2022-05-09 21:11:22 +00:00
|
|
|
sessions:
|
|
|
|
|
binance:
|
|
|
|
|
exchange: binance
|
|
|
|
|
envVarPrefix: binance
|
2022-05-13 10:06:21 +00:00
|
|
|
# futures: true
|
2022-05-09 21:11:22 +00:00
|
|
|
|
|
|
|
|
exchangeStrategies:
|
|
|
|
|
- on: binance
|
2022-05-10 09:11:24 +00:00
|
|
|
pivotshort:
|
2022-06-02 13:34:26 +00:00
|
|
|
symbol: GMTUSDT
|
2022-05-11 12:55:11 +00:00
|
|
|
interval: 5m
|
2022-06-02 13:34:26 +00:00
|
|
|
|
|
|
|
|
pivotLength: 120
|
2022-05-09 21:11:22 +00:00
|
|
|
|
2022-06-03 08:38:06 +00:00
|
|
|
entry:
|
2022-06-03 15:23:26 +00:00
|
|
|
immediate: true
|
2022-06-03 08:38:06 +00:00
|
|
|
catBounceRatio: 1%
|
|
|
|
|
quantity: 1000
|
|
|
|
|
numLayers: 3
|
|
|
|
|
# marginOrderSideEffect: borrow
|
|
|
|
|
|
|
|
|
|
exit:
|
|
|
|
|
takeProfitPercentage: 13%
|
|
|
|
|
stopLossPercentage: 0.5%
|
2022-06-03 15:28:48 +00:00
|
|
|
shadowTakeProfitRatio: 3%
|
2022-06-03 08:38:06 +00:00
|
|
|
# marginOrderSideEffect: repay
|
|
|
|
|
|
2022-06-02 13:34:26 +00:00
|
|
|
|
2022-05-09 21:11:22 +00:00
|
|
|
backtest:
|
|
|
|
|
sessions:
|
|
|
|
|
- binance
|
2022-06-03 15:23:26 +00:00
|
|
|
startTime: "2022-05-25"
|
2022-06-02 13:34:26 +00:00
|
|
|
endTime: "2022-06-03"
|
2022-05-09 21:11:22 +00:00
|
|
|
symbols:
|
2022-06-02 13:34:26 +00:00
|
|
|
- GMTUSDT
|
2022-05-09 21:11:22 +00:00
|
|
|
account:
|
|
|
|
|
binance:
|
|
|
|
|
balances:
|
2022-06-03 08:38:06 +00:00
|
|
|
GMT: 3_000.0
|
|
|
|
|
USDT: 3_000.0
|
