bbgo_origin/config/pivotshort-GMTBUSD.yaml

---
sessions:
  binance:
    exchange: binance
    envVarPrefix: binance
    margin: true
    isolatedMargin: true
    isolatedMarginSymbol: GMTBUSD
    # futures: true

exchangeStrategies:
- on: binance
  pivotshort:
    symbol: GMTBUSD
    interval: 5m
    window:  120

    entry:
      immediate: true
      catBounceRatio: 1%
      quantity: 20
      numLayers: 3
      marginOrderSideEffect: borrow

    exits:
    # roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
    - roiStopLoss:
        percentage: 2%

    # roiTakeProfit is used to force taking profit by percentage of the position ROI (currently the price change)
    # force to take the profit ROI exceeded the percentage.
    - roiTakeProfit:
        percentage: 30%

    - protectionStopLoss:
        activationRatio: 1%
        stopLossRatio: 0.2%
        placeStopOrder: true

    # lowerShadowTakeProfit is used to 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;
    - lowerShadowTakeProfit:
        ratio: 3%

    # cumulatedVolumeTakeProfit is used to take profit when the cumulated quote volume from the klines exceeded a threshold
    - cumulatedVolumeTakeProfit:
        minQuoteVolume: 90_000_000
        window: 5


backtest:
  sessions:
    - binance
  startTime: "2022-05-25"
  endTime: "2022-06-03"
  symbols:
    - GMTBUSD
  accounts:
    binance:
      balances:
        GMT: 3_000.0
        USDT: 3_000.0