66 lines
1.4 KiB
YAML
66 lines
1.4 KiB
YAML
# usage:
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#
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# go run ./cmd/bbgo optimize --config config/pivotshort.yaml --optimizer-config config/pivotshort_optimizer.yaml --debug
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#
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---
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executor:
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type: local
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local:
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maxNumberOfProcesses: 10
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matrix:
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- type: iterate
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label: interval
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path: '/exchangeStrategies/0/pivotshort/interval'
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values: [ "1m", "5m", "30m" ]
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- type: range
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path: '/exchangeStrategies/0/pivotshort/window'
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label: window
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min: 100.0
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max: 200.0
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step: 20.0
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- type: range
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path: '/exchangeStrategies/0/pivotshort/breakLow/stopEMARange'
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label: stopEMARange
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min: 0%
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max: 10%
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step: 1%
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- type: range
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path: '/exchangeStrategies/0/pivotshort/exits/0/roiStopLoss/percentage'
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label: roiStopLossPercentage
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min: 0.5%
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max: 2%
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step: 0.1%
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- type: range
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path: '/exchangeStrategies/0/pivotshort/exits/1/roiTakeProfit/percentage'
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label: roiTakeProfit
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min: 10%
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max: 40%
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step: 5%
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- type: range
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path: '/exchangeStrategies/0/pivotshort/exits/2/protectiveStopLoss/activationRatio'
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label: protectiveStopLoss_activationRatio
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min: 0.5%
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max: 3%
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step: 0.1%
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- type: range
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path: '/exchangeStrategies/0/pivotshort/exits/4/lowerShadowTakeProfit/ratio'
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label: lowerShadowTakeProfit_ratio
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min: 1%
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max: 10%
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step: 1%
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- type: range
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path: '/exchangeStrategies/0/pivotshort/exits/5/cumulatedVolumeTakeProfit/minQuoteVolume'
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label: cumulatedVolumeTakeProfit_minQuoteVolume
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min: 3_000_000
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max: 20_000_000
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step: 100_000
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