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Buy Strategy based Offset Groups


#1

From github:

One of the major complaints about PT is the lack of ability to utilize multiple possible buy strategies in the same bot instance. One could spin up a separate bot instance, using a different port…but then you can’t target the same coins (without confusing the bots). You could create a 2nd account on the same exchange (Binance), but this is officially considered a no-no by Binance. PTF has made some strides in getting us closer to addressing this issue, with use of things like Market Conditions and Offset Groups.

But, PTF still has not gotten to the point of where it has fully addressed the issue for us. The final and most important piece to have in PTF, I think, will be Offset Groups that directly measure the very same indicators utilized in each of the PT buy strategies: EMASPREAD, SMASPREAD, EMAGAIN, SMAGAIN, EMACROSS, SMACROSS, LOWBB, and HIGHBB.

This would allow us to apply a particular strategy to a particular coin, based on whether that coin is currently in the range closest to one of these strategy’s set buy_value. For example, it would look something like this…

},
“BUYSTRATEGYRANGES”: {
“Configs”: [
{
“CurrentEMASpreadRange”: “-9”,
“BuyStrategy”: {
“BuyValue”: “-8”,
“BuyStrategy”: “EMASPREAD”,
“Weight”: “100”
},
“DcaMinBuyBalanceOffset”: “-23”,
“TrailingBuyOffset”: “150”
},
{
“CurrentEMASpreadRange”: “-3”,
“BuyStrategy”: {
“BuyValue”: “-2”,
“BuyStrategy”: “EMASPREAD”,
“Weight”: “100”
},
“DcaMinBuyBalanceOffset”: “-53”,
“TrailingBuyOffset”: “100”
},
{
“CurrentEMASpreadRange”: “1”,
“BuyStrategy”: {
“BuyValue”: “2”,
“BuyStrategy”: “EMASPREAD”,
“Weight”: “100”
},
“DcaMinBuyBalanceOffset”: “-93”,
“TrailingBuyOffset”: “50”
},

Never mind the example offsets and above’s specific values, just generic values to show the concept.

Basically, if the EMASPREAD of a specific coin is currently between 1 and -3, then apply the BuyStrategy listed under that range (along with its offsets). If the EMASPREAD for a specific coin is currently found to be in the range between -3 and -9, then apply the BuyStrategy listed under that range (along with its offsets).

This would give us the ability to utilize multiple possible EMASPREAD srtategies, based on what range of the EMASPREAD each coin currently resides in.

The same concept could then be applied for adding say HIGHBB range based triggers into this same Offset Group area (“BUYSTRATEGYRANGES”) just below that “CurrentEMASpreadRange” and one could simply make the “Weight” lower or higher based on which strategy is preferred over the other when two or more of these strategy ranges are hit at the same time for the same coin…

{
“CurrentHighBBRange”: “20”,
“BuyStrategy”: {
“BuyValue”: “21”,
“BuyStrategy”: “EMASPREAD”,
“Weight”: “150”
},
“DcaMinBuyBalanceOffset”: “-23”,
“TrailingBuyOffset”: “150”
},
{
“CurrentHighBBRange”: “50”,
“BuyStrategy”: {
“BuyValue”: “51”,
“BuyStrategy”: “EMASPREAD”,
“Weight”: “150”
},
“DcaMinBuyBalanceOffset”: “-53”,
“TrailingBuyOffset”: “100”
},
{
“CurrentHighBBRange”: “-1”,
“BuyStrategy”: {
“BuyValue”: “-2”,
“BuyStrategy”: “EMASPREAD”,
“Weight”: “150”
},
“DcaMinBuyBalanceOffset”: “-93”,
“TrailingBuyOffset”: “50”
},

And I think you get the point.