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update pivotshort config

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c9s 2022-06-10 01:24:15 +08:00
parent e575236db8
commit 53913ede23
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1 changed files with 25 additions and 7 deletions
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config/pivotshort.yaml
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@ -16,15 +16,33 @@ exchangeStrategies:
pivotLength: 120
entry:
quantity: 3000.0
# marginOrderSideEffect: borrow
# breakLow settings are used for shorting when the current price break the previous low
breakLow:
ratio: 0.1%
quantity: 10.0
stopEMARange: 5%
stopEMA:
interval: 1h
window: 99
exit:
takeProfitPercentage: 25%
stopLossPercentage: 1%
lowerShadowRatio: 0.95
# marginOrderSideEffect: repay
# roiStopLossPercentage is the stop loss percentage of the position ROI (currently the price change)
roiStopLossPercentage: 1%
# 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%
# 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%
cumulatedVolume:
minVolume: 50_000
window: 5
marginOrderSideEffect: repay
backtest: