mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-23 15:25:14 +00:00
66 lines
1.4 KiB
YAML
66 lines
1.4 KiB
YAML
# usage:
|
|
#
|
|
# go run ./cmd/bbgo optimize --config config/pivotshort.yaml --optimizer-config config/pivotshort_optimizer.yaml --debug
|
|
#
|
|
---
|
|
executor:
|
|
type: local
|
|
local:
|
|
maxNumberOfProcesses: 10
|
|
|
|
matrix:
|
|
|
|
- type: iterate
|
|
label: interval
|
|
path: '/exchangeStrategies/0/pivotshort/interval'
|
|
values: [ "1m", "5m", "30m" ]
|
|
|
|
- type: range
|
|
path: '/exchangeStrategies/0/pivotshort/window'
|
|
label: window
|
|
min: 100.0
|
|
max: 200.0
|
|
step: 20.0
|
|
|
|
- type: range
|
|
path: '/exchangeStrategies/0/pivotshort/breakLow/stopEMARange'
|
|
label: stopEMARange
|
|
min: 0%
|
|
max: 10%
|
|
step: 1%
|
|
|
|
- type: range
|
|
path: '/exchangeStrategies/0/pivotshort/exits/0/roiStopLoss/percentage'
|
|
label: roiStopLossPercentage
|
|
min: 0.5%
|
|
max: 2%
|
|
step: 0.1%
|
|
|
|
- type: range
|
|
path: '/exchangeStrategies/0/pivotshort/exits/1/roiTakeProfit/percentage'
|
|
label: roiTakeProfit
|
|
min: 10%
|
|
max: 40%
|
|
step: 5%
|
|
|
|
- type: range
|
|
path: '/exchangeStrategies/0/pivotshort/exits/2/protectiveStopLoss/activationRatio'
|
|
label: protectiveStopLoss_activationRatio
|
|
min: 0.5%
|
|
max: 3%
|
|
step: 0.1%
|
|
|
|
- type: range
|
|
path: '/exchangeStrategies/0/pivotshort/exits/4/lowerShadowTakeProfit/ratio'
|
|
label: lowerShadowTakeProfit_ratio
|
|
min: 1%
|
|
max: 10%
|
|
step: 1%
|
|
|
|
- type: range
|
|
path: '/exchangeStrategies/0/pivotshort/exits/5/cumulatedVolumeTakeProfit/minQuoteVolume'
|
|
label: cumulatedVolumeTakeProfit_minQuoteVolume
|
|
min: 3_000_000
|
|
max: 20_000_000
|
|
step: 100_000
|