2020-10-10 04:23:05 +00:00
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---
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2020-10-24 07:38:13 +00:00
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imports:
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- github.com/c9s/bbgo/pkg/strategy/buyandhold
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2020-10-24 10:22:23 +00:00
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- github.com/c9s/bbgo/pkg/strategy/xpuremaker
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2020-10-25 10:26:10 +00:00
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2020-10-22 02:54:03 +00:00
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notifications:
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2020-10-10 04:23:05 +00:00
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slack:
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2020-10-28 09:44:37 +00:00
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defaultChannel: "dev-bbgo"
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errorChannel: "bbgo-error"
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2020-10-27 01:38:29 +00:00
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# if you want to route channel by symbol
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symbolChannels:
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2020-10-28 09:44:37 +00:00
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"^BTC": "btc"
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"^ETH": "eth"
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2020-10-27 01:38:29 +00:00
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# if you want to route channel by exchange session
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sessionChannels:
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2020-10-28 09:44:37 +00:00
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max: "bbgo-max"
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binance: "bbgo-binance"
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2020-10-27 01:38:29 +00:00
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# routing rules
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routing:
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trade: "$symbol"
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order: "$symbol"
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submitOrder: "$session"
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2020-10-28 09:44:37 +00:00
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pnL: "bbgo-pnl"
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2020-10-22 02:54:03 +00:00
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2020-10-23 05:50:17 +00:00
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reportPnL:
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2020-10-24 07:38:13 +00:00
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- averageCostBySymbols:
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- "BTCUSDT"
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- "BNBUSDT"
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of: binance
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when:
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- "@daily"
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- "@hourly"
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2020-10-23 05:50:17 +00:00
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2020-10-22 02:54:03 +00:00
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sessions:
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2020-10-10 04:23:05 +00:00
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max:
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2020-10-22 02:54:03 +00:00
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exchange: max
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2020-10-26 09:00:17 +00:00
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envVarPrefix: max
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2020-10-26 09:57:28 +00:00
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2020-10-22 02:54:03 +00:00
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binance:
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exchange: binance
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2020-10-26 09:00:17 +00:00
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envVarPrefix: binance
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2020-10-22 02:54:03 +00:00
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2020-11-06 18:57:50 +00:00
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backtest:
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# for testing max draw down (MDD) at 03-12
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# see here for more details
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# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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startTime: "2020-01-01"
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account:
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makerCommission: 15
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takerCommission: 15
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buyerCommission: 0
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sellerCommission: 0
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balances:
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BTC: 1.0
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USDT: 5000.0
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2020-10-22 02:54:03 +00:00
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exchangeStrategies:
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2020-10-24 07:38:13 +00:00
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- on: binance
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buyandhold:
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symbol: "BTCUSDT"
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interval: "1m"
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baseQuantity: 0.01
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minDropPercentage: -0.02
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2020-10-25 10:26:10 +00:00
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- on: max
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xpuremaker:
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symbol: MAXUSDT
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numOrders: 2
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side: both
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behindVolume: 1000.0
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priceTick: 0.01
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baseQuantity: 100.0
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