--- notifications: slack: defaultChannel: "dev-bbgo" errorChannel: "bbgo-error" # if you want to route channel by symbol symbolChannels: "^BTC": "btc" "^ETH": "eth" "^BNB": "bnb" # object routing rules routing: trade: "$symbol" order: "$symbol" submitOrder: "$session" # not supported yet pnL: "bbgo-pnl" sessions: binance: exchange: binance riskControls: # This is the session-based risk controller, which let you configure different risk controller by session. sessionBased: max: orderExecutor: bySymbol: BTCUSDT: basic: minQuoteBalance: 100.0 maxBaseAssetBalance: 3.0 minBaseAssetBalance: 0.0 maxOrderAmount: 1000.0 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: "2020-09-04" endTime: "2020-09-14" symbols: - BTCUSDT - ETHUSDT account: balances: BTC: 0.0 USDT: 10000.0 exchangeStrategies: - on: binance support: symbol: LINKUSDT interval: 1m minVolume: 1_000 triggerMovingAverage: interval: 5m window: 99 longTermMovingAverage: interval: 1h window: 99 scaleQuantity: byVolume: exp: domain: [ 1_000, 200_000 ] range: [ 0.5, 1.0 ] maxBaseAssetBalance: 1000.0 minQuoteAssetBalance: 2000.0 #trailingStopTarget: # callbackRatio: 0.015 # minimumProfitPercentage: 0.02 targets: - profitPercentage: 0.02 quantityPercentage: 0.5