MACD

This page describes how margin trading on Bitmex works with the MACD strategy. The triggers for trades are slightly different than in the same strategy for regular trading.
How to work with this strategy
The expected behavior for margin trading with Gunbot is that it 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 MACD crosses up the signal line.
Short / Sell
A short position is opened when MACD crosses down the signal line.
Close
A position is closed when the desired ROE is reached.
Stop
A position is closed at loss when STOP_LIMIT is reached.
Strategy parameters
Following settings options are available for MACD 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 MACD. 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 MACD as buy and/or sell method.
ROE
Description
Values
Order types
Name
Description
This sets the target for closing a position.
ROE is measured as a percentage from the opening rate of a position, leverage and fees are not taken into consideration.
Values
Values: numerical – represent a percentage.
Default value: 1
Order types
Affects
Does not affect
Close
RT buy
​
RT buyback
​
RT sell
​
Close
​
Stop limit
​
Strategy buy
​
Strategy sell
​
DCA buy
Name
Parameter name in config.js: ROE
Leverage
Description
Values
Order types
Name
Description
Sets the leverage for opening any position. Setting 0 places the order with cross margin.
Values
Values: numerical
Default value: 0
Order types
Affects
Does not affect
Strategy buy
RT buy
Strategy sell
RT buyback
​
RT sell
​
Close
​
Stop limit
​
Close
​
DCA buy
Name
Parameter name in config.js: LEVERAGE
Stop Buy
Description
Values
Order types
Name
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.
Values
Values: numerical - represents a percentage.
Default value: 0
Order types
Affects
Does not affect
Strategy buy
RT buy
​
RT buyback
​
RT sell
​
Close
​
Stop limit
​
Close
​
Strategy sell
​
DCA buy
Name
Parameter name in config.js: STOP_BUY
Stop Sell
Description
Values
Order types
Name
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.
Values
Values: numerical - represents a percentage.
Default value: 0
Order types
Affects
Does not affect
Strategy sell
RT buy
​
RT buyback
​
RT sell
​
Close
​
Stop limit
​
Close
​
Strategy buy
​
DCA buy
Name
Parameter name in config.js: STOP_SELL
ROE Trailing
Description
Values
Order types
Name
Description
Use this to enable tssl-style trailing for ROE.
Values
Values: true or false
Default value: false
Order types
Affects
Does not affect
Close
RT buy
​
RT buyback
​
RT sell
​
Strategy sell
​
Stop limit
​
Close
​
Strategy buy
​
DCA buy
Name
Parameter name in config.js: ROE_TRAILING
ROE Limit
Description
Values
Order types
Name
Description
This sets the range for ROE trailing.
Setting a range of 5% at a ROE target of 1 would set an initial range between 0.95 and 1.05.
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
Values: numerical – represent a percentage of ROE.
Default value: 1
Order types
Affects
Does not affect
Close
RT buy
​
RT buyback
​
RT sell
​
Strategy sell
​
Stop limit
​
Close
​
Strategy buy
​
DCA buy
Name
Parameter name in config.js: ROE_LIMIT
Pre Order
Description
Values
Order types
Name
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
Values: true or false
Default value: false
Order types
Affects
Does not affect
Close
RT buy
Strategy sell
RT buyback
Strategy buy
RT sell
​
Stop limit
​
DCA buy
Name
Parameter name in config.js: PRE_ORDER
Pre Order Gap
Description
Values
Order types
Name
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.
Values
Values: numerical - represents a percentage.
Default value: 0
Order types
Affects
Does not affect
Strategy sell
RT buy
Strategy buy
RT buyback
​
RT sell
​
Stop limit
​
DCA buy
​
Close
Name
Parameter name in config.js: PRE_ORDER_GAP
Buy settings
Buy settings are the primary trigger for opening long positions. These parameters control the execution of buy orders when using MACD as buy method.
Buy enabled
Description
Values
Order types
Name
Description
Set this to false to prevent Gunbot from placing buy orders.
Values
Values: true or false
Default value: true
Order types
Affects
Does not affect
Strategy buy
Strategy sell
DCA buy
Stop limit
RT buy
Close
RT buyback
RT sell
Name
Parameter name in config.js: BUY_ENABLED
NBA
Description
Values
Order types
Name
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
Values: numerical, represents a percentage.
Default value: 0
Order types
Affects
Does not affect
Strategy buy
Strategy sell
​
Stop limit
​
Close
​
RT sell
​
DCA buy
​
RT buy
​
RT buyback
Name
Parameter name in config.js: NBA
Sell settings
Sell settings are the primary trigger for opening short positions. These parameters control the execution of sell orders when using MACD as sell method.
Sell enabled
Description
Values
Order types
Name
Description
Set this to false to prevent Gunbot from placing sell orders.
Values
Values: true or false
Default value: true
Order types
Affects
Does not affect
Strategy sell
Strategy buy
Stop limit
RT buy
RT sell
RT buyback
​
Close
​
DCA buy
Name
Parameter name in config.js: SELL_ENABLED
Indicator settings
Relevant indicators for trading with EMA spread.
These settings have a direct effect on trading with MACD.
Period
Description
Values
Order types
Name
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
Values: numerical– represents candlestick size in minutes.
Default value: 15
Order types
Affects
Does not affect
Strategy sell
RT buy
Strategy buy
RT buyback
​
RT sell
​
Close
​
Stop limit
​
DCA buy
Name
Parameter name in config.js: PERIOD
MACD Short
Description
Values
Order types
Name
Description
The number of periods used for calculating the short-term moving average for MACD.
Values
Values: numerical, represents a number of periods.
Default value: 5
Order types
Affects
Does not affect
Strategy sell
RT buy
Strategy buy
RT buyback
​
RT sell
​
Close
​
Stop limit
​
DCA buy
Name
Parameter name in config.js: MACD_SHORT
MACD Long
Description
Values
Order types
Name
Description
The number of periods used for calculating the long-term moving average for MACD.
Values
Values: numerical, represents a number of periods.
Default value: 20
Order types
Affects
Does not affect
Strategy sell
RT buy
Strategy buy
RT buyback
​
RT sell
​
Close
​
Stop limit
​
DCA buy
Name
Parameter name in config.js: MACD_LONG
MACD Signal
Description
Values
Order types
Name
Description
The number of periods used for calculating the MACD signal line.
Values
Values: numerical, represents a number of periods.
Default value: 10
Order types
Affects
Does not affect
Strategy sell
RT buy
Strategy buy
RT buyback
​
RT sell
​
Close
​
Stop limit
​
DCA buy
Name
Parameter name in config.js: MACD_SIGNAL
Balance settings
Balance settings
/trading-strategy-options/balance-settings
Confirming indicators + advanced indicator settings
Confirming indicators
/trading-strategy-options/confirming-indicators
Misc settings
Misc settings
/trading-strategy-options/misc-settings
Dollar cost avg settings
DCA is not intented to be used for margin trading.
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
ATRX
Placeholder.
ATR_PERIOD
Placeholder.
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.
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.
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.

Ichimoku

MACDH

Last updated 2 years ago

Affects	Does not affect
Close	RT buy
	RT buyback
	RT sell
	Close
	Stop limit
	Strategy buy
	Strategy sell
	DCA buy

Parameter	Description
`ATRX`	Placeholder.
`ATR_PERIOD`	Placeholder.
`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.
`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.
`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.