---
persistence:
  redis:
    host: 127.0.0.1
    port: 6379
    db: 0

sessions:
  binance:
    exchange: binance
    futures: false
    envVarPrefix: binance
    heikinAshi: false

exchangeStrategies:
 
- on: binance
  drift:
    canvasPath: "./output.png"
    symbol: BTCBUSD
    # kline interval for indicators
    interval: 15m
    window: 2
    stoploss: 0.3%
    source: close
    predictOffset: 2
    # position avg +- takeProfitFactor * atr as take profit price
    takeProfitFactor: 1.2
    noTrailingStopLoss: true
    # stddev on high/low-source
    hlVarianceMultiplier: 0.27

    generateGraph: true
    graphPNLDeductFee: true
    graphPNLPath: "./pnl.png"
    graphCumPNLPath: "./cumpnl.png"
    exits:
    #- roiStopLoss:
    #   percentage: 0.8%
    #- roiTakeProfit:
    #   percentage: 3%
    #- protectiveStopLoss:
    #   activationRatio: 0.5%
    #   stopLossRatio: 0.1%
    #   placeStopOrder: false
    - trailingStop:
        callbackRate: 1%
        # activationRatio is relative to the average cost,
        # when side is buy, 1% means lower 1% than the average cost.
        # when side is sell, 1% means higher 1% than the average cost.
        activationRatio: 3%
        # minProfit uses the position ROI to calculate the profit ratio
        minProfit: 1%
        interval: 1m
        side: buy
        closePosition: 100%
    #- protectiveStopLoss:
    #   activationRatio: 5%
    #   stopLossRatio: 1%
    #   placeStopOrder: false
    #- cumulatedVolumeTakeProfit:
    #   interval: 5m
    #   window: 2
    #   minQuoteVolume: 200_000_000
    #- protectiveStopLoss:
    #    activationRatio: 2%
    #    stopLossRatio: 1%
    #    placeStopOrder: false

sync:
  userDataStream:
    trades: true
    filledOrders: true
  sessions:
    - binance
  symbols:
    - BTCBUSD

backtest:
  startTime: "2022-01-01"
  endTime: "2022-06-18"
  symbols:
    - BTCBUSD
  sessions: [binance]
  accounts:
    binance:
      makerFeeRate: 0.000
      takerFeeRate: 0.00075
      balances:
        BTC: 10
        BUSD: 5000.0