From 567f0c8b59eee6c5079574c33cb50f8b1b991453 Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Sat, 8 Jan 2022 02:40:34 +0800
Subject: [PATCH] update bollpp config

---
 config/bollpp.yaml | 19 ++++++++++++++++++-
 1 file changed, 18 insertions(+), 1 deletion(-)

diff --git a/config/bollpp.yaml b/config/bollpp.yaml
index 9cf63546e..88398eac5 100644
--- a/config/bollpp.yaml
+++ b/config/bollpp.yaml
@@ -4,7 +4,22 @@ persistence:
     host: 127.0.0.1
     port: 6379
     db: 0
-    
+
+# example command:
+#    godotenv -f .env.local -- go run ./cmd/bbgo backtest --exchange max --sync-from 2020-11-01 --config config/grid.yaml --base-asset-baseline
+backtest:
+  # for testing max draw down (MDD) at 03-12
+  # see here for more details
+  # https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
+  startTime: "2021-08-01"
+  endTime: "2021-10-30"
+  symbols:
+  - ETHUSDT
+  account:
+    balances:
+      ETH: 1.0
+      USDT: 20_000.0
+
 exchangeStrategies:
 
 - on: max
@@ -17,6 +32,8 @@ exchangeStrategies:
     # you need to ensure that the spread can cover your trading fee
     # for example, the trading fee on binance is 0.075%, so the total fee of your buy/sell orders is 0.075% * 2 = 0.14%
     spread: 0.01%
+    minProfitSpread: 0.1%
+
     defaultBollinger:
       interval: "5m"
       window: 21