Parameter Definitions
Hi there, can someone help or point me to documentation defining the parameters for the example strategies.  I can't seem to find anything.  I was playing with a couple USD BTC strategies on GDAX but I'm not sure what the parameters mean or what the values are. Heres the parameters for MACD:

short = 10
long = 21
signal = 9

down = -0.025
up = 0.025
persistence = 1

What do these values mean?  Is there any documentation on this?  Also under the paper trader, there are these values:

feeMaker = 0.25
feeTaker = 0.25
feeUsing = 'maker'
slippage = 0.05

asset = 1
currency = 100

I understand the first couple but what is the slippage number, a percent?  what do the asset and currency numbers represent?


Messages In This Thread
Parameter Definitions - by CrunchTime - 01-30-2018, 09:47 PM
RE: Parameter Definitions - by susitronix - 02-03-2018, 12:36 AM

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