ATRTS

This page describes how margin trading works with the ATRTS strategy. The triggers for trades are slightly different than in the same strategy for regular trading.

How to work with this strategy

Expected behavior for margin trading

Gunbot will open one position, either long or short, and close this position when the target is reached. When the stop is hit before profitably closing a trade, Gunbot will place a stop order at loss. After closing a position, Gunbot will again look to open a new long or short position. Gunbot will not add to existing open positions.

Please don't manually add to or reduce positions opened by Gunbot, unless you stop running Gunbot on this trading pair until you've closed this position.

Long / Buy

A long position is opened when the ask price crosses over ATR long value from the previous round.

Short / Sell

A short position is opened when the bid price crosses under ATR short value from the previous round.

Close

A position is closed when the desired ROE is reached.

Stop

A position is closed at loss when its stop is reached.

Strategy parameters

Following settings options are available for ATRTS and can be set in the strategy configurator of the GUI or the strategies section of the config.js file.

These settings are global and apply to all pairs running this strategy. When you want a specific parameter to be different for one or more pairs, use an override at the pair level.

Using the BUY_METHOD and SELL_METHOD parameters you can combine different methods for buying and selling. This strategy page assumes both BUY_METHOD and SELL_METHOD are set to ATRTS. Accepted values are all strategy names as listed here.

Margin settings

Margin settings control settings like leverage and the target for ROE. These parameters are relevant when using ATRTS as buy and/or sell method.

ROE

Description

This sets the target for closing a position.

ROE is the Return On Equity for a position, the percentage profit and loss on your invested margin. This value is calculated in a similar way to how Bitmex calculates it, it does include leverage and does not include fees.

Examples:

Long position, 1x leverage. When price moves 1% above the average entry price, 1% ROE is reached.

Long position, 100x leverage (or cross leverage). When price moves 1% above the average entry price, 100% ROE is reached.

Short position, 20x leverage When price moves 1% below the average entry price, 20% ROE is reached.

Values

Order types

Name

PND

Description

Use "PND" logic to close trades. This mode tries to not close a position before a pump or dump has fully played out - usually beats ROE trailing performance.

Respects the minimum ROE set.

Values

Order types

Name

PND protection

Description

Threshold to close a position when it drops below ROE again.

A value of 1.5 means that if ROE reached 1.5x the minimum target, the position will get closed immediately if the trend turns.

Values

Order types

Name

Leverage

Description

Sets the leverage for opening any position. Setting 0 places the order with cross margin.

On Binance Futures you must set leverage per pair on the exchange itself.

Values

Order types

Name

Stop Buy

Description

Places a market stop order for a long position, at the same time as the position is opened.

When set to 1 and a long order is opened at a price of 100, a stop market order will be placed at 99.

This setting is exclusive to Bitmex

Values

Order types

Name

Stop Sell

Description

Places a market stop order for a short position, at the same time as the position is opened.

When set to 1 and a short order is opened at a price of 100, a stop market order will be placed at 101.

This setting is exclusive to Bitmex

Values

Order types

Name

ROE Trailing

Description

Use this to enable tssl-style trailing for ROE.

Trailing limit is set with ROE_LIMIT.

Values

Order types

Name

ROE Scalper

Description

Use this to enable an alternate trailing mechanism for closing positions.

Trailing limit is set with ROE_LIMIT. Additionally ROE_TRAILING must be enabled.

Values

Order types

Name

ROE Limit

Description

This sets the range for ROE trailing.

ROE trailing:

Range is a percentage of current ROE. Setting a ROE_LIMIT of 5 at a ROE target of 1 would set an initial range between 0.95 and 1.05.

ROE scalper:

Range is an absolute ROE value. Setting a ROE_LIMIT of 5 at a ROE target of 10 means that the trailing stop is initially set at ROE 5 (ROE minus ROE_LIMIT).

Both:

As long as ROE keeps increasing, the range moves along with ROE. As soon as ROE start decreasing, the lower range gets frozen. A close order is placed when ROE crosses the lower limit.

Values

Order types

Name

Pre Order

Description

When set to true, limit orders will placed at a configurable rate beyond the best bid/ask price to get ahead of the order book.

Values

Order types

Name

Pre Order Gap

Description

Sets the gap between the best bid/ask price in the orderbook and the rate at which a limit order gets placed. Long orders are placed at ask + gap. Short orders are placed at bid - gap.

It is possible to use negative values, this will increase the chance of receiving maker fees.

Example when set to 1 and a buy signal occurs at an ask price of 100: a limit order gets placed at a rate of 101. When set to -1 and a buy signal occurs at an ask price of 100: a limit order gets placed at a rate of 99.

