mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-23 07:15:15 +00:00
34 lines
590 B
YAML
34 lines
590 B
YAML
|
---
|
||
|
|
sessions:
|
||
|
|
max:
|
||
|
|
exchange: max
|
||
|
|
envVarPrefix: max
|
||
|
|
|
||
|
|
binance:
|
||
|
|
exchange: binance
|
||
|
|
envVarPrefix: binance
|
||
|
|
|
||
|
|
backtest:
|
||
|
|
# 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: "2020-01-01"
|
||
|
|
account:
|
||
|
|
makerCommission: 15
|
||
|
|
takerCommission: 15
|
||
|
|
buyerCommission: 0
|
||
|
|
sellerCommission: 0
|
||
|
|
balances:
|
||
|
|
BTC: 1.0
|
||
|
|
USDT: 5000.0
|
||
|
|
|
||
|
|
|
||
|
|
exchangeStrategies:
|
||
|
|
- on: binance
|
||
|
|
test:
|
||
|
|
symbol: "BTCUSDT"
|
||
|
|
interval: "1m"
|
||
|
|
baseQuantity: 0.1
|
||
|
|
minDropPercentage: -0.05
|
||
|
|
|