bbgo_origin/config/drift.yaml

67 lines
1.3 KiB
YAML

---
sessions:
binance:
exchange: binance
futures: true
envVarPrefix: binance
heikinAshi: false
exchangeStrategies:
- on: binance
drift:
canvasPath: "./output.png"
symbol: ETHUSDT
# kline interval for indicators
interval: 15m
window: 2
stoploss: 3%
source: close
predictOffset: 14
noStopPrice: true
noTrailingStopLoss: false
#exits:
#- roiStopLoss:
# percentage: 0.8%
#- roiTakeProfit:
# percentage: 35%
#- protectiveStopLoss:
# activationRatio: 0.6%
# stopLossRatio: 0.1%
# placeStopOrder: false
#- 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:
- ETHUSDT
backtest:
startTime: "2022-01-01"
endTime: "2022-06-18"
symbols:
- ETHUSDT
sessions: [binance]
accounts:
binance:
#makerFeeRate: 0.00001
#takerFeeRate: 0.00001
balances:
ETH: 10
USDT: 5000.0