01-30-2018, 09:47 PM
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
[thresholds]
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
[simulationBalance]
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?
Thanks.
short = 10
long = 21
signal = 9
[thresholds]
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
[simulationBalance]
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?
Thanks.