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discountry
c4559cb0d7
- Introduced a new swing trading strategy utilizing the RSI indicator on the ETHBTC pair from Binance. - Implemented the `SwingEngine` to manage trading logic, including entry and exit conditions based on RSI thresholds. - Added configuration options for swing direction, trade amount, and RSI parameters in `config.ts`. - Created new documentation for the swing strategy, detailing its behavior and configuration. - Enhanced CLI to support the new swing strategy option. - Added tests for swing logic to ensure correct behavior under various market conditions.
44 lines
1.6 KiB
Markdown
44 lines
1.6 KiB
Markdown
# Swing strategy (RSI on Binance ETHBTC)
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This repo’s `swing` strategy **trades the exchange symbol you run the bot with** (e.g. `TRADE_SYMBOL`), but **uses Binance spot `ETHBTC` 4h RSI(14)** as the global signal source (per `docs/swingtrading/strategy.md`).
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## Key behavior
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- **Signal source**: Binance spot `ETHBTC`, `4h` klines, RSI period `14`.
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- **Trade target**: your selected exchange’s `TRADE_SYMBOL` / `*_SYMBOL` (same as other strategies).
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- **Default mode**: short-only (configurable to long / short / both).
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- **Stop-loss**:
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- Tries to place a stop-loss order when supported by the venue.
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- Always runs a real-time “kill-switch”: if price crosses the stop threshold, it market-closes.
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- **Spot accounts**: if the connected account is `marketType=spot` and you configure `SWING_DIRECTION=short` (or `both`), the strategy will refuse to trade.
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## Environment variables
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- **Core**
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- `SWING_DIRECTION`: `short` (default) | `long` | `both`
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- `SWING_TRADE_AMOUNT`: position size (falls back to `TRADE_AMOUNT`)
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- `SWING_POLL_INTERVAL_MS`: loop interval (default `500`)
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- **RSI / signal**
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- `SWING_RSI_PERIOD`: default `14`
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- `SWING_RSI_HIGH`: default `70`
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- `SWING_RSI_LOW`: default `30`
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- `SWING_SIGNAL_SYMBOL`: default `ETHBTC`
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- `SWING_SIGNAL_INTERVAL`: default `4h`
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- **Risk / precision**
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- `SWING_STOP_LOSS_PCT`: default `0.05` (5%)
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- `SWING_MAX_CLOSE_SLIPPAGE_PCT`: default `0.05`
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- `SWING_PRICE_TICK`, `SWING_QTY_STEP`: optional overrides (otherwise synced from exchange when supported)
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## Run
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```bash
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bun run index.ts --strategy swing
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```
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Silent mode:
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```bash
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bun run index.ts --strategy swing --silent
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```
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