zenbot list-strategies
bollinger
description:
Buy when (Signal ≤ Lower Bollinger Band) and sell when (Signal ≥ Upper Bollinger Band).
options:
--period=<value> period length, same as --period_length (default: 1h)
--period_length=<value> period length, same as --period (default: 1h)
--min_periods=<value> min. number of history periods (default: 52)
--bollinger_size=<value> period size (default: 20)
--bollinger_time=<value> times of standard deviation between the upper band and the moving averages (default: 2)
--bollinger_upper_bound_pct=<value> pct the current price should be near the bollinger upper bound before we sell (default: 0)
--bollinger_lower_bound_pct=<value> pct the current price should be near the bollinger lower bound before we buy (default: 0)
cci_srsi
description:
Stochastic CCI Strategy
options:
--period=<value> period length, same as --period_length (default: 20m)
--period_length=<value> period length, same as --period (default: 20m)
--min_periods=<value> min. number of history periods (default: 30)
--ema_acc=<value> sideways threshold (0.2-0.4) (default: 0.03)
--cci_periods=<value> number of RSI periods (default: 14)
--rsi_periods=<value> number of RSI periods (default: 14)
--srsi_periods=<value> number of RSI periods (default: 9)
--srsi_k=<value> %K line (default: 5)
--srsi_d=<value> %D line (default: 3)
--oversold_rsi=<value> buy when RSI reaches or drops below this value (default: 18)
--overbought_rsi=<value> sell when RSI reaches or goes above this value (default: 85)
--oversold_cci=<value> buy when CCI reaches or drops below this value (default: -90)
--overbought_cci=<value> sell when CCI reaches or goes above this value (default: 140)
--constant=<value> constant (default: 0.015)
If you have questions about this strategy, contact me... @talvasconcelos
crossover_vwap
description:
Estimate trends by comparing "Volume Weighted Average Price" to the "Exponential Moving Average".
options:
--period=<value> period length, same as --period_length (default: 120m)
--period_length=<value> period length, same as --period (default: 120m)
--emalen1=<value> Length of EMA 1 (default: 30)
--smalen1=<value> Length of SMA 1 (default: 108)
--smalen2=<value> Length of SMA 2 (default: 60)
--vwap_length=<value> Min periods for vwap to start (default: 10)
--vwap_max=<value> Max history for vwap. Increasing this makes it more sensitive to short-term changes (default: 8000)
dema
description:
Buy when (short ema > long ema) and sell when (short ema < long ema).
options:
--period=<value> period length (default: 1h)
--min_periods=<value> min. number of history periods (default: 21)
--ema_short_period=<value> number of periods for the shorter EMA (default: 10)
--ema_long_period=<value> number of periods for the longer EMA (default: 21)
--up_trend_threshold=<value> threshold to trigger a buy signal (default: 0)
--down_trend_threshold=<value> threshold to trigger a sold signal (default: 0)
--overbought_rsi_periods=<value> number of periods for overbought RSI (default: 9)
--overbought_rsi=<value> sold when RSI exceeds this value (default: 80)
--noise_level_pct=<value> do not trade when short ema is with this % of last short ema, 0 disables this feature (default: 0)
macd
description:
Buy when (MACD - Signal > 0) and sell when (MACD - Signal < 0).
