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config: add factorzoo

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austin362667 2022-08-08 23:53:56 +08:00
parent bb4db871b2
commit c06998e0d4
1 changed files with 9 additions and 21 deletions
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config/factorzoo.yaml
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@ -2,55 +2,43 @@ sessions:
binance: binance:
exchange: binance exchange: binance
envVarPrefix: binance envVarPrefix: binance
# futures: true
exchangeStrategies: exchangeStrategies:
- on: binance - on: binance
factorzoo: factorzoo:
symbol: BTCUSDT symbol: BTCBUSD
linear: linear:
enabled: true enabled: true
interval: 1d interval: 1d
quantity: 1 quantity: 1.0
# amount: 50_000
window: 5 window: 5
exits: exits:
- trailingStop: - trailingStop:
callbackRate: 5% callbackRate: 1%
activationRatio: 1% activationRatio: 1%
closePosition: 100% closePosition: 100%
minProfit: 10% minProfit: 15%
interval: 1m interval: 1m
side: buy side: buy
- trailingStop: - trailingStop:
callbackRate: 5% callbackRate: 1%
activationRatio: 1% activationRatio: 1%
closePosition: 100% closePosition: 100%
minProfit: 10% minProfit: 15%
interval: 1m interval: 1m
side: sell side: sell
## (0) roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
# - roiStopLoss:
# percentage: 1.0%
#
## (1) roiTakeProfit is used to force taking profit by percentage of the position ROI (currently the price change)
## force to take the profit ROI exceeded the percentage.
# - roiTakeProfit:
# percentage: 35%
backtest: backtest:
sessions: sessions:
- binance - binance
startTime: "2021-01-01" startTime: "2021-01-01"
endTime: "2022-07-31" endTime: "2022-08-31"
symbols: symbols:
- BTCUSDT - BTCBUSD
accounts: accounts:
binance: binance:
balances: balances:
BTC: 1.0 BTC: 1.0
USDT: 60_000.0 BUSD: 40_000.0