bbgo_origin/config/pivotshort_optimizer.yaml

# usage:
#
#   go run ./cmd/bbgo optimize --config config/pivotshort.yaml  --optimizer-config config/pivotshort_optimizer.yaml --debug
#
---
executor:
  type: local
  local:
    maxNumberOfProcesses: 10

matrix:

- type: iterate
  label: interval
  path: '/exchangeStrategies/0/pivotshort/interval'
  values: [ "1m", "5m", "30m" ]

- type: range
  path: '/exchangeStrategies/0/pivotshort/window'
  label: window
  min: 100.0
  max: 200.0
  step: 20.0

- type: range
  path: '/exchangeStrategies/0/pivotshort/breakLow/stopEMARange'
  label: stopEMARange
  min: 0%
  max: 10%
  step: 1%

- type: range
  path: '/exchangeStrategies/0/pivotshort/exits/0/roiStopLoss/percentage'
  label: roiStopLossPercentage
  min: 0.5%
  max: 2%
  step: 0.1%

- type: range
  path: '/exchangeStrategies/0/pivotshort/exits/1/roiTakeProfit/percentage'
  label: roiTakeProfit
  min: 10%
  max: 40%
  step: 5%

- type: range
  path: '/exchangeStrategies/0/pivotshort/exits/2/protectiveStopLoss/activationRatio'
  label: protectiveStopLoss_activationRatio
  min: 0.5%
  max: 3%
  step: 0.1%

- type: range
  path: '/exchangeStrategies/0/pivotshort/exits/4/lowerShadowTakeProfit/ratio'
  label: lowerShadowTakeProfit_ratio
  min: 1%
  max: 10%
  step: 1%

- type: range
  path: '/exchangeStrategies/0/pivotshort/exits/5/cumulatedVolumeTakeProfit/minQuoteVolume'
  label: cumulatedVolumeTakeProfit_minQuoteVolume
  min: 3_000_000
  max: 20_000_000
  step: 100_000