to add it for all strats that use some kind of DCA_SPREAD

cryptokoala commented 3 years ago

YES PLEASE

tr0lldermort commented 3 years ago

I've edited this post to use margin instead of LS

Koala and I were chatting about this, he imagined this would work well if linked DCA_SPREAD to margin, and I agree. Could we do this as shown in the diagram below? There are 5 levels of DCA_SPREAD set points, with boundaries fixed at 25% apart (the 5th is set to >100% of DYN_DCA_LIM). In the diagram, each colour band represents the range of the setting next to it. All params are user settable. Please ask if any part of this is confusing, hopefully the image explains it well enough:

image

<pair>.settings.DYN_DCA = True # Enable <pair>.settings.DYN_DCA_L0 = 3 <pair>.settings.DYN_DCA_L1 = 6 <pair>.settings.DYN_DCA_L2 = 9 <pair>.settings.DYN_DCA_L3 = 12 <pair>.settings.DYN_DCA_L4 = 15 # The 5 divider settings as described above <pair>.settings.DYN_DCA_MAX_MARGIN = 1.2 _# Set point for when maximum DCASPREAD occurs, in % of wallet balance

cryptokoala commented 3 years ago

@olhefr Naf can implement LS for longs (e.g. 200% can still be detectable)

Then we can have the following:

cryptokoala_, [04.02.21 04:44] for short bag: DCA_SPREAD = 5 when LS 95 - 100 DCA_SPREAD = 7 when LS 85 - 90 DCA_SPREAD = 10 when LS 75 - 80 DCA_SPREAD = 15 when LS 70 - 75