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
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.
PND
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.
PND protection
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.
Leverage
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.
Stop Buy
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
Stop Sell
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
ROE Trailing
Use this to enable tssl-style trailing for ROE.
Trailing limit is set with ROE_LIMIT
.
ROE Scalper
Use this to enable an alternate trailing mechanism for closing positions.
Trailing limit is set with ROE_LIMIT
. Additionally ROE_TRAILING
must be enabled.
ROE Limit
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.
Pre Order
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.
Pre Order Gap
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
.
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
Set this to false to prevent Gunbot from placing buy orders.
NBA
"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.
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
Set this to false to prevent Gunbot from placing sell orders.
Indicator settings
Relevant indicators for trading with ATRTS.
These settings have a direct effect on trading with ATRTS
.
Period
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.
ATRx
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.
ATR Period
The number of periods used for calculating ATR.
Balance settings
Confirming indicators + advanced indicator settings
Misc settings
Dollar cost avg settings
DCA Method
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
.
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.
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