52 lines
931 B
YAML
52 lines
931 B
YAML
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---
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sessions:
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max:
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exchange: max
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envVarPrefix: max
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binance:
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exchange: binance
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envVarPrefix: binance
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publicOnly: true
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backtest:
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startTime: "2023-01-01"
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endTime: "2023-01-02"
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symbols:
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- BTCUSDT
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sessions:
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- max
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- binance
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accounts:
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max:
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balances:
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BTC: 0.5
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USDT: 15000.0
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crossExchangeStrategies:
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- xfixedmaker:
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tradingExchange: max
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symbol: BTCUSDT
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interval: 1m
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halfSpread: 0.01%
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quantity: 0.005
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orderType: LIMIT_MAKER
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dryRun: true
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referenceExchange: binance
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referencePriceEMA:
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interval: 1m
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window: 14
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orderPriceLossThreshold: -10
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positionHardLimit: 200
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maxPositionQuantity: 0.005
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circuitBreakLossThreshold: -10
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circuitBreakEMA:
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interval: 1m
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window: 14
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inventorySkew:
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inventoryRangeMultiplier: 1.0
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targetBaseRatio: 0.5
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