bbgo_origin/config/pivotshort.yaml

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---
sessions:
binance:
exchange: binance
envVarPrefix: binance
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margin: true
isolatedMargin: true
isolatedMarginSymbol: GMTUSDT
# futures: true
exchangeStrategies:
- on: binance
pivotshort:
symbol: GMTUSDT
interval: 5m
pivotLength: 120
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entry:
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immediate: true
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catBounceRatio: 1%
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quantity: 20
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numLayers: 3
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marginOrderSideEffect: borrow
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exit:
takeProfitPercentage: 13%
stopLossPercentage: 0.5%
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shadowTakeProfitRatio: 3%
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marginOrderSideEffect: repay
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backtest:
sessions:
- binance
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startTime: "2022-04-01"
endTime: "2022-06-03"
symbols:
- GMTUSDT
account:
binance:
balances:
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GMT: 3_000.0
USDT: 3_000.0