bbgo_origin/config/supertrend.yaml

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---
persistence:
redis:
host: 127.0.0.1
port: 6379
db: 0
sessions:
binance:
exchange: binance
envVarPrefix: binance
backtest:
sessions: [binance]
# for testing max draw down (MDD) at 03-12
# see here for more details
# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
startTime: "2022-04-01"
endTime: "2022-04-30"
symbols:
- BTCUSDT
accounts:
binance:
makerCommission: 10 # 0.15%
takerCommission: 15 # 0.15%
balances:
BTC: 1.0
USDT: 10000.0
exchangeStrategies:
- on: binance
supertrend:
symbol: BTCUSDT
# interval is how long do you want to update your order price and quantity
interval: 1h
# leverage is the leverage of the orders
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leverage: 1.0
# fastDEMAWindow and slowDEMAWindow are for filtering super trend noise
fastDEMAWindow: 144
slowDEMAWindow: 169
superTrend:
averageTrueRangeWindow: 39
# ATR Multiplier for calculating super trend prices, the higher, the stronger the trends are
averageTrueRangeMultiplier: 3
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# TP according to ATR multiple, 0 to disable this
takeProfitMultiplier: 3
# Set SL price to the low of the triggering Kline
stopLossByTriggeringK: true
# TP/SL by reversed signals
tpslBySignal: true