bbgo_origin/config/pivotshort.yaml

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sessions:
binance:
exchange: binance
envVarPrefix: binance
# futures: true
exchangeStrategies:
- on: binance
pivotshort:
symbol: BTCBUSD
interval: 1h
quantity: 0.95
stopLossRatio: 0.8%
catBounceRatio: 3%
shadowTPRatio: 2.5%
backtest:
sessions:
- binance
# 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: "2022-01-01"
endTime: "2022-05-10"
symbols:
- BTCBUSD
account:
binance:
balances:
BTC: 1.0
BUSD: 1_000.0