2021-05-02 16:10:06 +00:00
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---
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2022-03-01 13:48:48 +00:00
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sessions:
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binance:
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exchange: binance
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envVarPrefix: binance
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# time godotenv -f .env.local -- go run ./cmd/bbgo backtest --base-asset-baseline --config config/schedule-ethusdt.yaml -v
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2022-01-30 17:42:21 +00:00
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backtest:
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startTime: "2021-08-01"
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endTime: "2021-08-07"
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symbols:
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- ETHUSDT
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account:
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2022-03-01 13:48:48 +00:00
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binance:
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balances:
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ETH: 1.0
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USDT: 20_000.0
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2022-01-30 17:42:21 +00:00
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2021-05-02 16:10:06 +00:00
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riskControls:
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# This is the session-based risk controller, which let you configure different risk controller by session.
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sessionBased:
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# "max" is the session name that you want to configure the risk control
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max:
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# orderExecutor is one of the risk control
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orderExecutor:
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# symbol-routed order executor
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bySymbol:
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ETHUSDT:
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# basic risk control order executor
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basic:
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minQuoteBalance: 1000.0
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maxBaseAssetBalance: 500.0
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minBaseAssetBalance: 300.0
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maxOrderAmount: 1000.0
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exchangeStrategies:
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2022-01-30 17:42:21 +00:00
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- on: binance
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2021-05-02 16:10:06 +00:00
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schedule:
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2021-05-02 16:14:12 +00:00
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# trigger schedule per hour
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# valid intervals are: 1m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
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2021-05-02 16:10:06 +00:00
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interval: 1h
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2022-01-30 17:42:21 +00:00
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2021-05-02 16:10:06 +00:00
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symbol: ETHUSDT
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side: buy
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2022-01-30 17:52:47 +00:00
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# quantity is the quantity of the crypto (in base currency) you want to buy/sell
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2022-01-30 17:42:21 +00:00
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# quantity: 0.01
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2022-01-30 17:52:47 +00:00
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# amount is the quote quantity of the crypto (in quote currency), here is USDT.
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# 11.0 means you want to buy ETH with 11 USDT.
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# the quantity will be calculated automatically, according to the latest price
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2022-01-30 17:42:21 +00:00
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amount: 11.0
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2022-01-30 17:46:02 +00:00
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# belowMovingAverage is a special override (optional)
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2021-05-02 16:14:12 +00:00
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# execute order only when the closed price is below the moving average line.
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# you can open the app to adjust your parameters here.
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# the interval here could be different from the triggering interval.
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2021-05-02 16:10:06 +00:00
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belowMovingAverage:
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type: EWMA
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interval: 1h
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window: 99
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2022-01-30 17:46:02 +00:00
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# you can override the default side
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side: buy
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# you can choose one of quantity or amount
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2022-01-30 17:42:21 +00:00
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# quantity: 0.05
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2022-01-30 17:46:02 +00:00
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# amount is how much quote balance you want to buy
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# here 11.0 means you want to buy ETH with 11.0 USDT
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# please note that crypto exchange requires you to submit an order above the min notional limit $10 usdt
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2022-01-30 17:42:21 +00:00
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amount: 11.0
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2022-01-30 17:46:02 +00:00
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# aboveMovingAverage is a special override (optional)
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# aboveMovingAverage:
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# type: EWMA
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# interval: 1h
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# window: 99
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# side: sell
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# # quantity: 0.05
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# amount: 11.0
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