64 lines
1.7 KiB
YAML
64 lines
1.7 KiB
YAML
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---
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sessions:
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binance:
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exchange: binance
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envVarPrefix: binance
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margin: true
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isolatedMargin: true
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isolatedMarginSymbol: GMTBUSD
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# futures: true
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exchangeStrategies:
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- on: binance
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pivotshort:
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symbol: GMTBUSD
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interval: 5m
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window: 120
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entry:
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immediate: true
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catBounceRatio: 1%
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quantity: 20
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numLayers: 3
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marginOrderSideEffect: borrow
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exits:
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# roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
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- roiStopLoss:
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percentage: 2%
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# roiTakeProfit is used to force taking profit by percentage of the position ROI (currently the price change)
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# force to take the profit ROI exceeded the percentage.
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- roiTakeProfit:
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percentage: 30%
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- protectiveStopLoss:
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activationRatio: 1%
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stopLossRatio: 0.2%
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placeStopOrder: true
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# lowerShadowTakeProfit is used to taking profit when the (lower shadow height / low price) > lowerShadowRatio
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# you can grab a simple stats by the following SQL:
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# SELECT ((close - low) / close) AS shadow_ratio FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' AND start_time > '2022-01-01' ORDER BY shadow_ratio DESC LIMIT 20;
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- lowerShadowTakeProfit:
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ratio: 3%
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# cumulatedVolumeTakeProfit is used to take profit when the cumulated quote volume from the klines exceeded a threshold
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- cumulatedVolumeTakeProfit:
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minQuoteVolume: 90_000_000
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window: 5
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backtest:
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sessions:
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- binance
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startTime: "2022-05-25"
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endTime: "2022-06-03"
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symbols:
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- GMTBUSD
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accounts:
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binance:
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balances:
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GMT: 3_000.0
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USDT: 3_000.0
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