2022-04-18 12:59:53 +00:00
|
|
|
sessions:
|
|
|
|
|
binance:
|
|
|
|
|
exchange: binance
|
|
|
|
|
envVarPrefix: binance
|
|
|
|
|
# futures: true
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
exchangeStrategies:
|
|
|
|
|
- on: binance
|
|
|
|
|
factorzoo:
|
|
|
|
|
symbol: BTCUSDT
|
2022-07-21 08:11:38 +00:00
|
|
|
linear:
|
|
|
|
|
enabled: true
|
|
|
|
|
interval: 1d
|
|
|
|
|
quantity: 1
|
|
|
|
|
# amount: 50_000
|
|
|
|
|
window: 5
|
|
|
|
|
|
|
|
|
|
exits:
|
|
|
|
|
- trailingStop:
|
|
|
|
|
callbackRate: 5%
|
|
|
|
|
activationRatio: 1%
|
|
|
|
|
closePosition: 100%
|
|
|
|
|
minProfit: 10%
|
|
|
|
|
interval: 1m
|
|
|
|
|
side: buy
|
|
|
|
|
- trailingStop:
|
|
|
|
|
callbackRate: 5%
|
|
|
|
|
activationRatio: 1%
|
|
|
|
|
closePosition: 100%
|
|
|
|
|
minProfit: 10%
|
|
|
|
|
interval: 1m
|
|
|
|
|
side: sell
|
|
|
|
|
|
|
|
|
|
## (0) roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
|
|
|
|
|
# - roiStopLoss:
|
|
|
|
|
# percentage: 1.0%
|
|
|
|
|
#
|
|
|
|
|
## (1) roiTakeProfit is used to force taking profit by percentage of the position ROI (currently the price change)
|
|
|
|
|
## force to take the profit ROI exceeded the percentage.
|
|
|
|
|
# - roiTakeProfit:
|
|
|
|
|
# percentage: 35%
|
2022-04-18 12:59:53 +00:00
|
|
|
|
|
|
|
|
|
|
|
|
|
backtest:
|
|
|
|
|
sessions:
|
|
|
|
|
- binance
|
2022-07-21 08:11:38 +00:00
|
|
|
startTime: "2021-01-01"
|
|
|
|
|
endTime: "2022-07-31"
|
2022-04-18 12:59:53 +00:00
|
|
|
symbols:
|
|
|
|
|
- BTCUSDT
|
2022-05-12 12:14:51 +00:00
|
|
|
accounts:
|
2022-04-18 12:59:53 +00:00
|
|
|
binance:
|
|
|
|
|
balances:
|
|
|
|
|
BTC: 1.0
|
2022-07-21 08:11:38 +00:00
|
|
|
USDT: 60_000.0
|
