mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-23 15:25:14 +00:00
102 lines
2.4 KiB
YAML
102 lines
2.4 KiB
YAML
|
---
|
||
|
|
persistence:
|
||
|
|
redis:
|
||
|
|
host: 127.0.0.1
|
||
|
|
port: 6379
|
||
|
|
db: 0
|
||
|
|
|
||
|
|
sync:
|
||
|
|
# userDataStream is used to sync the trading data in real-time
|
||
|
|
# it uses the websocket connection to insert the trades
|
||
|
|
userDataStream:
|
||
|
|
trades: true
|
||
|
|
filledOrders: true
|
||
|
|
|
||
|
|
# since is the start date of your trading data
|
||
|
|
since: 2021-08-01
|
||
|
|
|
||
|
|
# sessions is the list of session names you want to sync
|
||
|
|
# by default, BBGO sync all your available sessions.
|
||
|
|
sessions:
|
||
|
|
- binance
|
||
|
|
|
||
|
|
# symbols is the list of symbols you want to sync
|
||
|
|
# by default, BBGO try to guess your symbols by your existing account balances.
|
||
|
|
symbols:
|
||
|
|
- NEARBUSD
|
||
|
|
- BTCUSDT
|
||
|
|
- ETHUSDT
|
||
|
|
- LINKUSDT
|
||
|
|
- BNBUSDT
|
||
|
|
- DOTUSDT
|
||
|
|
- DOTBUSD
|
||
|
|
|
||
|
|
|
||
|
|
sessions:
|
||
|
|
binance:
|
||
|
|
exchange: binance
|
||
|
|
envVarPrefix: binance
|
||
|
|
# futures: true
|
||
|
|
|
||
|
|
|
||
|
|
exchangeStrategies:
|
||
|
|
- on: binance
|
||
|
|
rsmaker:
|
||
|
|
symbol: BTCBUSD
|
||
|
|
interval: 1m
|
||
|
|
# quantity: 40
|
||
|
|
amount: 20
|
||
|
|
minProfitSpread: 0.1%
|
||
|
|
|
||
|
|
# uptrendSkew: 0.7
|
||
|
|
|
||
|
|
# downtrendSkew, like the strongDowntrendSkew, but the price is still in the default band.
|
||
|
|
# downtrendSkew: 1.3
|
||
|
|
|
||
|
|
# tradeInBand: when tradeInBand is set, you will only place orders in the bollinger band.
|
||
|
|
# tradeInBand: true
|
||
|
|
|
||
|
|
# buyBelowNeutralSMA: when this set, it will only place buy order when the current price is below the SMA line.
|
||
|
|
# buyBelowNeutralSMA: true
|
||
|
|
|
||
|
|
defaultBollinger:
|
||
|
|
interval: "1h"
|
||
|
|
window: 21
|
||
|
|
bandWidth: 2.0
|
||
|
|
|
||
|
|
# neutralBollinger is the smaller range of the bollinger band
|
||
|
|
# If price is in this band, it usually means the price is oscillating.
|
||
|
|
neutralBollinger:
|
||
|
|
interval: "5m"
|
||
|
|
window: 21
|
||
|
|
bandWidth: 2.0
|
||
|
|
|
||
|
|
dynamicExposurePositionScale:
|
||
|
|
byPercentage:
|
||
|
|
# exp means we want to use exponential scale, you can replace "exp" with "linear" for linear scale
|
||
|
|
exp:
|
||
|
|
# from lower band -100% (-1) to upper band 100% (+1)
|
||
|
|
domain: [ -2, 2 ]
|
||
|
|
# when in down band, holds 1.0 by maximum
|
||
|
|
# when in up band, holds 0.05 by maximum
|
||
|
|
range: [ 1, 0.01 ]
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
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: "2022-03-26"
|
||
|
|
endTime: "2022-04-12"
|
||
|
|
symbols:
|
||
|
|
- BTCBUSD
|
||
|
|
account:
|
||
|
|
binance:
|
||
|
|
makerFeeRate: 0.0
|
||
|
|
balances:
|
||
|
|
BTC: 1
|
||
|
|
BUSD: 45_000.0
|