feat: 添加布林带宽度计算功能及相关配置项，优化趋势引擎以支持布林带宽度过滤

2026-09-09 08:18:07 +00:00 · 2025-09-27 22:29:56 +08:00
parent 151130dfc4
commit d392f54f21
6 changed files with 88 additions and 4 deletions
@@ -15,6 +15,9 @@ TRAILING_PROFIT=0.2                     # Trailing stop activation profit (USDT)
 TRAILING_CALLBACK_RATE=0.2              # Trailing callback percent (e.g. 0.2 => 0.2%)
 PROFIT_LOCK_TRIGGER_USD=0.1             # Start moving base stop once unrealized PnL > this (USDT)
 PROFIT_LOCK_OFFSET_USD=0.05             # Base stop offset from entry after trigger (USDT)
+BOLLINGER_LENGTH=20                     # SMA window (minutes) used for Bollinger bandwidth
+BOLLINGER_STD_MULTIPLIER=2              # Standard deviation multiplier for Bollinger bands
+MIN_BOLLINGER_BANDWIDTH=0.1             # Require bandwidth >= this ratio before new entries

 # Precision (per-symbol exchange filters)
 PRICE_TICK=0.1                          # Price tick size (e.g. BTCUSDT uses 0.1)