bbgo_origin/config/pivotshort_optimizer.yaml

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