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fix: update old configs
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@ -16,23 +16,23 @@ backtest:
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# for testing max draw down (MDD) at 03-12
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# for testing max draw down (MDD) at 03-12
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# see here for more details
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# see here for more details
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# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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startTime: "2021-08-01"
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startTime: "2022-01-01"
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endTime: "2021-08-30"
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endTime: "2022-05-12"
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sessions:
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sessions:
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- binance
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- binance
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symbols:
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symbols:
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- ETHUSDT
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- MATICBUSD
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account:
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accounts:
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binance:
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binance:
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balances:
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balances:
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ETH: 1.0
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MATIC: 0.0
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USDT: 20_000.0
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BUSD: 10_000.0
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exchangeStrategies:
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exchangeStrategies:
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- on: binance
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- on: binance
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bollmaker:
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bollmaker:
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symbol: ETHUSDT
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symbol: MATICBUSD
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# interval is how long do you want to update your order price and quantity
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# interval is how long do you want to update your order price and quantity
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interval: 1m
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interval: 1m
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@ -43,7 +43,7 @@ exchangeStrategies:
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# useTickerPrice use the ticker api to get the mid price instead of the closed kline price.
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# useTickerPrice use the ticker api to get the mid price instead of the closed kline price.
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# The back-test engine is kline-based, so the ticker price api is not supported.
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# The back-test engine is kline-based, so the ticker price api is not supported.
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# Turn this on if you want to do real trading.
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# Turn this on if you want to do real trading.
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useTickerPrice: false
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useTickerPrice: true
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# spread is the price spread from the middle price.
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# spread is the price spread from the middle price.
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# For ask orders, the ask price is ((bestAsk + bestBid) / 2 * (1.0 + spread))
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# For ask orders, the ask price is ((bestAsk + bestBid) / 2 * (1.0 + spread))
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@ -57,8 +57,8 @@ exchangeStrategies:
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minProfitSpread: 0.1%
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minProfitSpread: 0.1%
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# maxExposurePosition is the maximum position you can hold
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# maxExposurePosition is the maximum position you can hold
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# +10 means you can hold 10 ETH long position by maximum
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# +10 means you can hold 10 MATIC long position by maximum
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# -10 means you can hold -10 ETH short position by maximum
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# -10 means you can hold -10 MATIC short position by maximum
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# maxExposurePosition: 3.0
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# maxExposurePosition: 3.0
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maxExposurePosition: 10
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maxExposurePosition: 10
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@ -9,7 +9,7 @@ exchangeStrategies:
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- on: binance
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- on: binance
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ewo_dgtrd:
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ewo_dgtrd:
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symbol: MATICUSDT
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symbol: MATICBUSD
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interval: 30m
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interval: 30m
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useEma: false
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useEma: false
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useSma: false
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useSma: false
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@ -32,18 +32,18 @@ sync:
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sessions:
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sessions:
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- binance
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- binance
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symbols:
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symbols:
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- MATICUSDT
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- MATICBUSD
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backtest:
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backtest:
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startTime: "2022-04-14"
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startTime: "2022-01-01"
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endTime: "2022-04-28"
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endTime: "2022-05-12"
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symbols:
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symbols:
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- MATICUSDT
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- MATICBUSD
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sessions: [binance]
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sessions: [binance]
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account:
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accounts:
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binance:
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binance:
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makerFeeRate: 0
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#makerFeeRate: 0
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takerFeeRate: 0
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#takerFeeRate: 15
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balances:
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balances:
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MATIC: 500
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MATIC: 0.0
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USDT: 10000
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BUSD: 10000
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@ -23,7 +23,7 @@ backtest:
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endTime: "2022-04-13"
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endTime: "2022-04-13"
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symbols:
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symbols:
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- BTCUSDT
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- BTCUSDT
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account:
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accounts:
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binance:
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binance:
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balances:
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balances:
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BTC: 1.0
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BTC: 1.0
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@ -35,7 +35,8 @@ backtest:
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endTime: "2022-01-11"
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endTime: "2022-01-11"
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symbols:
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symbols:
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- BTCUSDT
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- BTCUSDT
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account:
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sessions: [binance]
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accounts:
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binance:
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binance:
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balances:
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balances:
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BTC: 0.0
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BTC: 0.0
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