options:
--period=<value> period length, same as --period_length (default: 1h)
--period_length=<value> period length, same as --period (default: 1h)
--min_periods=<value> min. number of history periods (default: 52)
--ema_short_period=<value> number of periods for the shorter EMA (default: 12)
--ema_long_period=<value> number of periods for the longer EMA (default: 26)
--signal_period=<value> number of periods for the signal EMA (default: 9)
--up_trend_threshold=<value> threshold to trigger a buy signal (default: 0)
--down_trend_threshold=<value> threshold to trigger a sold signal (default: 0)
--overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
--overbought_rsi=<value> sold when RSI exceeds this value (default: 70)
momentum
description:
MOM = Close(Period) - Close(Length)
options:
--momentum_size=<value> number of periods to look back for momentum (default: 5)
neural
description:
Use neural learning to predict future price. Buy = mean(last 3 real prices) < mean(current & last prediction)
options:
--period=<value> period length - make sure to lower your poll trades time to lower than this value. Same as --period_length (default: 1m)
--period_length=<value> period length - make sure to lower your poll trades time to lower than this value. Same as --period (default: 1m)
--activation_1_type=<value> Neuron Activation Type: sigmoid, tanh, relu (default: sigmoid)
--neurons_1=<value> Neurons in layer 1 Shoot for atleast 100 (default: 1)
--depth=<value> Rows of data to predict ahead for matches/learning (default: 1)
--selector=<value> Selector (default: Gdax.BTC-USD)
--min_periods=<value> Periods to calculate learn from (default: 1000)
--min_predict=<value> Periods to predict next number from (default: 1)
--momentum=<value> momentum of prediction (default: 0.9)
--decay=<value> decay of prediction, use teeny tiny increments (default: 0.1)
--threads=<value> Number of processing threads you'd like to run (best for sim) (default: 1)
--learns=<value> Number of times to 'learn' the neural network with past data (default: 2)
noop
description:
Just do nothing. Can be used to e.g. for training the strategy.
options:
--period=<value> period length, same as --period_length (default: 30m)
--period_length=<value> period length, same as --period (default: 30m)
rsi
description:
Attempts to buy low and sell high by tracking RSI high-water readings.
options:
--period=<value> period length, same as --period_length (default: 2m)
--period_length=<value> period length, same as --period (default: 2m)
--min_periods=<value> min. number of history periods (default: 52)
--rsi_periods=<value> number of RSI periods
--oversold_rsi=<value> buy when RSI reaches or drops below this value (default: 30)
--overbought_rsi=<value> sell when RSI reaches or goes above this value (default: 82)
--rsi_recover=<value> allow RSI to recover this many points before buying (default: 3)
--rsi_drop=<value> allow RSI to fall this many points before selling (default: 0)
--rsi_divisor=<value> sell when RSI reaches high-water reading divided by this value (default: 2)
sar
description:
Parabolic SAR
options:
--period=<value> period length, same as --period_length (default: 2m)
--period_length=<value> period length, same as --period (default: 2m)
--min_periods=<value> min. number of history periods (default: 52)
--sar_af=<value> acceleration factor for parabolic SAR (default: 0.015)
--sar_max_af=<value> max acceleration factor for parabolic SAR (default: 0.3)
speed
description:
Trade when % change from last two 1m periods is higher than average.
options:
--period=<value> period length, same as --period_length (default: 1m)
--period_length=<value> period length, same as --period (default: 1m)
--min_periods=<value> min. number of history periods (default: 3000)
--baseline_periods=<value> lookback periods for volatility baseline (default: 3000)
--trigger_factor=<value> multiply with volatility baseline EMA to get trigger value (default: 1.6)
srsi_macd
description:
Stochastic MACD Strategy
options:
--period=<value> period length, same as --period_length (default: 30m)
--period_length=<value> period length, same as --period (default: 30m)
--min_periods=<value> min. number of history periods (default: 200)
--rsi_periods=<value> number of RSI periods
--srsi_periods=<value> number of RSI periods (default: 9)
--srsi_k=<value> %D line (default: 5)
--srsi_d=<value> %D line (default: 3)
--oversold_rsi=<value> buy when RSI reaches or drops below this value (default: 20)
--overbought_rsi=<value> sell when RSI reaches or goes above this value (default: 80)
--ema_short_period=<value> number of periods for the shorter EMA (default: 24)
--ema_long_period=<value> number of periods for the longer EMA (default: 200)
--signal_period=<value> number of periods for the signal EMA (default: 9)
--up_trend_threshold=<value> threshold to trigger a buy signal (default: 0)
--down_trend_threshold=<value> threshold to trigger a sold signal (default: 0)
stddev
description:
Buy when standard deviation and mean increase, sell on mean decrease.
