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update config structure

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c9s 2022-06-26 19:20:08 +08:00
parent 3604bae933
commit 279bb66a4d
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3 changed files with 62 additions and 42 deletions
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36
config/pivotshort-ETHUSDT.yaml
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@ -60,34 +60,32 @@ exchangeStrategies:
numOfLayers: 1
layerSpread: 0.1%
exit:
# roiStopLossPercentage is the stop loss percentage of the position ROI (currently the price change)
roiStopLossPercentage: 2%
exits:
# roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
- roiStopLoss:
percentage: 2%
# roiTakeProfitPercentage 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.
roiTakeProfitPercentage: 30%
# 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: 30%
# roiMinTakeProfitPercentage applies to lowerShadowRatio and cumulatedVolume exit options
roiMinTakeProfitPercentage: 10%
roiProtectionStopLoss:
- protectionStopLoss:
activationRatio: 1%
stopLossRatio: 0.2%
placeStopOrder: true
# lowerShadowRatio is used to taking profit when the (lower shadow height / low price) > lowerShadowRatio
# you can grab a simple stats by the following SQL:
# 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;
lowerShadowRatio: 3%
# lowerShadowTakeProfit is used to taking profit when the (lower shadow height / low price) > lowerShadowRatio
# you can grab a simple stats by the following SQL:
# 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;
- lowerShadowTakeProfit:
ratio: 3%
# cumulatedVolume is used to take profit when the cumulated quote volume from the klines exceeded a threshold
cumulatedVolume:
enabled: true
# cumulatedVolumeTakeProfit is used to take profit when the cumulated quote volume from the klines exceeded a threshold
- cumulatedVolumeTakeProfit:
minQuoteVolume: 90_000_000
window: 5
marginOrderSideEffect: repay
backtest:
sessions:
- binance

30
config/pivotshort-GMTBUSD.yaml
View File

@ -22,11 +22,31 @@ exchangeStrategies:
numLayers: 3
marginOrderSideEffect: borrow
exit:
takeProfitPercentage: 13%
stopLossPercentage: 0.5%
shadowTakeProfitRatio: 3%
marginOrderSideEffect: repay
exits:
# roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
- roiStopLoss:
percentage: 2%
# 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: 30%
- protectionStopLoss:
activationRatio: 1%
stopLossRatio: 0.2%
placeStopOrder: true
# lowerShadowTakeProfit is used to taking profit when the (lower shadow height / low price) > lowerShadowRatio
# you can grab a simple stats by the following SQL:
# 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;
- lowerShadowTakeProfit:
ratio: 3%
# cumulatedVolumeTakeProfit is used to take profit when the cumulated quote volume from the klines exceeded a threshold
- cumulatedVolumeTakeProfit:
minQuoteVolume: 90_000_000
window: 5
backtest:

38
config/pivotshort.yaml
View File

@ -25,31 +25,33 @@ exchangeStrategies:
interval: 1h
window: 99
exit:
# roiStopLossPercentage is the stop loss percentage of the position ROI (currently the price change)
roiStopLossPercentage: 1%
exits:
# roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
- roiStopLoss:
percentage: 2%
# roiTakeProfitPercentage is the take profit percentage of the position ROI (currently the price change)
# force to take the profit ROI exceeded the percentage.
roiTakeProfitPercentage: 25%
# 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: 30%
# roiMinTakeProfitPercentage applies to lowerShadowRatio and cumulatedVolume exit options
roiMinTakeProfitPercentage: 10%
- protectionStopLoss:
activationRatio: 1%
stopLossRatio: 0.2%
placeStopOrder: true
# lowerShadowRatio is used to force taking profit when the (lower shadow height / low price) > lowerShadowRatio
# you can grab a simple stats by the following SQL:
# 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;
lowerShadowRatio: 3%
# lowerShadowTakeProfit is used to taking profit when the (lower shadow height / low price) > lowerShadowRatio
# you can grab a simple stats by the following SQL:
#
# 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;
- lowerShadowTakeProfit:
ratio: 3%
# cumulatedVolume is used to take profit when the cumulated quote volume from the klines exceeded a threshold
cumulatedVolume:
enabled: false
# cumulatedVolumeTakeProfit is used to take profit when the cumulated quote volume from the klines exceeded a threshold
- cumulatedVolumeTakeProfit:
minQuoteVolume: 90_000_000
window: 5
marginOrderSideEffect: repay
backtest:
sessions:
- binance