bbgo/config/roll.yaml

71 lines
1.3 KiB
YAML

persistence:
json:
directory: var/data
redis:
host: 127.0.0.1
port: 6379
db: 0
sessions:
binance:
exchange: binance
envVarPrefix: BINANCE
futures: true
exchangeStrategies:
- on: binance
roll:
symbol: BTCUSDT
interval: 5m
leverage: 100.0
nrInterval: 5m
cciInterval: 5m
atrInterval: 5m
nrCount: 4
StrictMode: false
longCCI: -180.0
shortCCI: 180.0
cciWindow: 20
ATRWindow: 14
tradeStartHour: 0
tradeEndHour: 0
pauseTradeLoss: -10.0
enablePause: false
dryRun: false
placePriceType: 1
profitOrderType: 0
lossType: 0
profitRange: 0.3%
lossRange: 0.5%
atrProfitRange: 1.0
atrLossRange: 2.0
midPriceRange: 0.003
amount: 78.0
stageHalfAmount:
- 360.0
- 1080.0
- 3240.0
- 9720.0
- 29160.0
- 87480.0
- 262440.0
- 787320.0
- 2361960.0
- 7085880.0
- 21257640.0
backtest:
startTime: "2022-01-01"
endTime: "2025-03-01"
symbols:
- BTCUSDT
sessions: [binance]
# syncSecKLines: true
accounts:
binance:
makerFeeRate: 0.02%
takerFeeRate: 0.05%
balances:
BTC: 0.0
USDT: 20.0