options:
--period=<value> period length, set poll trades to 100ms, poll order 1000ms. Same as --period_length (default: 100ms)
--period_length=<value> period length, set poll trades to 100ms, poll order 1000ms. Same as --period (default: 100ms)
--trendtrades_1=<value> Trades for array 1 to be subtracted stddev and mean from (default: 5)
--trendtrades_2=<value> Trades for array 2 to be calculated stddev and mean from (default: 53)
--min_periods=<value> min_periods (default: 1250)
ta_ema
description:
Buy when (EMA - last(EMA) > 0) and sell when (EMA - last(EMA) < 0). Optional buy on low RSI.
options:
--period=<value> period length, same as --period_length (default: 10m)
--period_length=<value> period length, same as --period (default: 10m)
--min_periods=<value> min. number of history periods (default: 52)
--trend_ema=<value> number of periods for trend EMA (default: 20)
--neutral_rate=<value> avoid trades if abs(trend_ema) under this float (0 to disable, "auto" for a variable filter) (default: 0.06)
--oversold_rsi_periods=<value> number of periods for oversold RSI (default: 20)
--oversold_rsi=<value> buy when RSI reaches this value (default: 30)
ta_macd
description:
Buy when (MACD - Signal > 0) and sell when (MACD - Signal < 0).
options:
--period=<value> period length, same as --period_length (default: 1h)
--period_length=<value> period length, same as --period (default: 1h)
--min_periods=<value> min. number of history periods (default: 52)
--ema_short_period=<value> number of periods for the shorter EMA (default: 12)
--ema_long_period=<value> number of periods for the longer EMA (default: 26)
--signal_period=<value> number of periods for the signal EMA (default: 9)
--up_trend_threshold=<value> threshold to trigger a buy signal (default: 0)
--down_trend_threshold=<value> threshold to trigger a sold signal (default: 0)
--overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
--overbought_rsi=<value> sold when RSI exceeds this value (default: 70)
ta_macd_ext
description:
Buy when (MACD - Signal > 0) and sell when (MACD - Signal < 0) with controllable talib TA types
options:
--period=<value> period length, same as --period_length (default: 1h)
--min_periods=<value> min. number of history periods (default: 52)
--ema_short_period=<value> number of periods for the shorter EMA (default: 12)
--ema_long_period=<value> number of periods for the longer EMA (default: 26)
--signal_period=<value> number of periods for the signal EMA (default: 9)
--fast_ma_type=<value> fast_ma_type of talib: SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3 (default: null)
--slow_ma_type=<value> slow_ma_type of talib: SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3 (default: null)
--signal_ma_type=<value> signal_ma_type of talib: SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3 (default: null)
--default_ma_type=<value> set default ma_type for fast, slow and signal. You are able to overwrite single types separately (fast_ma_type, slow_ma_type, signal_ma_type) (default: SMA)
--up_trend_threshold=<value> threshold to trigger a buy signal (default: 0)
--down_trend_threshold=<value> threshold to trigger a sold signal (default: 0)
--overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
--overbought_rsi=<value> sold when RSI exceeds this value (default: 70)
ta_trix
description:
TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA with rsi oversold
options:
--period=<value> period length eg 10m (default: 5m)
--timeperiod=<value> timeperiod for TRIX (default: 30)
--overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
--overbought_rsi=<value> sold when RSI exceeds this value (default: 70)
trend_ema (default)
description:
Buy when (EMA - last(EMA) > 0) and sell when (EMA - last(EMA) < 0). Optional buy on low RSI.
