add ETHUSDT for testing pivotshort

2024-11-10 01:01:56 +00:00 · 2022-06-09 11:58:58 +08:00 · 2022-06-09 11:58:58 +08:00 · a5e2c84434
commit a5e2c84434
parent 1bfc125a52
1 changed files with 40 additions and 0 deletions
--- a/config/pivotshort-ETHUSDT.yaml
+++ b/config/pivotshort-ETHUSDT.yaml
@ -0,0 +1,40 @@
+---
+sessions:
+  binance:
+    exchange: binance
+    envVarPrefix: binance
+    margin: true
+    # isolatedMargin: true
+    # isolatedMarginSymbol: ETHUSDT
+
+exchangeStrategies:
+- on: binance
+  pivotshort:
+    symbol: ETHUSDT
+    interval: 5m
+
+    pivotLength:  120
+
+    entry:
+      quantity: 10.0
+      marginOrderSideEffect: borrow
+
+    exit:
+      takeProfitPercentage: 25%
+      stopLossPercentage: 1%
+      lowerShadowRatio: 0.95
+      marginOrderSideEffect: repay
+
+
+backtest:
+  sessions:
+    - binance
+  startTime: "2022-04-01"
+  endTime: "2022-06-03"
+  symbols:
+    - ETHUSDT
+  account:
+    binance:
+      balances:
+        ETH: 10.0
+        USDT: 3000.0