2022-06-09 05:20:51 +00:00
|
|
|
# usage:
|
|
|
|
#
|
2022-06-09 18:39:14 +00:00
|
|
|
# go run ./cmd/bbgo optimize --config config/pivotshort-ETHUSDT.yaml --optimizer-config config/pivotshort_optimizer.yaml --debug
|
2022-06-09 05:20:51 +00:00
|
|
|
#
|
|
|
|
---
|
|
|
|
matrix:
|
|
|
|
|
2022-06-09 18:39:14 +00:00
|
|
|
#- type: iterate
|
|
|
|
# label: interval
|
|
|
|
# path: '/exchangeStrategies/0/pivotshort/interval'
|
|
|
|
# values: [ "5m", "30m" ]
|
|
|
|
|
|
|
|
#- type: range
|
|
|
|
# path: '/exchangeStrategies/0/pivotshort/pivotLength'
|
|
|
|
# label: pivotLength
|
|
|
|
# min: 100.0
|
|
|
|
# max: 200.0
|
|
|
|
# step: 20.0
|
2022-06-09 05:20:51 +00:00
|
|
|
|
2022-06-09 16:02:47 +00:00
|
|
|
- type: range
|
|
|
|
path: '/exchangeStrategies/0/pivotshort/breakLow/stopEMARange'
|
2022-06-09 18:39:14 +00:00
|
|
|
label: stopEMARange
|
2022-06-09 16:02:47 +00:00
|
|
|
min: 0%
|
|
|
|
max: 10%
|
2022-06-09 18:39:14 +00:00
|
|
|
step: 1%
|
|
|
|
|
|
|
|
- type: range
|
|
|
|
path: '/exchangeStrategies/0/pivotshort/exit/roiStopLossPercentage'
|
|
|
|
label: roiStopLossPercentage
|
|
|
|
min: 0.5%
|
2022-06-09 18:42:16 +00:00
|
|
|
max: 2%
|
2022-06-09 16:02:47 +00:00
|
|
|
step: 0.5%
|
|
|
|
|
2022-06-09 18:39:14 +00:00
|
|
|
- type: range
|
|
|
|
path: '/exchangeStrategies/0/pivotshort/exit/roiTakeProfitPercentage'
|
|
|
|
label: roiTakeProfitPercentage
|
|
|
|
min: 10%
|
|
|
|
max: 50%
|
|
|
|
step: 5%
|
|
|
|
|
2022-06-09 18:42:16 +00:00
|
|
|
- type: range
|
|
|
|
path: '/exchangeStrategies/0/pivotshort/exit/roiMinTakeProfitPercentage'
|
|
|
|
label: roiMinTakeProfitPercentage
|
|
|
|
min: 3%
|
|
|
|
max: 10%
|
|
|
|
step: 1%
|
2022-06-09 16:02:47 +00:00
|
|
|
|