bbgo/config/bolladxema.yaml

89 lines
1.7 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
bolladxema:
dryRun: false
symbol: BTCUSDT
interval: 5m
leverage: 100.0
enableADX: true
adxHSingle: 40.0
adxMSingle: 30.0
adxLSingle: 25.0
longCCI: -180.0
shortCCI: 180.0
amount: 12.0
enablePause: false
tradeStartHour: 0
tradeEndHour: 0
pauseTradeLoss: -10.0
# 1:ATR 0:range
profitType: 0
profitHRange: 0.8%
lossHRange: 0.5%
profitMRange: 0.5%
lossMRange: 0.5%
profitLRange: 0.3%
lossLRange: 0.3%
atrProfitMultiple: 1.5
atrLossMultiple: 1.5
placeOrderType: 0
stageHalfAmount:
- 40
- 60
- 120.0
- 360.0
- 1080.0
- 3240.0
- 9720.0
- 29160.0
- 87480.0
- 262440.0
- 787320.0
- 2361960.0
- 7085880.0
- 21257640.0
bollinger:
interval: "5m"
window: 21
bandWidth: 2.0
emaSetting:
interval: "5m"
window: 20
adxSetting:
interval: "5m"
window: 14
atrSetting:
interval: "5m"
window: 14
cciSetting:
interval: "5m"
window: 20
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