--- sessions: binance: exchange: binance envVarPrefix: binance max: exchange: max envVarPrefix: max riskControls: # This is the session-based risk controller, which let you configure different risk controller by session. sessionBased: # "max" is the session name that you want to configure the risk control max: # orderExecutor is one of the risk control orderExecutor: # symbol-routed order executor bySymbol: BTCUSDT: # basic risk control order executor basic: minQuoteBalance: 100.0 maxBaseAssetBalance: 3.0 minBaseAssetBalance: 0.0 maxOrderAmount: 1000.0 # example command: # godotenv -f .env.local -- go run ./cmd/bbgo backtest --exchange max --sync-from 2020-11-01 --config config/grid.yaml --base-asset-baseline 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: "2021-01-10" endTime: "2021-01-21" symbols: - BTCUSDT account: balances: BTC: 0.0 USDT: 10000.0 exchangeStrategies: - on: max grid: symbol: BTCUSDT quantity: 0.001 # scaleQuantity: # byPrice: # exp: # domain: [20_000, 30_000] # range: [0.2, 0.001] gridNumber: 100 profitSpread: 1000.0 upperPrice: 50_000.0 lowerPrice: 20_000.0 long: true