Adaptive Hedge

Adaptive Hedge is designed to implement complex hedging and rebalancing strategies. 

This bot integrates several sophisticated features that allow it to navigate the volatile cryptocurrency market by managing risk and optimizing portfolio performance effectively.

The bot utilizes a comprehensive rebalancing approach that includes time, distance, and levels-based parameters to ensure the portfolio remains aligned with market conditions and investment goals.

Exchange Compatibility: Binance USD-M, Bybit;

SizeUsd: monetary size of each trade the bot executes;

Deposit: size depozit;

isTradeAllowed: trading can be toggled on (true) or off (false) 

Coins: BCH, XRP, EOS, TRX, XLM, XMR, DASH, ZEC, XTZ, ATOM, ONT, IOTA, BAT, VET, NEO, QTUM, IOST, THETA, ALGO, ZIL

rbTimePeriod: the period of time during which it is necessary to average;

rbTimeSizeFactor: averaging size (0.3 - 30%) of the position size;

rbTimeDiffPercent: percentage of price deviation from entryPrice;

basketProfit: managing the overall profitability of the entire portfolio or “basket” of transactions processed by the bot

gapPercent: percentage at which a reverse position is opened.

sellFactor: regulates the scale of selling to balance between profit-taking and risk tolerance.

tpPercent: the required percentage of profit of the hedging position at which the position is closed;

Rebalancing Features

Time-Based Rebalancing:

rbTimePeriod: Adjusts the portfolio every 4 hours to react to ongoing market changes.

rbTimeSizeFactor and rbTimeDiffPercent: These parameters help manage how much of the portfolio is adjusted when significant price movements are detected.

Distance and Levels-Based Rebalancing:

Parameters such as rbDistancePeriod, rbDistancePercent, rbDistanceSizeFactor, rbLevelsPercentStep, and rbLevelsSizeFactor are designed to adjust the portfolio based on the asset price movements and specific market levels, providing a more targeted and effective rebalancing mechanism.

Hedge Re-Opening:

hedgeReOpenGap: This crucial setting allows the bot to reopen hedged positions when a specific price gap is observed, aiding in risk mitigation and potential profit maximization.

hedgeSizeMode: Chooses the sizing method for hedging (by USD value), ensuring consistency across different assets irrespective of their individual price fluctuations.

Gap Percent:

gapPercent: Set at 4%, it dictates when new trades should be initiated based on price gaps, helping capture significant market movements.

Profit Targeting:

tpPercent: Set to 0, indicating the bot's focus is on hedging rather than closing positions for quick profits.

Sell Factor:

sellFactor: A predefined value of 0.8 helps manage the selling strategy under specific conditions, balancing between capturing gains and reducing losses.

Operational Controls

isTradeAllowed: Provides the ability to manually enable or disable trading, allowing for strategic pauses or adjustments during turbulent market conditions.

maxPositionsSize: Limits the total size of all open positions, controlling overall exposure and risk.

basketProfit: Aims for a minimum overall profit from 1% across all trades, providing a baseline for portfolio performance.