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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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30
config/factorzoo.yaml
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@ -2,55 +2,43 @@ sessions:
binance:
exchange: binance
envVarPrefix: binance
# futures: true
exchangeStrategies:
- on: binance
factorzoo:
symbol: BTCUSDT
symbol: BTCBUSD
linear:
enabled: true
interval: 1d
quantity: 1
# amount: 50_000
quantity: 1.0
window: 5
exits:
- trailingStop:
callbackRate: 5%
callbackRate: 1%
activationRatio: 1%
closePosition: 100%
minProfit: 10%
minProfit: 15%
interval: 1m
side: buy
- trailingStop:
callbackRate: 5%
callbackRate: 1%
activationRatio: 1%
closePosition: 100%
minProfit: 10%
minProfit: 15%
interval: 1m
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:
sessions:
- binance
startTime: "2021-01-01"
endTime: "2022-07-31"
endTime: "2022-08-31"
symbols:
- BTCUSDT
- BTCBUSD
accounts:
binance:
balances:
BTC: 1.0
USDT: 60_000.0
BUSD: 40_000.0