options:
--period=<value> period length, same as --period_length (default: 2m)
--period_length=<value> period length, same as --period (default: 2m)
--min_periods=<value> min. number of history periods (default: 52)
--trend_ema=<value> number of periods for trend EMA (default: 26)
--neutral_rate=<value> avoid trades if abs(trend_ema) under this float (0 to disable, "auto" for a variable filter) (default: auto)
--oversold_rsi_periods=<value> number of periods for oversold RSI (default: 14)
--oversold_rsi=<value> buy when RSI reaches this value (default: 10)
ta_ppo
description:
PPO - Percentage Price Oscillator with rsi oversold
options:
--period=<value> period length, same as --period_length (default: 10m)
--ema_short_period=<value> number of periods for the shorter EMA (default: 12)
--ema_long_period=<value> number of periods for the longer EMA (default: 26)
--signal_period=<value> number of periods for the signal EMA (default: 9)
--overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
--ma_type==<value> moving average type of talib: SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3 (default: SMA)
--overbought_rsi=<value> sold when RSI exceeds this value (default: 70)
ta_ultosc
description:
ULTOSC - Ultimate Oscillator with rsi oversold
options:
--period=<value> period length eg 5m (default: 5m)
--min_periods=<value> min. number of history periods (default: 52)
--signal=<value> Provide signal and indicator "simple" (buy@65, sell@50), "low" (buy@65, sell@30), "trend" (buy@30, sell@70) (default: simple)
--timeperiod1=<value> talib ULTOSC timeperiod1 (default: 7)
--timeperiod2=<value> talib ULTOSC timeperiod2 (default: 14)
--timeperiod3=<value> talib ULTOSC timeperiod3 (default: 28)
--overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
--overbought_rsi=<value> sold when RSI exceeds this value (default: 90)
ti_hma
description:
HMA - Hull Moving Average
options:
--period=<value> period length eg 10m (default: 15m)
--min_periods=<value> min. number of history periods (default: 52)
--trend_hma=<value> number of periods for trend hma (default: 36)
--overbought_rsi_periods=<value> number of periods for overbought RSI (default: 25)
--overbought_rsi=<value> sold when RSI exceeds this value (default: 70)
trendline
description:
Calculate a trendline and trade when trend is positive vs negative.
options:
--period=<value> period length (default: 30s)
--period_length=<value> period length (default: 30s)
--lastpoints=<value> Number of trades for short trend average (default: 100)
--avgpoints=<value> Number of trades for long trend average (default: 1000)
--lastpoints2=<value> Number of trades for short trend average (default: 10)
--avgpoints2=<value> Number of trades for long trend average (default: 100)
--min_periods=<value> Basically avgpoints + a BUNCH of more preroll periods for anything less than 5s period (default: 15000)
--markup_sell_pct=<value> test (default: 0)
--markdown_buy_pct=<value> test (default: 0)
trust_distrust
description:
Sell when price higher than $sell_min% and highest point - $sell_threshold% is reached. Buy when lowest price point + $buy_threshold% reached.
options:
--period=<value> period length, same as --period_length (default: 30m)
--period_length=<value> period length, same as --period (default: 30m)
--min_periods=<value> min. number of history periods (default: 52)
--sell_threshold=<value> sell when the top drops at least below this percentage (default: 2)
--sell_threshold_max=<value> sell when the top drops lower than this max, regardless of sell_min (panic sell, 0 to disable) (default: 0)
--sell_min=<value> do not act on anything unless the price is this percentage above the original price (default: 1)
--buy_threshold=<value> buy when the bottom increased at least above this percentage (default: 2)
--buy_threshold_max=<value> wait for multiple buy signals before buying (kill whipsaw, 0 to disable) (default: 0)
--greed=<value> sell if we reach this much profit (0 to be greedy and either win or lose) (default: 0)
wavetrend
description:
Buy when (Signal < Oversold) and sell when (Signal > Overbought).
options:
--period=<value> period length, same as --period_length (default: 1h)
--period_length=<value> period length, same as --period (default: 1h)
--min_periods=<value> min. number of history periods (default: 21)
--wavetrend_channel_length=<value> wavetrend channel length (default: 10)
--wavetrend_average_length=<value> wavetrend average length (default: 21)
--wavetrend_overbought_1=<value> wavetrend overbought limit 1 (default: 60)
--wavetrend_overbought_2=<value> wavetrend overbought limit 2 (default: 53)
--wavetrend_oversold_1=<value> wavetrend oversold limit 1 (default: -60)
--wavetrend_oversold_2=<value> wavetrend oversold limit 2 (default: -53)
--wavetrend_trends=<value> act on trends instead of limits (default: false)
--overbought_rsi_periods=<value> number of periods for overbought RSI (default: 9)
--overbought_rsi=<value> sold when RSI exceeds this value (default: 80)