lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-26 00:35:15 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

update pivotshort config

Browse Source
This commit is contained in:
c9s 2022-06-10 01:24:15 +08:00
parent e575236db8
commit 53913ede23
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 25 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

32
config/pivotshort.yaml
View File

@ -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: