Update configuration.md

docs/configuration.md

@@ -23,15 +23,50 @@ Long and short positions are supported and have each the same parameters.
 | `secondary_pprice_diff`    | Distance from pos price to secondary entry price. 
 | `secondary_allocation` | Allocation of wallet_exposure_limit for secondary entry.  E.g. 0.4 means 40% to secondary, 60% to primary.
 
-
 Secondary entry is independent of primary entry grid, intended to catch abnormally deep dips.
 
+Here is a diagram summarizing the parameters (without EMA):
+
+![Grid Parameters](images/passivbot_grid_parameters.jpeg)
+[Full image](images/passivbot_grid_parameters.jpeg)
+
+**Recursive grid mode**
+
+See `docs/passivbot_modes.md`
+
+
+**EMAs**
+
 Since Passivbot 5.3, EMA are introduced to allow:
 * limit initial entries at peak of pump/dump
 * auto unstuck position
 The mechanism is described in this chapter : (https://github.com/enarjord/passivbot/blob/master/docs/auto_unstuck.md)
 
-Here is a diagram summarizing the parameters (without EMA):
 
-![Grid Parameters](images/passivbot_grid_parameters.jpeg)
-[Full image](images/passivbot_grid_parameters.jpeg)
+**Backwards TP**
+
+Since passivbot v5.6 parameter "backwards_tp: true/false" is added.
+
+The backwards tp mode works like this:
+
+(considering long pos, short pos is same but flipped)
+
+1) get close prices evenly spaced `linspace(pprice * (1 + min_markup), pprice * (1 + min_markup + markup_range), n_close_orders)` e.g. pprice=100, min_markup=0.002, markup_range=0.018, n_close_orders=10 -> `[100.2, 100.4, 100.6, 100.8, 101.0, 101.2, 101.4, 101.6, 101.8, 102.0]`
+
+2) filter out prices lower than current lowest ask
+
+3) calc full psize, i.e. psize when wallet_exposure==wallet_exposure_limit: `full_psize = (wallet_exposure_limit * balance) / pprice` (linear)
+
+4) calc qty per close: `qty_per_close = max(min_qty, round_up(full_psize / len(close_prices), qty_step))`
+
+5) for each TP node backwards, add qty until psize is spent
+
+Say full_psize=10 and actual psize is 3. qty per close is 10 / 10 == 1.  
+Given TP prices `[100.2, 100.4, 100.6, 100.8, 101.0, 101.2, 101.4, 101.6, 101.8, 102.0]`,  
+fill them up starting backwards: `[[email protected], [email protected], [email protected]]`,  
+break when sum(qtys) == psize
+
+Say full_psize=20 and actual psize is 15. qty per close is 20 / 10 == 2.  
+Given TP prices `[100.2, 100.4, 100.6, 100.8, 101.0, 101.2, 101.4, 101.6, 101.8, 102.0]`,  
+fill them up starting backwards: `[[email protected], [email protected], [email protected], [email protected], [email protected], [email protected], [email protected], [email protected]]`,  
+break when sum(qtys) == psize