bbgo_origin/config/factorzoo.yaml

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2022-04-18 12:59:53 +00:00
sessions:
binance:
exchange: binance
envVarPrefix: binance
# futures: true
exchangeStrategies:
- on: binance
factorzoo:
symbol: BTCUSDT
interval: 12h # T:20/12h
quantity: 0.95
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: "2022-03-15"
endTime: "2022-04-13"
symbols:
- BTCUSDT
account:
binance:
balances:
BTC: 1.0
USDT: 45_000.0