2022-05-30 08:48:07 +00:00
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---
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persistence:
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redis:
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host: 127.0.0.1
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port: 6379
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db: 0
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sessions:
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binance:
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exchange: binance
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envVarPrefix: binance
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2022-05-31 07:46:55 +00:00
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margin: true
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isolatedMargin: true
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isolatedMarginSymbol: BTCUSDT
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2022-05-30 08:48:07 +00:00
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backtest:
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sessions: [binance]
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# for testing max draw down (MDD) at 03-12
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# see here for more details
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# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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2022-07-07 02:14:15 +00:00
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startTime: "2022-01-01"
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2022-07-06 10:11:09 +00:00
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endTime: "2022-06-30"
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2022-05-30 08:48:07 +00:00
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symbols:
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- BTCUSDT
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accounts:
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binance:
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makerCommission: 10 # 0.15%
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takerCommission: 15 # 0.15%
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balances:
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2022-07-06 11:05:02 +00:00
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BTC: 1.0
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2022-05-30 08:48:07 +00:00
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USDT: 10000.0
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exchangeStrategies:
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- on: binance
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supertrend:
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symbol: BTCUSDT
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# interval is how long do you want to update your order price and quantity
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2022-08-15 10:10:56 +00:00
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interval: 1m
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2022-05-30 08:48:07 +00:00
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2022-07-08 08:42:31 +00:00
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# ATR window used by Supertrend
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2022-08-15 10:10:56 +00:00
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window: 34
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2022-07-08 08:42:31 +00:00
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# ATR Multiplier for calculating super trend prices, the higher, the stronger the trends are
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2022-08-15 10:10:56 +00:00
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supertrendMultiplier: 4
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2022-07-08 08:42:31 +00:00
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2022-08-05 03:47:36 +00:00
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# leverage uses the account net value to calculate the order qty
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2022-05-30 09:02:20 +00:00
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leverage: 1.0
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2022-08-05 03:47:36 +00:00
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# quantity sets the fixed order qty, takes precedence over Leverage
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#quantity: 0.5
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2022-05-30 08:48:07 +00:00
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# fastDEMAWindow and slowDEMAWindow are for filtering super trend noise
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2022-08-15 10:10:56 +00:00
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fastDEMAWindow: 40
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slowDEMAWindow: 49
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2022-05-30 08:48:07 +00:00
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2022-07-05 07:59:35 +00:00
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# Use linear regression as trend confirmation
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linearRegression:
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2022-08-15 10:10:56 +00:00
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interval: 1m
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window: 74
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2022-05-31 04:53:14 +00:00
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# TP according to ATR multiple, 0 to disable this
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2022-07-05 07:59:35 +00:00
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TakeProfitAtrMultiplier: 0
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2022-05-31 04:53:14 +00:00
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# Set SL price to the low of the triggering Kline
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2022-07-05 07:59:35 +00:00
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stopLossByTriggeringK: false
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# TP/SL by reversed supertrend signal
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stopByReversedSupertrend: false
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# TP/SL by reversed DEMA signal
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stopByReversedDema: false
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2022-05-31 04:53:14 +00:00
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2022-07-05 07:59:35 +00:00
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# TP/SL by reversed linear regression signal
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stopByReversedLinGre: false
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2022-07-05 08:55:48 +00:00
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2022-09-10 23:19:23 +00:00
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# Draw pnl
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drawGraph: true
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graphPNLPath: "./pnl.png"
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graphCumPNLPath: "./cumpnl.png"
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2022-07-05 08:55:48 +00:00
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exits:
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2022-07-06 06:27:50 +00:00
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# roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
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- roiStopLoss:
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2022-07-25 06:11:55 +00:00
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percentage: 4.5%
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2022-08-03 02:05:27 +00:00
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- protectiveStopLoss:
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2022-08-15 10:10:56 +00:00
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activationRatio: 3%
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stopLossRatio: 2.5%
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2022-08-03 02:05:27 +00:00
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placeStopOrder: false
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- protectiveStopLoss:
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2022-08-15 10:10:56 +00:00
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activationRatio: 7%
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stopLossRatio: 3.5%
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2022-08-03 02:05:27 +00:00
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placeStopOrder: false
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2022-07-25 06:11:55 +00:00
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- trailingStop:
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2022-08-15 10:10:56 +00:00
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callbackRate: 4.5%
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#activationRatio: 40%
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minProfit: 9.5%
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2022-07-25 06:11:55 +00:00
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interval: 1m
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2022-08-15 10:10:56 +00:00
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side: both
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2022-07-25 06:11:55 +00:00
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closePosition: 100%
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