bbgo/config/factorzoo.yaml

45 lines
785 B
YAML

sessions:
binance:
exchange: binance
envVarPrefix: binance
exchangeStrategies:
- on: binance
factorzoo:
symbol: BTCBUSD
linear:
enabled: true
interval: 1d
quantity: 1.0
window: 5
exits:
- trailingStop:
callbackRate: 1%
activationRatio: 1%
closePosition: 100%
minProfit: 15%
interval: 1m
side: buy
- trailingStop:
callbackRate: 1%
activationRatio: 1%
closePosition: 100%
minProfit: 15%
interval: 1m
side: sell
backtest:
sessions:
- binance
startTime: "2021-01-01"
endTime: "2022-08-31"
symbols:
- BTCBUSD
accounts:
binance:
balances:
BTC: 1.0
BUSD: 40_000.0