bbgo_origin/config/pivotshort.yaml

60 lines
1.5 KiB
YAML
Raw Normal View History

2022-06-03 16:39:24 +00:00
---
sessions:
binance:
exchange: binance
envVarPrefix: binance
# margin: true
# isolatedMargin: true
# isolatedMarginSymbol: GMTUSDT
# futures: true
exchangeStrategies:
- on: binance
pivotshort:
symbol: GMTUSDT
interval: 5m
2022-06-09 05:20:51 +00:00
pivotLength: 120
2022-06-09 17:24:15 +00:00
# breakLow settings are used for shorting when the current price break the previous low
breakLow:
ratio: 0.1%
quantity: 10.0
stopEMARange: 5%
stopEMA:
interval: 1h
window: 99
2022-06-03 08:38:06 +00:00
exit:
2022-06-09 17:24:15 +00:00
# roiStopLossPercentage is the stop loss percentage of the position ROI (currently the price change)
roiStopLossPercentage: 1%
# roiTakeProfitPercentage is the take profit percentage of the position ROI (currently the price change)
# force to take the profit ROI exceeded the percentage.
roiTakeProfitPercentage: 25%
# lowerShadowRatio is used to force taking profit when the (lower shadow height / low price) > lowerShadowRatio
# you can grab a simple stats by the following SQL:
# SELECT ((close - low) / close) AS shadow_ratio FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' AND start_time > '2022-01-01' ORDER BY shadow_ratio DESC LIMIT 20;
lowerShadowRatio: 3%
cumulatedVolume:
minVolume: 50_000
window: 5
marginOrderSideEffect: repay
2022-06-03 08:38:06 +00:00
backtest:
sessions:
2022-06-09 05:20:51 +00:00
- binance
startTime: "2022-05-01"
endTime: "2022-06-03"
symbols:
2022-06-09 05:20:51 +00:00
- GMTUSDT
accounts:
binance:
balances:
GMT: 3010.0
USDT: 1000.0