lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-26 08:45:16 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

strategy/linregmaker: adj config

Browse Source
This commit is contained in:
Andy Cheng 2022-11-30 13:00:29 +08:00
parent 71137620bd
commit 19d4033aaa
1 changed files with 2 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
config/linregmaker.yaml
View File

@ -126,7 +126,7 @@ exchangeStrategies:
# log means we want to use log scale, you can replace "log" with "linear" for linear scale
linear:
# from lower band -100% (-1) to upper band 100% (+1)
domain: [ -0.05, 0.05 ]
domain: [ -0.02, 0.02 ]
# when in down band, holds 1.0 by maximum
# when in up band, holds 0.05 by maximum
range: [ 0, 0.1 ]
@ -140,7 +140,7 @@ exchangeStrategies:
# log means we want to use log scale, you can replace "log" with "linear" for linear scale
linear:
# from lower band -100% (-1) to upper band 100% (+1)
domain: [0.05, -0.05 ]
domain: [0.02, -0.02 ]
# when in down band, holds 1.0 by maximum
# when in up band, holds 0.05 by maximum
range: [ 0, 0.1 ]