bbgo_origin/config/buyandhold.yaml

62 lines
1.3 KiB
YAML
Raw Normal View History

2020-10-26 09:00:07 +00:00
---
notifications:
slack:
defaultChannel: "bbgo"
errorChannel: "bbgo-error"
reportPnL:
- averageCostBySymbols:
- "BTCUSDT"
- "ETHUSDT"
- "BNBUSDT"
of: binance
when:
- "@daily"
- "@hourly"
sessions:
binance:
exchange: binance
envVarPrefix: binance
riskControls:
# This is the session-based risk controller, which let you configure different risk controller by session.
sessionBased:
# "max" is the session name that you want to configure the risk control
max:
# orderExecutors is one of the risk control
2020-11-09 06:56:54 +00:00
orderExecutor:
# symbol-routed order executor
bySymbol:
BTCUSDT:
# basic risk control order executor
basic:
minQuoteBalance: 1000.0
maxBaseAssetBalance: 2.0
minBaseAssetBalance: 0.1
maxOrderAmount: 100.0
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"
symbols:
- BTCUSDT
account:
makerCommission: 15
takerCommission: 15
buyerCommission: 0
sellerCommission: 0
balances:
BTC: 0.1
USDT: 10000.0
2020-10-26 09:00:07 +00:00
exchangeStrategies:
- on: binance
buyandhold:
symbol: "BTCUSDT"
interval: "1m"
2020-10-28 01:43:19 +00:00
baseQuantity: 0.001
minDropPercentage: -0.001