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update config structure
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@ -60,34 +60,32 @@ exchangeStrategies:
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numOfLayers: 1
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layerSpread: 0.1%
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exit:
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# roiStopLossPercentage is the stop loss percentage of the position ROI (currently the price change)
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roiStopLossPercentage: 2%
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exits:
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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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percentage: 2%
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# roiTakeProfitPercentage is used to force taking profit by percentage of the position ROI (currently the price change)
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# force to take the profit ROI exceeded the percentage.
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roiTakeProfitPercentage: 30%
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# roiTakeProfit is used to force taking profit by percentage of the position ROI (currently the price change)
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# force to take the profit ROI exceeded the percentage.
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- roiTakeProfit:
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percentage: 30%
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# roiMinTakeProfitPercentage applies to lowerShadowRatio and cumulatedVolume exit options
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roiMinTakeProfitPercentage: 10%
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roiProtectionStopLoss:
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- protectionStopLoss:
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activationRatio: 1%
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stopLossRatio: 0.2%
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placeStopOrder: true
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# lowerShadowRatio is used to taking profit when the (lower shadow height / low price) > lowerShadowRatio
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# you can grab a simple stats by the following SQL:
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# SELECT ((close - low) / close) AS shadow_ratio FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' AND start_time > '2022-01-01' ORDER BY shadow_ratio DESC LIMIT 20;
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lowerShadowRatio: 3%
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# lowerShadowTakeProfit is used to taking profit when the (lower shadow height / low price) > lowerShadowRatio
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# you can grab a simple stats by the following SQL:
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# SELECT ((close - low) / close) AS shadow_ratio FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' AND start_time > '2022-01-01' ORDER BY shadow_ratio DESC LIMIT 20;
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- lowerShadowTakeProfit:
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ratio: 3%
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# cumulatedVolume is used to take profit when the cumulated quote volume from the klines exceeded a threshold
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cumulatedVolume:
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enabled: true
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# cumulatedVolumeTakeProfit is used to take profit when the cumulated quote volume from the klines exceeded a threshold
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- cumulatedVolumeTakeProfit:
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minQuoteVolume: 90_000_000
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window: 5
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marginOrderSideEffect: repay
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backtest:
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sessions:
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- binance
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@ -22,11 +22,31 @@ exchangeStrategies:
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numLayers: 3
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marginOrderSideEffect: borrow
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exit:
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takeProfitPercentage: 13%
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stopLossPercentage: 0.5%
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shadowTakeProfitRatio: 3%
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marginOrderSideEffect: repay
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exits:
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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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percentage: 2%
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# roiTakeProfit is used to force taking profit by percentage of the position ROI (currently the price change)
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# force to take the profit ROI exceeded the percentage.
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- roiTakeProfit:
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percentage: 30%
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- protectionStopLoss:
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activationRatio: 1%
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stopLossRatio: 0.2%
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placeStopOrder: true
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# lowerShadowTakeProfit is used to taking profit when the (lower shadow height / low price) > lowerShadowRatio
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# you can grab a simple stats by the following SQL:
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# SELECT ((close - low) / close) AS shadow_ratio FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' AND start_time > '2022-01-01' ORDER BY shadow_ratio DESC LIMIT 20;
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- lowerShadowTakeProfit:
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ratio: 3%
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# cumulatedVolumeTakeProfit is used to take profit when the cumulated quote volume from the klines exceeded a threshold
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- cumulatedVolumeTakeProfit:
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minQuoteVolume: 90_000_000
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window: 5
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backtest:
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@ -25,31 +25,33 @@ exchangeStrategies:
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interval: 1h
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window: 99
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exit:
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# roiStopLossPercentage is the stop loss percentage of the position ROI (currently the price change)
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roiStopLossPercentage: 1%
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exits:
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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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percentage: 2%
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# roiTakeProfitPercentage is the take profit percentage of the position ROI (currently the price change)
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# force to take the profit ROI exceeded the percentage.
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roiTakeProfitPercentage: 25%
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# roiTakeProfit is used to force taking profit by percentage of the position ROI (currently the price change)
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# force to take the profit ROI exceeded the percentage.
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- roiTakeProfit:
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percentage: 30%
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# roiMinTakeProfitPercentage applies to lowerShadowRatio and cumulatedVolume exit options
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roiMinTakeProfitPercentage: 10%
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- protectionStopLoss:
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activationRatio: 1%
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stopLossRatio: 0.2%
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placeStopOrder: true
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# lowerShadowRatio is used to force taking profit when the (lower shadow height / low price) > lowerShadowRatio
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# you can grab a simple stats by the following SQL:
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# SELECT ((close - low) / close) AS shadow_ratio FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' AND start_time > '2022-01-01' ORDER BY shadow_ratio DESC LIMIT 20;
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lowerShadowRatio: 3%
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# lowerShadowTakeProfit is used to taking profit when the (lower shadow height / low price) > lowerShadowRatio
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# you can grab a simple stats by the following SQL:
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#
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# SELECT ((close - low) / close) AS shadow_ratio FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' AND start_time > '2022-01-01' ORDER BY shadow_ratio DESC LIMIT 20;
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- lowerShadowTakeProfit:
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ratio: 3%
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# cumulatedVolume is used to take profit when the cumulated quote volume from the klines exceeded a threshold
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cumulatedVolume:
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enabled: false
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# cumulatedVolumeTakeProfit is used to take profit when the cumulated quote volume from the klines exceeded a threshold
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- cumulatedVolumeTakeProfit:
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minQuoteVolume: 90_000_000
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window: 5
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marginOrderSideEffect: repay
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backtest:
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sessions:
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- binance
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