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discountry c4559cb0d7 Add swing trading strategy with RSI signals and Binance integration

- 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.

2026-01-31 16:15:07 +08:00

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Swing strategy (RSI on Binance ETHBTC)

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).

Key behavior

Signal source: Binance spot ETHBTC, 4h klines, RSI period 14.
Trade target: your selected exchange’s TRADE_SYMBOL / *_SYMBOL (same as other strategies).
Default mode: short-only (configurable to long / short / both).
Stop-loss:
- Tries to place a stop-loss order when supported by the venue.
- Always runs a real-time “kill-switch”: if price crosses the stop threshold, it market-closes.
Spot accounts: if the connected account is marketType=spot and you configure SWING_DIRECTION=short (or both), the strategy will refuse to trade.

Environment variables

Core
- SWING_DIRECTION: short (default) | long | both
- SWING_TRADE_AMOUNT: position size (falls back to TRADE_AMOUNT)
- SWING_POLL_INTERVAL_MS: loop interval (default 500)
RSI / signal
- SWING_RSI_PERIOD: default 14
- SWING_RSI_HIGH: default 70
- SWING_RSI_LOW: default 30
- SWING_SIGNAL_SYMBOL: default ETHBTC
- SWING_SIGNAL_INTERVAL: default 4h
Risk / precision
- SWING_STOP_LOSS_PCT: default 0.05 (5%)
- SWING_MAX_CLOSE_SLIPPAGE_PCT: default 0.05
- SWING_PRICE_TICK, SWING_QTY_STEP: optional overrides (otherwise synced from exchange when supported)

Run

bun run index.ts --strategy swing

Silent mode:

bun run index.ts --strategy swing --silent

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Swing strategy (RSI on Binance ETHBTC)

Key behavior

Environment variables

Run

1.6 KiB

Raw Blame History