Don't use a negative gap together with STOP_BUY and/or STOP_SELL, as these stops do not combine well with position that do not always fill. Instead use STOP_LIMIT.

Values

Order types

Name

Buy settings

Buy settings are the primary trigger for opening long positions. These parameters control the execution of buy orders when using ATRTS as buy method.

Buy enabled

Description

Set this to false to prevent Gunbot from placing buy orders.

Values

Order types

Name

NBA

Description

"Never Buy Above". Use this to only allow buy orders below the last sell rate.

This sets the minimum percentage difference between the last sell order and the next buy. The default setting of 0 disables this option.

When set to 1, Gunbot will only place a buy order when the strategy buy criteria meet and price is at least 1% below the last sell price.

Values

Order types

Name

Sell settings

Sell settings are the primary trigger for opening short positions. These parameters control the execution of sell orders when using ATRTS as sell method.

Sell enabled

Description

Set this to false to prevent Gunbot from placing sell orders.

Values

Order types

Name

Indicator settings

Relevant indicators for trading with ATRTS.

These settings have a direct effect on trading with ATRTS.

Period

Description

This sets the candlestick period used for trading, this affects all indicators within the strategy.

Only use supported values.

Setting a short period allows you to trade on shorter trends, but be aware that these will be noisier than longer periods.

Values

Order types

Name

ATRx

Description

This value defines the multiplier used for calculation of the lower and upper limits for trading with ATRTS

When set to 5, ATR gets multiplied by 5 and the result gets subtracted from next rounds bid & added to next rounds ask to set the limits.

Values

Order types

Name

ATR Period

Description

The number of periods used for calculating ATR.

Values

Order types

Name

Balance settings

Balance settings

Confirming indicators + advanced indicator settings

Confirming indicators

Misc settings

Misc settings

Dollar cost avg settings

DCA Method

Description

When set to TENKAN Gunbot will place DCA orders in exactly the same way as in the Tenkan strategy. Each DCA order is in size of TRADING_LIMIT.

Values

Order types

Name

Reversal trading settings

RT is not intented to be used for margin trading.

TrailMe settings

TrailMe is not intended to be used with this strategy.

Placeholders

The following parameters in config.js have no function for this strategy and act as placeholder.

Parameter	Description
BUYLVL1	Placeholder.
BUYLVL2	Placeholder.
BUYLVL3	Placeholder.
BUYLVL	Placeholder.
BUY_LEVEL	Placeholder.
BUY_RANGE	Placeholder.
DISPLACEMENT	Placeholder.
DOUBLE_CHECK_GAIN	Placeholder.
FAST_SMA	Placeholder.
GAIN	Placeholder.
GAIN	Placeholder.
HIGH_BB	Placeholder.
ICHIMOKU_PROTECTION	Placeholder.
KIJUN_BUY	Placeholder.
KIJUN_CLOSE	Placeholder.
KIJUN_PERIOD	Placeholder.
KIJUN_SELL	Placeholder.
KIJUN_STOP	Placeholder.
KUMO_BUY	Placeholder.
KUMO_CLOSE	Placeholder.
KUMO_SELL	Placeholder.
KUMO_SENTIMENTS	Placeholder.
KUMO_STOP	Placeholder.
LONG_LEVEL	Placeholder.
LOW_BB	Placeholder.
MACD_LONG	Placeholder.
MACD_SHORT	Placeholder.
MACD_SIGNAL	Placeholder.
MEAN_REVERSION	Placeholder.
PP_BUY	Placeholder.
PP_SELL	Placeholder.
RENKO_ATR	Placeholder.
RENKO_BRICK_SIZE	Placeholder.
RENKO_PERIOD	Placeholder.
SELLLVL1	Placeholder.
SELLLVL2	Placeholder.
SELLLVL3	Placeholder.
SELLLVL	Placeholder.
SELL_RANGE	Placeholder.
SENKOUSPAN_PERIOD	Placeholder.
SHORT_LEVEL	Placeholder.
SLOW_SMA	Placeholder.
TAKE_BUY	Placeholder.
TBUY_RANGE	Placeholder.
TENKAN_BUY	Placeholder.
TENKAN_CLOSE	Placeholder.
TENKAN_PERIOD	Placeholder.
TENKAN_SELL	Placeholder.
TENKAN_STOP	Placeholder.
TP_PROFIT_ONLY	Placeholder.
TP_RANGE	Placeholder.
TSSL_TARGET_ONLY	Placeholder.
USE_RENKO	Placeholder.